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Oil prices and exchange rate dynamics : how important is the role of asymmetry and structural breaks?

Fasanya, Ismail Olaleke; Oyewole, Oluwatomisin J.; … - In: Journal of African business 23 (2022) 3, pp. 638-657

Persistent link: https://www.econbiz.de/10013352965

Exchange rate shocks and sectoral stock returns in Nigeria : do asymmetry and structural breaks matter?

Fasanya, Ismail Olaleke; Akinwale, Oluwafunmilayo A. - In: Cogent economics & finance 10 (2022) 1, pp. 1-26

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...

Persistent link: https://www.econbiz.de/10013461461

Forecasting stock prices with commodity prices : new evidence from Feasible Quasi Generalized Least Squares (FQGLS) with non-linearities

Fasanya, Ismail Olaleke; Adekoya, Oluwasegun B.; … - In: Economic systems 47 (2023) 2, pp. 1-17

Persistent link: https://www.econbiz.de/10014317524

Oil price shocks and sectoral stocks in Nigeria : how relevant are asymmetry and structural breaks?

Fasanya, Ismail Olaleke; Adekoya, Oluwasegun B.; Ajayi, … - In: International journal of energy sector management 17 (2023) 3, pp. 595-616

Persistent link: https://www.econbiz.de/10014317821