Evaluating Exchange Rate Value at Risks Models for Fourteen African Currencies
The global foreign exchange market is undoubtedly the world's biggest market with huge trading volume, surpassing other markets including equities and commodities. This study focuses on exchange rate modelling where we perform an empirical study to evaluate models which can be used to identi...
Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
Danubius University
2018-11-01
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Series: | Acta Universitatis Danubius: Oeconomica |
Subjects: | |
Online Access: | http://journals.univ-danubius.ro/index.php/oeconomica/article/view/4997/4681 |