The impact of 2008 credit crisis on currency stability structure
The depreciation of many currencies over the world has retarded the economic development during 2008 credit crisis. The aim of this study is to detect the existence of changes in the currency stability structure by using a new covariance structure test known as S∗ statistics for high dimensional dat...
Main Authors: | , , |
---|---|
Format: | Article |
Language: | English |
Published: |
Inderscience Enterprises Ltd.
2018
|
Subjects: | |
Online Access: | https://repo.uum.edu.my/id/eprint/24431/1/IJPQM%2023%20%201%202018%20%20128%20136.pdf |