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dc.contributor.authorMatovu, Gabriel
dc.date.accessioned2023-09-28T16:14:44Z
dc.date.available2023-09-28T16:14:44Z
dc.date.issued2023-09
dc.identifier.citationMatovu, G. (2023). Assessing the characteristics and dynamics of the Ugandan currency market: A study of liquidity, trading volumes and market turnover. Unpublished undergraduate dissertation, Makerere University.en_US
dc.identifier.urihttp://hdl.handle.net/20.500.12281/16484
dc.descriptionA dissertation submitted to the School of Statistics and Planning in partial fulfillment of the requirements for the award of the degree of Bachelor of Science in Quantitative Economics of Makerere Universityen_US
dc.description.abstractThe Ugandan currency market plays a pivotal role in the country's financial system, facilitating international trade, investment, and monetary policy implementation. Understanding the characteristics and dynamics of this market is essential for policymakers, investors, and market participants. This study aims to assess the liquidity, trading volumes, and market turnover in the Ugandan currency market using quantitative analysis techniques and secondary data collected from the central bank. The research explores variables such as inflation rates, exchange rates, spreads, inter-bank market lending rates, overnight rates, trading volumes, market turnover, and liquidity levels. Statistical tests including correlation analysis, regression analysis, time series analysis, Dicky Fuller Augmented tests for stationarity, Box-Jenkins, descriptive analysis and others are employed to provide a comprehensive analysis. By examining these variables and conducting statistical tests, this study aims to uncover valuable insights into the liquidity conditions, trading volumes, and market turnover in the Ugandan currency market from 2014 to 2023. The findings will contribute to a deeper understanding of the market's dynamics, informing policymakers, investors, and market participants in making informed decisions and managing risks effectively. The research is not without limitations, as it relies on secondary data and the selected statistical tests are based on the available variables. Nevertheless, this study serves as a significant step towards unraveling the intricacies of the Ugandan currency market, fostering market efficiency, and stimulating sustainable growth.en_US
dc.language.isoenen_US
dc.publisherMakerere Universityen_US
dc.subjectLiquidityen_US
dc.subjectMarket turnoveren_US
dc.subjectTrading volumesen_US
dc.subjectUgandan currency marketen_US
dc.titleAssessing the characteristics and dynamics of the Ugandan currency market: A study of liquidity, trading volumes and market turnoveren_US
dc.typeThesisen_US


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