Nwosa, Philip I.; Adeleke, Omolade - In: CBN Journal of Applied Statistics 08 (2017) 2, pp. 47-67
) volatility in Nigeria. The study used annual data covering the periods 1986 to 2016 and the E-GARCH approach was employed. The … interest rate and stock market capitalization were significant determinants of FPI volatility in Nigeria. Other variables were …