INTEREST RATE PREDICTABILITY IN SOME SELECTED AFRICAN COUNTRIES
This study tries to verify the predictive power of the implicit forward rate of the term structure of interest rates in Africa. We used data from Egypt, Ghana, Kenya, Nigeria and the Republic of South Africa. A modified version of the yield term premium and the forward term premium models of Shiller...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Nicolaus Copernicus University in Toruń
2021-02-01
|
| Series: | Copernican Journal of Finance & Accounting |
| Subjects: | |
| Online Access: | https://apcz.umk.pl/czasopisma/index.php/CJFA/article/view/33342 |