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Dynamic resource allocation with hidden volatility
Feng, Felix Zhiyu; Westerfield, Mark M. - In: Journal of financial economics 140 (2021) 2, pp. 560-581
Persistent link: https://www.econbiz.de/10012650613
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Debt Shifting and Transfer Pricing in a Volatile World
Comincioli, Nicola; Panteghini, Paolo; Vergalli, Sergio - 2021
In this article we introduce a stochastic model with a multinational company (MNC) that exploits tax avoidance practices. We focus on both transfer pricing (TP) and debt shifting (DS) activities and show how their optimal level is chosen by the shareholders. In addition, we perform an extensive...
Persistent link: https://www.econbiz.de/10013251265
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Price, exchange rate volatility and Nigeria's agricultural trade flows : a dynamic analysis
Adubi, Abimbola A.; Okunmadewa, Foluso - 1999
Persistent link: https://www.econbiz.de/10001411453
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Currency substitution and exchange rate volatility in Nigeria : an autoregressive distributed lag approach
Ajibola, Isaiah O.; Udoette, Sylvanus U.; Muhammad, Rabia A. - In: CBN journal of applied statistics 11 (2020) 2, pp. 1-28
This study investigates the relationship between exchange rate volatility and cur-rency substitution in Nigeria, using …
Persistent link: https://www.econbiz.de/10012513264
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Forecasting the volatilities of the Nigeria stock market prices
Ibrahim, Sikiru O. - In: CBN journal of applied statistics 8 (2017) 2, pp. 23-45
The objective of this work is to assess and forecast the volatilities of prices on the Nigeria Stock Exchange. The ARCH … the Nigeria stock market. The EGARCH model is found to be the most efficient for forecasting volatilities and has the … years. The forecasting performance shows the volatility in the Nigeria stock market to be on the increase for the next four …
Persistent link: https://www.econbiz.de/10011843540
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Exchange rate volatility and foreign portfolio investment in Nigeria
Ogundipe, Adeyemi A.; Alabi, Joys; Asaleye, Abiola John; … - In: Investment management and financial innovations 16 (2019) 3, pp. 241-250
Persistent link: https://www.econbiz.de/10012159380
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Exchange rate volatility and firm-level export in Nigeria
Olanipekun, Dayo Benedict - In: The empirical economics letters : a monthly … 16 (2017) 4, pp. 341-347
Persistent link: https://www.econbiz.de/10011794409
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A hidden Markov Model inference approach to testing the random walk hypothesis : empirical evidence from the Nigerian stock market
Nkemnole, Edesiri - In: Journal of economic and financial sciences 9 (2016) 3, pp. 696-713
Persistent link: https://www.econbiz.de/10011658239
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Factors Explaining Exchange Rate Volatility in Nigeria : Theory and Empirical Evidence
Aigheyisi, Oziengbe - 2021
The study empirically investigated the factors explaining the volatility of the bilateral exchange rate of the naira to the U.S. dollar, using data for 1970-2013 period. The EGARCH (1,1) modeling technique was used. The empirical evidence indicated that volatility of the naira exchange rate was...
Persistent link: https://www.econbiz.de/10013228105
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Stock prices and exchange rate dynamics in Nigeria : an asymmetric perspective
Effiong, Ekpeno L.; Bassey, Godwin E. - In: Journal of international trade & economic development : … 28 (2019) 3, pp. 299-316
Persistent link: https://www.econbiz.de/10012203599