Measuring dynamic return and volatility connectedness among Nigerian financial markets
Year of publication: |
2019
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Authors: | Udeaja, Elias A. |
Published in: |
CBN journal of applied statistics. - Abuja : Central Bank of Nigeria, ISSN 2476-8472, ZDB-ID 2854997-1. - Vol. 10.2019, 2, p. 169-191
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Subject: | Connectedness | Financial Market | Nigeria | Return | Spillover | Volatility | Volatilität | Finanzmarkt | Financial market | Kapitaleinkommen | Capital income | Spillover-Effekt | Spillover effect |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.33429/Cjas.10219.6/6 [DOI] hdl:10419/219308 [Handle] |
Classification: | c58 ; F36 - Financial Aspects of Economic Integration ; G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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