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- W3136328058 abstract "This paper examines the effect of interest rates on exchange rate volatilities in Ghana. It utilizes the Quarterly Time Series dataset spanning 2000 Quarter 1 to 2017 Quarter 2 and the Autoregressive Distributed Lag model as well as the Vector Error Correction Model to investigate the long-run and short-run relationships between the variables. The results showed that in the long-run model, exchange rate volatility was seen to be influenced by money supply, inflation, Central Bank’s policy rate, and the Ghana Stock Exchange composite index. However, in the short-run model, exchange rate volatility was found to be significantly influenced by its past values and the Central Bank’s policy rate." @default.
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- W3136328058 date "2021-01-01" @default.
- W3136328058 modified "2023-09-25" @default.
- W3136328058 title "Relationship between Exchange Rate Volatility and Interest Rates Evidence from Ghana" @default.
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- W3136328058 doi "https://doi.org/10.1080/23322039.2021.1893258" @default.
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