Modeling the volatility of exchange rate and international trade in Ghana : empirical evidence from GARCH and EGARCH
Abdul-Razak Bawa Yussif, Stephen Taiwo Onifade and Ahmet Ay, Murat Canitez and Festus Victor Bekun
| Year of publication: |
2024
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|---|---|
| Authors: | Yussif, Abdul-Razak Bawa ; Onifade, Stephen T. ; Ay, Ahmet ; Canitez, Murat ; Bekun, Festus Victor |
| Published in: |
Journal of economic and administrative sciences. - Bingley : Emerald, ISSN 2054-6246, ZDB-ID 2664448-4. - Vol. 40.2024, 2, p. 308-324
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| Subject: | Ghana | Exchange rate volatility | International trade | GARCH and EGARCH models | Wechselkurs | Exchange rate | Volatilität | Volatility | ARCH-Modell | ARCH model | Internationale Wirtschaft | International economy | Schätzung | Estimation | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/JEAS-11-2020-0187 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014632182