The impact of external shocks on volatility persistence and market efficiency of the foreign exchange rate regime: evidence from Malawi
Abstract This study examines the nexus between external shocks and micro-transmission aspects of volatility persistence and market efficiency for the Malawian Foreign exchange market. Garch-type models are employed on monthly data stretching back to June 2011 through to October 2021. Results of the...
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| Principais autores: | , |
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| פורמט: | Artigo |
| שפה: | Inglês |
| יצא לאור: |
Springer Nature
2024-11-01
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| סדרה: | Humanities & Social Sciences Communications |
| גישה מקוונת: | https://doi.org/10.1057/s41599-024-03957-8 |
| תגים: |
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