Forecasting Exchange Rate Volatility with Monetary Fundamentals: A Garch-Midas Approach

Author:

Eniayewu Patience Eyo,Tukura Gideon Samuel,Joshua Jeremiah Dandaura,Tuapreghe Bazitei,Yusuf Umar,Dogo Bishara Saidu,Ihekuna Rosemond Onyinye,Mevweroso Chioma Reacheal

Publisher

Elsevier BV

Reference31 articles.

1. Modeling and forecasting exchange rate volatility in Bangladesh using GARCH models: a comparison based on normal and Student-error distribution;S M Abdullah;Financial Innovation,2017

2. The determinants of real exchange rate volatility in Nigeria;M G Ajao;Ethiopian Journal of Economics,2015

3. The Determinants of Real Exchange Rate Volatility in Nigeria;M G Ajao;Journal of International Studies,2013

4. Impact of interest rate, inflation and money supply on exchange rate volatility in Pakistan;T M Ali;World Applied Sciences Journal,2015

5. Modeling and forecasting exchange rate volatility in time-frequency domain;J Barunik;European Journal of Operational Research,2016

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