Adekoya, Oluwasegun B. - In: CBN journal of applied statistics 11 (2020) 1, pp. 87-110
asymmetries and structural breaks. It further examines the impact of the 2008 global financial crisis on the PBT to determine its … stability after the crisis. The full sample results show that the PBT holds for Nigeria and asymmetries and structural breaks …. The role of asymmetries shouldnot also be jettisoned in predicting exchange rate with stock prices to obtain accurate …