Open AccessModeling Returns and Volatility Transmission from Crude Oil Prices to Leone-US Dollar Exchange Rate in Sierra Leone: A GARCH Approach with Structural Breaks
Author(s) -
Morlai Bangura,
Thomas Boima,
Sandy Pessima,
Isatu Kargbo
Publication year - 2021
Publication title -
modern economy
Language(s) - English
Resource type - Journals
eISSN - 2152-7245
pISSN - 2152-7261
DOI - 10.4236/me.2021.123029
Subject(s) - autoregressive conditional heteroskedasticity , economics , sierra leone , exchange rate , volatility (finance) , econometrics , conditional variance , liberian dollar , autoregressive model , west texas intermediate , monetary economics , finance , development economics