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Stock prices and exchange rate interactions in Nigeria : a maiden intra-global financial crisis investigation
Aliyu, Shehu Usman Rano - In: The Icfai University journal of financial economics 7 (2009) 3/4, pp. 7-23
Persistent link: https://www.econbiz.de/10008823938
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A Bayesian estimation of the relationship among economic fundamentals and stock market performance in Nigeria
Atanda, Mustapha Saidi; Akeem Ade, Nureni-Balogun; … - In: Asian African journal of economics and econometrics 13 (2013) 2, pp. 189-208
Persistent link: https://www.econbiz.de/10010353717
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Oil prices and stock market price in Nigeria
Nwosa, Philip Ifeakachukwu - In: OPEC energy review 38 (2014) 1, pp. 59-74
Persistent link: https://www.econbiz.de/10010354185
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Oil price shocks and Nigeria's stock market : what have we learned from crude oil market shocks?
Effiong, Ekpeno L. - In: OPEC energy review 38 (2014) 1, pp. 36-58
Persistent link: https://www.econbiz.de/10010354241
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Effect of episodic market conditions on beta variability in Nigerian stock market
Nwakanma, Prince C.; Ajibola, Arewa; Nwakanma, Hudson C. - In: International business and economics research journal 13 (2014) 2, pp. 345-357
Persistent link: https://www.econbiz.de/10010362777
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A test of Fama's efficient capital market's II position in the Nigerian bourse
Idolor, Eseoghne Joseph; Braimah, Abdulganiyu - In: Indian journal of economics & business : IJEB 14 (2015) 3, pp. 375-398
Persistent link: https://www.econbiz.de/10011452889
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Exchange rate policy and falling crude oil prices : effect on the Nigerian stock market
Abraham, Terfa Williams - In: CBN journal of applied statistics 7 (2016) 1, pp. 111-123
This paper examines the effect of crude oil price movement on the Nigerian stock market and the role of exchange rate as a plausible countercyclical policy tool. Daily data on All Share Index of the Nigerian stock market, crude oil prices and exchange rate, were collected for two periods:...
Persistent link: https://www.econbiz.de/10011460340
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Estimating bull and bear betas for the Nigerian stock market using logistic smooth threshold model
Tumala, Mohammed M.; Yaya, OlaOluwa S. - In: CBN journal of applied statistics 6 (2015) 1, pp. 263-284
In this paper, we examine the Nigerian stock market sector returns and estimate the bull and bear betas using the Logistic Smooth Threshold Market (LSTM) model. The LSTM model specification follows from the linear Constant Risk Market (CRM) model. We estimate the LSTM model for the overall...
Persistent link: https://www.econbiz.de/10011473527
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Testing volatility in Nigeria stock market using GARCH models
Atoi, Ngozi V. - In: CBN journal of applied statistics 5 (2014) 2, pp. 65-93
The contributions of error distributions have been ignored while modeling stock market volatility in Nigeria and …. Using Nigeria All Share Index from January 2, 2008 to February 11, 2013, this study estimates first order symmetric and …
Persistent link: https://www.econbiz.de/10011489480
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The impact of stock market earnings on Nigerian per capita income
Sule, Kenhinde Oluwatoyin; Ocheja, Momoh Clement - In: African journal of accounting, economics, finance and … 5 (2009) 5, pp. 77-88
Persistent link: https://www.econbiz.de/10008934491