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...

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Bibliographic details
Volume: 4
Main Author: Nortey, Ezekiel NN
Ngoh, Delali D
Doku-Amponsah, Kwabena
Ofori-Boateng, Kenneth
Format: Journal Article
Language: English
Place of publication: Cham Springer International Publishing 01.12.2015
SPRINGER INTERNATIONAL PUBLISHING AG
Springer Nature B.V
published in: SpringerPlus Vol. 4; no. 1; pp. 1 - 10
ORCID: 0000-0003-0228-0483
0000-0003-1638-0936
Data of publication: 20151200
ISSN: 2193-1801
2193-1801
EISSN: 2193-1801
Discipline: Sciences (General)
Subjects:
DCC
DCC
Online Access: Fulltext
Database: Springer Journals Complete - Open Access
Web of Knowledge
Science Citation Index Expanded
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Web of Science - Social Sciences Citation Index - 2015
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