FORECASTING EXCHANGE RATE VOLATILITY USING INTEGRATED GARCH MODEL: EVIDENCE FROM GHANA
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https://doi.org/10.26450/jshsr.967Keywords:
Exchange rate volatility, integrated garch model, GhanaAbstract
Just like most developing, the characteristics of the foreign exchange market in Ghana economies have vital policy implications. This study investigates the volatility in Ghana’s exchange rate. The study determines whether exchange rate has a volatile property in the Ghanaian foreign exchange market. The policy implications therefore suggest that the Bank of Ghana should give priority to the attainment of exchange rate equilibrium
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2018-12-31
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KARAÇOR, Z., GÜVENEK, B., MANGIR, F., & YUSSİF, A.-R. B. (2018). FORECASTING EXCHANGE RATE VOLATILITY USING INTEGRATED GARCH MODEL: EVIDENCE FROM GHANA. INTERNATIONAL JOURNAL OF SOCIAL HUMANITIES SCIENCES RESEARCH, 5(31), 4855–4865. https://doi.org/10.26450/jshsr.967
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