Browsing Theses & Projects by Author "Obeng, Prince"

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  • Obeng, Prince; University of Lethbridge. Faculty of Arts and Science (Lethbridge, Alta : University of Lethbridge, Dept. of EconomicsArts and ScienceDepartment of Economics, 2016)
    This Thesis tests the predictive power of ARCH, GARCH and EGARCH models in forecasting exchange rate volatility of Canadian dollar, Euro, British Pound, Swiss Franc and Japanese Yen using the US dollar as the base currency. ...