Mensah, Prince Osei; Adam, Anokye M. - In: Risks : open access journal 8 (2020) 2/55, pp. 1-20
This paper examines the joint movement and tail dependence structure between the pair of foreign exchange rates (EUR, USD and GBP) against the GHS, using daily exchange rates data expressed in GHS per unit of foreign currencies (EUR, USD and GBP) between the time range of 24 February 2009 and 19...