Quantitative approach in managing foreign exhange rate volatility.
Lau, Wan Jia.
Tay, Ru Hui.
Date of Issue2004
College of Business (Nanyang Business School)
To find a stable basket of currencies that has the minimum volatility in which countries can use it to reduce the cost of having exchange rate volatility.
Final Year Project (FYP)
Nanyang Technological University