Tag: Volatility Modelling

Evaluating Volatility Dynamics and Testing the Efficiency of the Ghana Stock Exchange

Evaluating Volatility Dynamics and Testing the Efficiency of the Ghana Stock Exchange

Winfred AshiteyUniversity of KigaliEmail: winfredashitey@gmail.com Abstract: This study provides an integrated analysis of weak-form market efficiency, volatility dynamics, and macroeconomic shock transmission on the Ghana Stock Exchange (GSE) over a ten-year period from November 2015 to October 2025. The data was obtained from both the Ghana stock exchange and the Bank of Ghana. Using daily…

Read More Read More