Purpose: While the bulk of previous research focused on security-level volatility and the
relationship of its determinants, the current study considers the relationship between the …

Nigeria possesses considerable reserves of natural gas, which have been a source of
strategic importance since 1999 with the establishment of the liquefied natural gas (LNG) …

The impact of different types of volatility on the growth of Pakistani-listed non-financial firms
is examined by using annual unbalanced panel data over the period 1988–2017. The …

This study investigated the relationship between exchange rate volatility and exports in
Uganda. It aimed to assess the presence of volatility clustering in the exchange rate, analyse …

The relationship between exchange rate (EXR) and foreign trade (FT) in Nigeria has been a
contentious issue since Nigeria's independence in 1960. This study investigated the link …

The study appraised exchange rate misalignment onNigerian economy. The aims were to
assess the effect of exchange rate fluctuations on gross domestic product and how inflation …

This work provide a way to learn the volatilities of stock prices by presenting some models
within the ARCH family, namely ARCH, GARCH, TARCH, EGARCH, and PARCH, with the …

The main purpose of this study was to examine the macroeconomic drivers of exchange rate
volatility in Uganda. In particular, the study sought to find out if there exists an ARCH-LM …