Time evolution copulas in FX market /
Salazar Gómez, Ledys Llasmín,
Time evolution copulas in FX market / Ledys Llasmin Salazar Gómez. - 85 hojas.
Foreign currencies, fluctuate though the international money market. This market sets the different exchange values according to economic variables, such as: VAT, inflation, GDP, and others. Importantly, currency fluctuation significantly influences the economy; anda currency trading also affects trade relations between countries. Thus, endogenous and/or exogenous variables that may be dependent over time affect some currencies´ behavior and currencies´ interaction with other currencies. Authors such as Escalera and Hernández (2009), Kamal and Haque (2016), Cherubini et al. (2013), among others, have addressed this issue...
PROCESOS ESTOCASTICOS
CAMBIO EXTERIOR
Time evolution copulas in FX market / Ledys Llasmin Salazar Gómez. - 85 hojas.
Foreign currencies, fluctuate though the international money market. This market sets the different exchange values according to economic variables, such as: VAT, inflation, GDP, and others. Importantly, currency fluctuation significantly influences the economy; anda currency trading also affects trade relations between countries. Thus, endogenous and/or exogenous variables that may be dependent over time affect some currencies´ behavior and currencies´ interaction with other currencies. Authors such as Escalera and Hernández (2009), Kamal and Haque (2016), Cherubini et al. (2013), among others, have addressed this issue...
PROCESOS ESTOCASTICOS
CAMBIO EXTERIOR