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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Enregistré dans:
Détails bibliographiques
Publié dans:Springerplus
Auteurs principaux: Nortey, Ezekiel NN, Ngoh, Delali D, Doku-Amponsah, Kwabena, Ofori-Boateng, Kenneth
Format: Artigo
Langue:Inglês
Publié: Springer International Publishing 2015
Sujets:
Research
Accès en ligne: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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