Examining the effects of oil price long memory and exchange rate long memory on stock market behavior in Nigeria
Year of publication: |
2020
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Authors: | Lawal, Adedoyin Isola ; Dahunsi, Samuel Olatunde ; Babajide, Abiola ; Asaleye, Abiola John ; Iseolorunkanmi, Joseph Ojo ; Inegbedion, Henry Egbezien ; Manasseh, Charles O. ; Bukola ; Lawal-Adedoyin, B. |
Published in: |
International Journal of Energy Economics and Policy : IJEEP. - Mersin : EconJournals, ISSN 2146-4553, ZDB-ID 2632577-9. - Vol. 10.2020, 4, p. 430-436
|
Subject: | Exchange rate | oil prices | Share prices | long memory | ARMA | Ölpreis | Oil price | Wechselkurs | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Börsenkurs | Share price | Nigeria | ARMA-Modell | ARMA model | Kointegration | Cointegration | US-Dollar | US dollar |
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