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Volatility and asymmetry of the USD/GHS exchange rate : monetary policy implications in Ghana

Akosah, Nana Kwame - In: Ghanaian journal of economics : GJE ; a journal of the … 2 (2014), pp. 154-175

Persistent link: https://www.econbiz.de/10011455150

Modelling exchange rates volatility and the global shocks in South Africa

Kutu, Adebayo Augustine; Ngalawa, Harold - In: Acta Universitatis Danubius / Oeconomica 13 (2017) 3, pp. 177-192

Persistent link: https://www.econbiz.de/10012133039

Foreign exchange interventions in Brazil and their impact on volatility : a quantile regression approach

Viola, Alessandra Pasqualina; Klotzle, Marcelo Cabus; … - In: Research in international business and finance 47 (2019), pp. 251-263

Persistent link: https://www.econbiz.de/10012135731

Predicting exchange rate volatility in Brazil : an approach using quantile autoregression

Viola, Alessandra Pasqualina; Klotzle, Marcelo Cabus; … - 2017

Persistent link: https://www.econbiz.de/10011944952

Modelling exchange rates volatility with multivariate long memory ARCH processes

Teyssière, Gilles - 1999 - Rev. version

Persistent link: https://www.econbiz.de/10001377680

Modelling Exchange Rate Variations and Global Shocks in Brazil

Ngalawa, Harold - 2017

. (2012). The results show that the GARCH (1,1) model provides the best fit for Brazil's exchange rate variations while the …The purpose of this paper is to model variations of Brazil's exchange rates and global shocks in order to establish if … global oil prices and international interest rates (global shocks) have any impact on exchange rate variations in Brazil …

Persistent link: https://www.econbiz.de/10012952846