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-
