Interest Rate and Exchange Rate Volatility Spillovers: Multiscale Perspective of Monetary Policy Transmission in Ghana

Data publikacji: 28 sty 2020

Zakres stron: 135 - 167

Otrzymano: 21 lut 2019

Przyjęty: 27 cze 2019

DOI: https://doi.org/10.2478/jcbtp-2020-0008

Słowa kluczowe

Volatility Spillover, Nonlinear Causality, Variance Decomposition, Multi-scale

© 2019 Nana Kwame Akosah et al., published by Sciendo

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.