Garch modelling of interest rate and exchange rate volatility. Analysis of US T-Bill, Euribor and US dollar-Euro exchange rate

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dc.contributorAalto-yliopistofi
dc.contributorAalto Universityen
dc.contributor.authorGynther, Tuomas
dc.contributor.departmentLaskentatoimen ja rahoituksen laitosfi
dc.contributor.departmentDepartment of Accounting and Financeen
dc.contributor.schoolKauppakorkeakoulufi
dc.contributor.schoolSchool of Businessen
dc.date.accessioned2020-11-17T16:26:32Z
dc.date.available2020-11-17T16:26:32Z
dc.date.issued2008 
dc.format.mimetypeapplication/pdfen
dc.identifier.urihttps://aaltodoc.aalto.fi/handle/123456789/59072
dc.identifier.urnURN:NBN:fi:aalto-2020111717925
dc.language.isoenen
dc.rights.accesslevelopenAccess
dc.subject.keywordrahoitus
dc.subject.keywordkurssivaihtelut
dc.subject.keywordmallit
dc.titleGarch modelling of interest rate and exchange rate volatility. Analysis of US T-Bill, Euribor and US dollar-Euro exchange rateen
dc.type.okmG2 Pro gradu, diplomityö 
dc.type.ontasotMaster's thesisen
dc.type.ontasotPro gradu -tutkielmafi
dc.type.publicationmasterThesis 
local.aalto.digiauthyes
local.aalto.digifolderAalto_56982
local.aalto.idthes11589
local.aalto.openaccessyes

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