Testing the Martingale Difference Hypothesis (MDH) with structural breaks : evidence from foreign exchanges of Nigeria and South Africa
Year of publication: |
2016
|
---|---|
Authors: | Salisu, Afees A. ; Ayinde, Taofeek Olusola |
Published in: |
Journal of African business. - Binghamton, NY : International Business Press, ISSN 1522-8916, ZDB-ID 2267966-2. - Vol. 17.2016, 3, p. 342-359
|
Subject: | Martingale Difference Hypothesis (MDH) | structural breaks | Nigeria | South Africa | FX market | Südafrika | Strukturbruch | Structural break | Martingal | Martingale | Kointegration | Cointegration | Wechselkurs | Exchange rate | Statistischer Test | Statistical test |
-
Fowowe, Babajide, (2015)
-
Adekoya, Oluwasegun B., (2020)
-
Ajibola, Isaiah O., (2020)
- More ...
-
Salisu, Afees A., (2022)
-
Modelling central bank behaviour in Nigeria: A Markov-switching approach
Ayinde, Taofeek Olusola, (2020)
-
Global and regional capital mobilities in Sub-Saharan African economies: Complement or substitute?
Ayinde, Taofeek Olusola, (2018)
- More ...