Covariance stability test for exploring the impact of subprime financial crisis on the FOREX
The sub-prime crisis started from November 2006 to February 2008 is a global crisis that affected almost all economy activities in the world. In this study, we used the covariance stability test for exploring its impact towards foreign exchange rate among 15 currencies. Box’s M control chart and its...
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主要な著者: | Olusegun, Alo, Sharif, Shamshuritawati |
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フォーマット: | 論文 |
言語: | English |
出版事項: |
MAXWELL Science Publication
2016
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オンライン・アクセス: | http://repo.uum.edu.my/21565/1/RJASET%2012%207%202016%20696%20699.pdf http://repo.uum.edu.my/21565/ http://doi.org/10.19026/rjaset.12.2743 |
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