Dynamic modelling for foreign exchange rates

Since the advent of generalized floating exchange rates in 1973, the behavior of exchange rate movements has become an extremely challenging research area. Given the importance of a good understanding of foreign exchange rate dynamics in international asset pricing theories, international portfol...

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Bibliographic Details
Main Author: Kwok, Kelly Sin-Hung
Language:English
Published: 2009
Online Access:http://hdl.handle.net/2429/9343