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: 14 July 2018
    Accepted: 17 August 2018
    Published: 10 September 2018
    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