Mohammed, Sarpong; Mohammed, Abubakari; … - In: Cogent economics & finance 9 (2021) 1, pp. 1-19
This paper examines the effect of interest rates on exchange rate volatilities in Ghana. It utilizes the Quarterly Time Series dataset spanning 2000 Quarter 1 to 2017 Quarter 2 and the Autoregressive Distributed Lag model as well as the Vector Error Correction Model to investigate the long-run...