Macroeconomic Fundamentals and the Exchange Rate Volatility: Empirical Evidence From Somalia
The purpose of this research is to investigate the effect of macroeconomic factors on the volatility of Somalia’s unregulated exchange rates. While utilizing the EGARCH (exponential generalized autoregressive conditional heteroskedastic) model, this study found that the unregulated exchange rate vol...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
SAGE Publishing
2020-01-01
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| Series: | SAGE Open |
| Online Access: | https://doi.org/10.1177/2158244019898841 |