Quantifying Foreign Exchange Risk in the Selected Listed Sectors of the Johannesburg Stock Exchange: An SV-EVT Pairwise Copula Approach

Joel Hinaunye Eita, Charles Raoul Tchuinkam Djemo

Research output: Contribution to journalArticlepeer-review

2 Citations (Scopus)

Fingerprint

Dive into the research topics of 'Quantifying Foreign Exchange Risk in the Selected Listed Sectors of the Johannesburg Stock Exchange: An SV-EVT Pairwise Copula Approach'. Together they form a unique fingerprint.

Keyphrases

Economics, Econometrics and Finance