Volatility and asymmetry of the USD/GHS exchange rate : monetary policy implications in Ghana
Year of publication: |
December 2014
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Authors: | Akosah, Nana Kwame |
Published in: |
Ghanaian journal of economics : GJE ; a journal of the African Finance and Economics Consult. - [Erscheinungsort nicht ermittelbar] : [Verlag nicht ermittelbar], ISSN 2309-8945, ZDB-ID 2837753-9. - Vol. 2.2014, p. 154-175
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Subject: | Exchange rate volatility | Asymmetric effect | GARCH | TGARCH | EGARCH | Impulse response | Volatilität | Volatility | Wechselkurs | Exchange rate | Geldpolitik | Monetary policy | ARCH-Modell | ARCH model | Ghana | Schätzung | Estimation | Schock | Shock |
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