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...

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Bibliographic Details
Main Authors: Nausheen Jandoo, Preethee Nunkoo Gonpot
Format: Article
Language:English
Published: Danubius University 2018-11-01
Series:Acta Universitatis Danubius: Oeconomica
Subjects:
Online Access:http://journals.univ-danubius.ro/index.php/oeconomica/article/view/4997/4681