Quantifying Foreign Exchange Risk in the Selected Listed Sectors of the Johannesburg Stock Exchange: An SV-EVT Pairwise Copula Approach
This paper attempted to apply an EVT-based pairwise copula method for modelling risk interaction between foreign exchange rates and equity indices of the Johannesburg Stock Exchange (JSE) and to model the dependence structure of the underlying assets with some selected listed stock indices. We filte...
-д хадгалсан:
| Үндсэн зохиолчид: | , |
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| Формат: | Artigo |
| Хэл сонгох: | Inglês |
| Хэвлэсэн: |
MDPI AG
2022-04-01
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| Цуврал: | International Journal of Financial Studies |
| Нөхцлүүд: | |
| Онлайн хандалт: | https://www.mdpi.com/2227-7072/10/2/24 |
| Шошгууд: |
Шошго байхгүй, Энэхүү баримтыг шошголох эхний хүн болох!
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