Effect of exchange rate returns on equity prices : evidence from South Africa and Nigeria
Jibrin Daggash & Terfa W. Abraham
| Year of publication: |
November 2017
|
|---|---|
| Authors: | Daggash, Jibrin ; Abraham, Terfa Williams |
| Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 9.2017, 11, p. 35-47
|
| Subject: | exchange rate returns | stock market | volatility models | VAR Granger causality | Volatilität | Volatility | Wechselkurs | Exchange rate | Südafrika | South Africa | Börsenkurs | Share price | Nigeria | Kapitaleinkommen | Capital income | Kausalanalyse | Causality analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.5539/ijef.v9n11p35 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011764137