Investigating spillover effects between foreign exchange rate volatility and commodity price volatility in Uganda
Year of publication: |
2019
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Authors: | Katusiime, Lorna |
Published in: |
Economies. - Basel : MDPI, ISSN 2227-7099. - Vol. 7.2019, 1, p. 1-17
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Publisher: |
Basel : MDPI |
Subject: | volatility spillovers | commodity price volatility | exchange rate volatility | MGARCH |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.3390/economies7010001 [DOI] 1668102935 [GVK] hdl:10419/256934 [Handle] |
Classification: | F30 - International Finance. General ; G01 - Financial Crises ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets |
Source: |
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Katusiime, Lorna, (2019)
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Stock and foreign exchange market linkages in emerging economies
Andreou, Elena, (2013)
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Financial Contagion: A Methodology for its Evaluation using Asymptotic Dependence Coefficients
Uribe, Jorge, (2011)
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Private sector credit and inflation volatility
Katusiime, Lorna, (2018)
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Mobile money use: The impact of macroeconomic policy and regulation
Katusiime, Lorna, (2021)
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COVID 19 and bank profitability in low income countries: The case of Uganda
Katusiime, Lorna, (2021)
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