Showing 1 - 3 of 3
Persistent link: https://www.econbiz.de/10011789094
This work is aim at analyzing Nigerian Naira exchange rate against American Dollar, British Pounds, and the Euro currency. Monthly average exchange rates from May 2015 to April 2020 were used for the study. Augmented Dickey-Fuller was used to determine the presence of mean reversion in the data....
Persistent link: https://www.econbiz.de/10013291909
This paper investigated the co-movement between the bitcoin (BTC) and the exchange rates of some African currencies to the USD (United States Dollars) using the continuous wavelet transform (CWT) and wavelet coherence (WTC). This was done for the noisy as well as the denoised series. The CWT for...
Persistent link: https://www.econbiz.de/10013211077