Leeahtam, Pisit; Chaiboonsri, Chukiat; Chokethaworn, … - In: Journal of Knowledge Management, Economics and … 1 (2011) 6, pp. 14-14
The objectives of this study are to find the fitting model and dependence measures of both Thailand’s exchange rate and Malaysia’s exchange rate during, between, and after the World’s recent financial crises based on linear, nonlinear and empirical copula approaches. The results of the...