Foreign exchange news announcements and the volatility of stock returns in Nigeria
Year of publication: |
2017
|
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Authors: | Omokehinde, Joshua Odutola ; Abata, Matthew Adeolu ; Migiro, Stephen Oseko |
Published in: |
Spoudai : journal of economics and business. - Peiraiōs : Panepistēmion, ISSN 2241-424X, ZDB-ID 2741596-X. - Vol. 67.2017, 3, p. 3-17
|
Subject: | Volatility | stock returns | exchange news | asymmetric | volatility persistence | Volatilität | Kapitaleinkommen | Capital income | Ankündigungseffekt | Announcement effect | Wechselkurs | Exchange rate | Nigeria | Börsenkurs | Share price | ARCH-Modell | ARCH model | Schätzung | Estimation |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | hdl:10419/195198 [Handle] |
Classification: | C22 - Time-Series Models ; c58 ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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