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Testing the weak-form efficiency market hypothesis : evidence from Nigerian stock market
Gimba, Victor K. - In: CBN journal of applied statistics 3 (2012) 1, pp. 117-136
as to improve market activities and minimizing institutional restrictions on trading of securities in the bourse were …
Persistent link: https://www.econbiz.de/10011477209
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Nigerian Stock Index : a search for optimal GARCH model using high frequency data
Yaya, OlaOluwa S. - In: CBN journal of applied statistics 4 (2013) 2, pp. 69-85
This paper attempts to fit the best Generalized Autoregressive Conditional Heteroscedastic (GARCH) model for All Share Index (ASI) of Nigerian Stock Exchange (NSE) returns. A search is made on various GARCH variants specified on the assumptions of stationarity and asymmetry. Fractionally...
Persistent link: https://www.econbiz.de/10011474661
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The consumption-oriented capital asset pricing model in the Nigerian Stock Exchange
Adegboye, Abidemi C. - In: CBN journal of applied statistics 8 (2017) 2, pp. 117-142
In this study, the Consumption-oriented Capital Asset Pricing Model (CCAPM) is tested for Nigeria by considering …
Persistent link: https://www.econbiz.de/10011843526
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Volatility in the Nigerian Stock Market : empirical application of Beta-t-GARCH variants
Yaya, OlaOluwa S.; Bada, Abiodun S.; Atoi, Ngozi V. - In: CBN journal of applied statistics 7 (2016) 2, pp. 1-22
pattern of the Nigeria All Share Index (ASI) from January 3, 2006 to July 22, 2014. Parameter estimates of the models were …
Persistent link: https://www.econbiz.de/10011661497
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Modelling Nigerian banks' share prices using smooth transition GARCH models
Yaya, OlaOluwa S.; Akinlana, Damola M.; Shittu, … - In: CBN journal of applied statistics 7 (2016) 2, pp. 1-22
Heteroscedasticity (ST-GARCH) model of Hagerud on prices of banks’ shares in Nigeria. The methodology is informed by the failure of the …
Persistent link: https://www.econbiz.de/10011661513
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On the efficiency of stock markets : a case of selected OPEC member countries
Olubiyi, Ebenezer Adesoji; Olopade, Peter O. - In: CBN journal of applied statistics 9 (2018) 2, pp. 75-101
The study investigates the stock market efficiency of selected OPEC member countries within the context of random walk hypothesis and volatility approaches using monthly data on stock market indices from January, 2005 to April, 2016. Parametric (variance ratio: homoskedastic and heteroskedastic...
Persistent link: https://www.econbiz.de/10012031155
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Re-introducing and operationalizing Nigeria's flexible exchange rate market
Emefiele, Godwin I. - In: CBN journal of applied statistics 7 (2016) 1, pp. 375-378
Persistent link: https://www.econbiz.de/10011529334
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Nigeria's Private Foreign Assets and Liabilities, 2014
Central Bank of Nigeria / International Investment … - In: CBN journal of applied statistics 7 (2016) 1, pp. 361-373
The survey of foreign assets and liabilities of enterprises in Nigeria was conducted in 2015 to determine the stock of … investors as the regions jointly attracted about 88.2 per cent of total private capital outflows from Nigeria, while African …
Persistent link: https://www.econbiz.de/10011529380
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Testing the Fisher hypothesis in the presence of structural breaks and adaptive inflationary expectations : evidence from Nigeria
Uyaebo, Stephen O. U.; Bello, Yakubu A.; Omotosho, … - In: CBN journal of applied statistics 7 (2016) 1, pp. 333-358
This paper tested for the validity of the Fisher hypothesis in Nigeria during the period 1970 - 2014. The Gregory and … expectations and ensuring low and stable prices in Nigeria. …
Persistent link: https://www.econbiz.de/10011529383
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Monetary policy and unemployment in Nigeria : is there a dynamic relationship?
Essien, Sunday N.; Manya, Garba A.; Arigo, Mary O. A.; … - In: CBN journal of applied statistics 7 (2016) 1, pp. 209-231
This paper examines the link between unemployment and monetary policy in Nigeria using a vector autoregressive (VAR … unemployment, implying the existence of a dynamic relationship between monetary policy and unemployment in Nigeria. …
Persistent link: https://www.econbiz.de/10011534885