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Modeling inflation rates and exchange rates in Ghana: application of multivariate GARCH models
This paper was aimed at investigating the volatility and conditional relationship among inflation rates, exchange rates and interest rates as well as to construct a model using multivariate GARCH DCC and BEKK models using Ghana data from January 1990 to December 2013. The study revealed that the cum...
Autores principales: | , , , |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Springer International Publishing
2015
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Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4342390/ https://www.ncbi.nlm.nih.gov/pubmed/25741459 http://dx.doi.org/10.1186/s40064-015-0837-6 |