Management of Foreign Exchange Risk Evidence From Developing Economies

List of contents

1. Strategic Overview 2. Exchange-rate Risk Management and Modelling 3. Exchange-rate Risk and Economic Liberalisation 4. Volatility Modelling of Exchange-rates in a Univariate Framework 5. Volatility Modelling of Exchange-rates in a Multivariate Framework 6. Concluding Remarks

About the author

Yew C. Lum is a Senior Lecturer in Finance and Coordinator of Faculty and Student Services Committee at Xiamen University Malaysia.
Sardar M. N. Islam is currently a Professor of Economic Studies, and has also been a Professor of Business, Economics and Finance (2007–2017) at Victoria University, Melbourne, Australia.

Summary

This book provides a technical and specialized discussion of contemporary and emerging issues in FOREX and financial markets by addressing the issues of risk management and theory and hypothesis development, which have general implications for finance theory and FOREX market management.

Product details

• Authors: Y. C. Lum, Sardar M. N. Islam, Y. C. Islam Lum, Sardar M. N. (Victoria University Islam, Yew C. Lum, Yew C. Islam Lum, Islam Sardar M. N.
• Publisher: Taylor & Francis Ltd.
• Content: Book
• Product form: Hardback
• Publication date: 30.09.2020
• Subject: Social sciences, law, business > Business > International economy
• EAN: 9780367418571
• ISBN: 978-0-367-41857-1
• Pages: 268
• Series: Banking, Money and International Finance
• Subjects: DCC, BUSINESS & ECONOMICS / Economics / General, CCC, BUSINESS & ECONOMICS / Banks & Banking, BUSINESS & ECONOMICS / Finance / General, BUSINESS & ECONOMICS / Corporate Finance / General, BUSINESS & ECONOMICS / Industries / Financial Services, BUSINESS & ECONOMICS / Foreign Exchange, BUSINESS & ECONOMICS / Islamic Banking & Finance, Developing Countries, business strategy, Finance & accounting, Development economics & emerging economies, Development economics and emerging economies, BUSINESS & ECONOMICS / International / Economics & Trade, Finance and accounting, Global South / Developing countries, Financial Econometrics, GARCH model, emerging market finance, risk measurement techniques, volatility modelling in developing economies, Conditional volatility models, postgraduate finance studies, capital controls analysis, Arch Model, DCC Model, currency pairs, Multivariate GARCH Model, MGARCH Models, Daily Exchange Rate Data, Univariate GARCH Process, BEKK Model, Tail Parameter, CCC Model, Major Currency Pairs, RiskMetrics Models, Skewed Student Distribution, Skewed Student, VaR Performance, Conditional Correlations, Multivariate Stochastic Volatility Modelling, Univariate GARCH Model