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  • 1
    UID:
    almahu_9949385981502882
    Format: 1 online resource (xxii, 267 pages) : , illustrations.
    ISBN: 9780367816599 , 0367816598 , 9781000172546 , 1000172546 , 1000172589 , 9781000172560 , 1000172562 , 9781000172584
    Series Statement: Banking, money and international finance
    Content: "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. It offers an in-depth, comprehensive analysis of the issues concerning the volatility of exchange rates. The book has three main objectives. First, it applies the integrated study of exchange rate volatility in terms of depth and breadth. Secondly, it also applies the integrated study to exchange rate volatility in Malaysia, as a case study of a developing country. Malaysia had imposed capital control measures in the past and has now liberalised its exchange rate market and will continue to liberalise it further in the long run. Hence, the need to understand exchange rate volatility measurement and management will be even more important in the future. Third, the book highlights new conditional volatility models for a developing country, such as Malaysia, and develops advanced econometric models which, have produced results for sound risk management strategies and for achieving risk management in the financial market and the economy. Additionally, the authors recommend risk management themes which may be of relevance to other developing countries. This work can be used as a reference book by fund managers, financial market analysts, researchers, academics, practitioners, policy makers, and postgraduate students in the areas of finance, accounting, business and financial economics. It can also be a supplementary text for Ph.D. and Masters' students in these areas"--
    Additional Edition: Print version: Lum, Y. C.. Management of foreign exchange risk Abingdon, Oxon ; New York, NY : Routledge, 2021. ISBN 9780367418571
    Language: English
    Keywords: Electronic books. ; Electronic books.
    Library Location Call Number Volume/Issue/Year Availability
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  • 2
    UID:
    gbv_1726048314
    Format: 1 Online-Ressource (291 pages)
    ISBN: 9781000172546
    Series Statement: Banking, Money and International Finance Ser.
    Content: Cover -- Half Title -- Series Page -- Title Page -- Copyright Page -- Table of Contents -- List of Figures -- List of Tables -- Foreword -- Summary and Preface -- Acknowledgements -- List of Abbreviations -- 1 Strategic Overview -- Background of the Study -- Contribution to Knowledge -- History of the Topic -- Geographical Location of the Topic -- Benefits to the Community -- Why is it Significant? -- Who is it Significant to? -- Organisation of Book -- 2 Exchange Rate Risk Management and Modelling -- Introduction -- Exchange Rate Risk and Economic Liberalisation -- Classical Time Series Models and Financial Series -- Exchange Rate Volatility Modelling in a Univariate Framework -- Exchange Rate Volatility Modelling in a Multivariate Framework -- Risk Management of Exchange Rate Volatility -- Conclusion -- 3 Exchange Rate Risk and Economic Liberalisation -- Introduction -- Developments in the Malaysian Exchange Rate Market -- Data Analysis of Malaysia's Exchange Rate -- Implications -- Conclusion -- 4 Volatility Modelling of Exchange Rates in a Univariate Framework -- Introduction -- Framework and Estimation Process -- Empirical Results -- Value at Risk -- Implications -- Conclusion -- 5 Volatility Modelling of Exchange Rates in a Multivariate Framework -- Introduction -- Framework and Estimation Process -- Estimation Processes -- Diagnostic Testing -- Implications -- Conclusion -- 6 Concluding Remarks -- Introduction -- Volatility Issues in the Exchange Rate Market -- Implications on Risk Measurement -- Implications on Risk Management -- Limitations and Areas of Further Research -- Conclusion -- Appendix 1: Foreign Exchange Changes in Malaysia on 1 April 2005 -- Appendix 2: Analysis of Monthly Exchange Rate Data -- Appendix 3: Forecasting Diagrams of Various GARCH Models -- MYR/USD -- MYR/GBP -- MYR/EUR -- MYR/JPY -- MYR/CHF.
    Note: Description based on publisher supplied metadata and other sources
    Additional Edition: ISBN 9780367418571
    Additional Edition: Erscheint auch als Druck-Ausgabe Lum, Yew C. Management of foreign exchange risk London : Routledge, Taylor & Francis Group, 2021 ISBN 9780367418571
    Language: English
    Author information: Islam, Sardar M. N. 1950-
    Library Location Call Number Volume/Issue/Year Availability
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