Shongwe, Silindzele S.; Emenike, Kalu O. - In: Journal of business and economic analysis : (JBEA) 6 (2023) 2, pp. 137-148
also show that export is significantly related to exchange rate uncertainty in the long-run. Granger causality results … uncertainty. Annual data ranging from 1972 to 2018 were collected and analyzed using Engle-Granger cointegration and Granger … causality techniques. Exchange rate uncertainty is measured using symmetric GARCH (1,1) model of the nominal exchange rate …