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Modeling inflation rates and exchange rates in Ghana: application of multivariate GARCH models
This paper was aimed at investigating the volatility and conditional relationship among inflation rates, exchange rates and interest rates as well as to construct a model using multivariate GARCH DCC and BEKK models using Ghana data from January 1990 to December 2013. The study revealed that the cum...
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| Pubblicato in: | Springerplus |
|---|---|
| Autori principali: | , , , |
| Natura: | Artigo |
| Lingua: | Inglês |
| Pubblicazione: |
Springer International Publishing
2015
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| Soggetti: | |
| Accesso online: | https://ncbi.nlm.nih.gov/pmc/articles/PMC4342390/ https://ncbi.nlm.nih.gov/pubmed/25741459 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1186/s40064-015-0837-6 |
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