Emenike, Kalu Onwukwe - In: International Journal of Emerging Markets 13 (2018) 6, pp. 1457-1474
Purpose: The purpose of this paper is to evaluate selected West African currencies/US dollar exchange rates for the evidence of volatility spillover. Specifically, the paper examines West African CFA franc, Gambian dalasi and Nigerian naira exchange rates in relation to the USD, for any...