Asymmetric dependence between exchange rate and commodity prices in Ghana
Year of publication: |
2022
|
---|---|
Authors: | Archer, Christina ; Owusu Junior, Peterson ; Adam, Anokye M. ; Asafo-Adjei, Emmanuel ; Baffoe, Stephen |
Published in: |
Annals of financial economics. - Hackensack, NJ [u.a.] : World Scientific, ISSN 2010-4960, ZDB-ID 2515861-2. - Vol. 17.2022, 2, Art.-No. 2250012, p. 1-26
|
Subject: | currency depreciation | gain/loss asymmetry | market conditions | Quantile regression | Ghana | Wechselkurs | Exchange rate | Volatilität | Volatility | Abwertung | Currency devaluation | Regressionsanalyse | Regression analysis | Rohstoffpreis | Commodity price | US-Dollar | US dollar |
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