Response of stock return volatility to money market rates in Nigeria
Year of publication: |
2024
|
---|---|
Authors: | Aleke, Stephen Friday ; Irem, Collins Okechukwu ; Ugwoke, Chinonso John ; Eunice, Oketa Chiamaka |
Published in: |
African journal of economic and sustainable development. - Olney : Inderscience, ISSN 2046-4789, ZDB-ID 3004015-2. - Vol. 9.2024, 3, p. 219-238
|
Subject: | all share index | ASI | IBR | inter-bank rate | Nigeria | PLR | prime lending rate | stock returns | unit root test | URT | volatility | Volatilität | Volatility | Kapitaleinkommen | Capital income | Zins | Interest rate | Geldmarkt | Money market | Einheitswurzeltest | Unit root test | Kointegration | Cointegration | Schätzung | Estimation | Börsenkurs | Share price |
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