International Journal of Data Science and Analysis

Volume 4, Issue 3, June 2018

  • Modelling Kenyan Foreign Exchange Risk Using Asymmetry Garch Models and Extreme Value Theory Approaches

    Mutua Kilai, Anthony Gichuhi Waititu, Anthony Wanjoya

    Issue: Volume 4, Issue 3, June 2018
    Pages: 38-45
    Received: Jul. 14, 2018
    Accepted: Aug. 17, 2018
    Published: Sep. 10, 2018
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    Abstract: The Foreign Exchange Market in developing countries, Kenya being one of them is a key driving force for the development of a country economic growth. In the last decade, world financial markets have been characterized by significant instabilities and the currency exchange rate market is not an exception. As a consequence of the significant instabil... Show More