Open AccessModelling Exchange Rate and Interest Rate Volatility Persistence in Emerging African Economies
Publication year - 2022
Publication title -
journal of applied business and economics
Language(s) - English
Resource type - Journals
ISSN - 1499-691X
DOI - 10.33423/jabe.v24i1.5009
Subject(s) - economics , volatility (finance) , volatility swap , exchange rate , volatility risk premium , autoregressive conditional heteroskedasticity , volatility smile , diversification (marketing strategy) , financial economics , interest rate , econometrics , monetary economics , implied volatility , heteroscedasticity , forward volatility , emerging markets , macroeconomics , business , marketing
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