Multifrequency network for SADC exchange rate markets using EEMD-based DCCA-Reference-Cited by-同舟云学术

Multifrequency network for SADC exchange rate markets using EEMD-based DCCA

Published:2021-08-28 Issue:1 Volume:46 Page:145-166
ISSN:1055-0925
Container-title:Journal of Economics and Finance
language:en
Short-container-title:J Econ Finan

Author:

Adam Anokye M.,Kyei Kwabena,Moyo Simiso,Gill Ryan,Gyamfi Emmanuel N.

Publisher

Springer Science and Business Media LLC

Subject

Economics and Econometrics,Finance

Link

https://link.springer.com/content/pdf/10.1007/s12197-021-09560-w.pdf

Reference72 articles.

1. Abdalla SZS (2012) Modelling exchange rate volatility using GARCH models: empirical evidence from Arab countries. Int J Econ Financ 4:216

2. Adam AM, Agyapong D, Gyamfi EN (2010) Dynamic Macroeconomic convergence in the West Africa Monetary Zone (WAMZ). Int Business Manag 1:31–40. https://doi.org/10.3968/j.ibm.1923842820100101.006

3. Adam AM, Kyei K, Moyo S, Gill R, Gyamfi EN (2021) Similarities in Southern African Development Community (SADC) exchange rate markets structure: evidence from the ensemble empirical mode decomposition. J Afr Bus. https://doi.org/10.1080/15228916.2021.1874795

4. Agdeyegbe TD (2009) On the feasibility of a monetary union in the Southern Africa development community. Int J Financ Econ 13(2):150–157. https://doi.org/10.1002/ijfe.323

5. Alagidede P, Tweneboah G, Adam AM (2008) Nominal exchange rates and price convergence in the West African Monetary Zone. Int J Bus Econ 7(3):181–191

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