Forecasting exchange rate volatility with monetary fundamentals: A GARCH-MIDAS approach-Reference-Cited by-同舟云学术

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Forecasting exchange rate volatility with monetary fundamentals: A GARCH-MIDAS approach

Published:2024-03 Issue: Volume:23 Page:e02101
ISSN:2468-2276
Container-title:Scientific African
language:en
Short-container-title:Scientific African

Author:

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

Publisher

Elsevier BV

Reference39 articles.

1. Exchange rate volatility in Nigeria: consistency, persistency & severity analyses;Adeoye;CBN J. App. Statistics,2011

2. The determinants of real exchange rate volatility in Nigeria;Ajao;J. Int. Stud.,2013

3. Impact of interest rate, inflation and money supply on exchange rate volatility in Pakistan;Ali;World Appl. Sci. J.,2015

4. Soft power and exchange rate volatility;Cevik,2015

5. Determinants of exchange rate volatility: new estimates from Nigeria;Hassan;Eastern J. Econ. Financ.,2017

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