000 02350cam a2200205 i 4500
020 _a9780367816599
020 _a9780317542597
082 0 0 _a332.4/5091724
100 1 _aLum, Y. C.,
245 1 0 _aManagement of foreign exchange risk :
_bevidence from developing economies /
_cY.C. Lum and Sardar M.N. Islam.
264 1 _aAbingdon, Oxon ;
_aNew York, NY :
_bRoutledge,
_c2021.
300 _axxii,267pages
_billustrations;tables
490 0 _aBanking, money and international finance
520 _a"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"--
650 0 _aForeign exchange market
650 0 _aForeign exchange market
650 0 _aFinancial risk management
700 1 _aIslam, Sardar M. N.,
942 _2lcc
_cBK
999 _c10668
_d10668