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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Main Authors: Olusegun, Alo, Sharif, Shamshuritawati
格式: Article
语言:English
出版: MAXWELL Science Publication 2016
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在线阅读: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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