and volatility spillovers between Nigeria Naira/US Dollar Bureau De Change (BDC) exchange rate and interbank call rate … is utilized to investigate shocks and volatility spillover of the rates. The estimated DCC-GARCH (1, 1) reveals that …, 1) model. Furthermore, the effects of news (shocks spillover) are bi-directional across the markets. However, volatility …

that in the long-run model, exchange rate volatility was seen to be influenced by money supply, inflation, Central Bank …'s policy rate, and the Ghana Stock Exchange composite index. However, in the short-run model, exchange rate volatility was … found to be significantly influenced by its past values and the Central Bank's policy rate. …

Exchange Rate and analyze the impact of Real Oil Price Volatility on Real Exchange Rate Volatility in Pakistan over 1983-Q1 to … 2014-Q2. Various econometric techniques like Johansen Cointegration and Vector Error Correction Model have been used for … exchange reserves volatility, CPI volatility and Real Oil Price Volatility have positive and NEWS has a negative effect on Real …

the recently developed nonlinear autoregressive distributed lag cointegration technique. Tourism development is proxied by …