Exchange Rate Volatility in Sudanese Economy via Garch Model 1979-2010
(Sprache: Englisch)
The research aims to explain exchange rate determinants in Sudan, and the estimation exchange rate volatility via GARCH models to help in formulating an effective exchange rate policy. The research reached the consecutive governments failed to set an...
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The research aims to explain exchange rate determinants in Sudan, and the estimation exchange rate volatility via GARCH models to help in formulating an effective exchange rate policy. The research reached the consecutive governments failed to set an optimal exchange rate policy, this was apparent from the series of devolutions every 18 month in average. Uncertainty was estimated in the variance equation whereas the leverage effect. These results indicate clearly simultaneous feedback between exchange rate volatility and the response of the exchange rate to news from the money supply, consumer price index, and current account balance. Expansionary money supply policy will lead to the reduction of the interest rate which in turn leads to the reduction of the national currency value.
Bibliographische Angaben
- Autor: Almahdi Musa
- 2018, 116 Seiten, Maße: 22 cm, Kartoniert (TB), Englisch
- Verlag: LAP Lambert Academic Publishing
- ISBN-10: 6202199296
- ISBN-13: 9786202199292
Sprache:
Englisch
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