Essays on exchange rates behaviour
This thesis aims to investigate the exchange rate behaviour and its abnormal movements. By doing so, I introduce a novel instrument which contributes to analyse the exchange rate behaviour. I then apply the new instrument, called wavelet analysis, to investigate the relation of exchange rate to pric...
Main Author: | |
---|---|
Other Authors: | |
Published: |
University of Leicester
2015
|
Subjects: | |
Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.682391 |