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...


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CAMBIO EXTERIOR