Although the relationship between the global oil and stock markets has been given extensive critical assessment in the literature, this study gives a re-examination of this nexus for the Gulf Cooperation Council countries with certain innovative contributions. We employ both the Symmetric ARDL...

This study examines the effect of exchange rate shocks on ten (10) sectoral stock returns in Nigeria from January 2007 to December 2018. The autoregressive distributed lag and nonlinear autoregressive distributed lag are employed to examine symmetric and asymmetric relationship between exchange...

This study compares the performance of GARCH-Type models in modelling inflation volatility in Nigeria covering the period 1995M01 to 2016M10. In the paper, we provide two main innovations: (i) we analyze inflation rate of two pronounced consumer prices indices namely headline and core consumer...