Modelling the Dependence Structure of MUR/USD and MUR/INR Exchange Rates using Copula
American Dollar (USD) and Indian Rupee (INR) play an important role in Mauritian economy. It is important to model the pattern of dependence in their co-movement with respect to Mauritian Rupee (MUR), as this may indicate the export-import behavior in Mauritius. However, it is known that distributio...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
EconJournals
2012-01-01
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| Series: | International Journal of Economics and Financial Issues |
| Subjects: | |
| Online Access: | http://www.econjournals.com/index.php/ijefi/article/view/82/pdf |