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Preface -- Introduction / Sanjeev K. Sobhee -- The macroeconomics of household indebtedness / Harshana Kasseeah -- Household indebtedness in mauritius : the broad picture / Harshana Kasseeah -- Survey methods and profile of respondents / Ruben Thoplan -- An assessment of the financial...
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In this paper, we employ 99% intraday value-at-risk (VaR) and intraday expected shortfall (ES) as risk metrics to assess the competency of the Multiplicative Component Generalised Autoregressive Heteroskedasticity (MC-GARCH) models based on the 1-min EUR/USD exchange rate returns. Five...
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