Onanuga, Abayomi Toyin; Onanuga, Olaronke Toyin - In: CBN journal of applied statistics 6 (2015) 2, pp. 161-185
This study employs measures of variability and three GARCH models to comparatively explore the behaviour of exchange rate volatility of the currencies in the West African Monetary Zone (WAMZ) for the period 1960M01-2011M12. The study selects a sub-sample period of 2000M1 to 2011M12 to...