This study provides analytical insight on modelling macroeconomic and oil price volatility in Nigeria. Mainly, the … GARCH - M); and oil price is a major source of macroeconomic volatility in Nigeria. By implication, the Nigerian economy is … with macroeconomic volatility in Nigeria and oil price volatility should be considered as relevant variable in the analysis …

the global financial crisis for Nigeria, using monthly data for the period 2001-2011. Results suggest absence of long …

The study examines the impact of interest rate differential and exchange rate move-ment on the dynamics of Nigeria … opportunities for interestrate and currency arbitrage in Nigeria but using aggregate capital flows mask thisevidence. The study …

This study tests the Portfolio Balance Theory (PBT) for Nigeria for the period starting from September, 1997 to … stability after the crisis. The full sample results show that the PBT holds for Nigeria and asymmetries and structural breaks …

This paper examines the dynamics in the relationship between oil price and exchange rate in Nigeria by utilizing … models confirm the absence of asymmetric cointegration, hence leading to the conclusion that in the case of Nigeria, there …

This paper models the long-run relationship between the Bureau De Change exchange rate and external reserves in Nigeria … Nigeria’s policy oversight. The supLM test result indicates that there is a non-linear long-run relationship between the …

) in Nigeria based on the Behavioural Equilibrium Exchange Rate (BEER) approach. An Autoregressive Distributed Lag (ARDL …

This paper examines the impact of real effective exchange rate misalignment on economic growth in Nigeria using an …