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Keywords: GARCH (1,1)
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Journal Articles
Journal of Economic and Administrative Sciences (2021) 37 (2): 149–162.
Published: 09 July 2020
... Exchange rate volatility Trade Asymmetric Sub-Saharan African countries GARCH (1,1) GMM Cumulative partial sum F14 F31 In the fields of monetary economics, international finance and trade, the link between exchange rate and trade has been examined holistically, both in the theoretical...
