Sekati, Boitumelo Nnoi Yolanda; Tsoku, Johannes Tshepiso; … - In: Cogent Economics & Finance 8 (2020) 1, pp. 1-12
This article employed the ARCH, GARCH and EGARCH models to model the oil price volatility and macroeconomic variables …, interest rate and exchange rates. According to ARCH (1) and GARCH (1, 1) models, exchange rate and interest rate have a …