Estimating the effect of currency substitution on exchange rate volatility: Evidence from Ghana
This paper investigates the impact of currency substitution on exchange rate volatility using monthly data from January 1990 to May 2019. The paper applies the exponential generalized autoregressive conditional heteroscedastic in mean (EGARCH-M) model as the estimation technique. The results reveal...
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| Principais autores: | , , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado: |
Taylor & Francis Group
2023-12-01
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| Series: | Cogent Social Sciences |
| Assuntos: | |
| Acceso en liña: | https://www.tandfonline.com/doi/10.1080/23311886.2023.2233318 |
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