Babatunde, Musibau Adetunji; Adenikinju, Olayinka; … - In: Journal of Economic Studies 40 (2013) 2, pp. 180-202
Purpose – The purpose of this study is to investigate the interactive relationships between oil price shocks and the Nigeria stock market. Design/methodology/approach – The paper applied the multivariate vector auto-regression that employed the generalized impulse response function and the...