Babangida, Jamilu S.; Khan, Asad ul Islam - In: CBN Journal of Applied Statistics 12 (2021) 1, pp. 1-21
This paper examines the nonlinear effect of monetary policy decisions on the performance of the Nigerian Stock Exchange market, by employing the Smooth Transition Autoregressive (STAR) model on monthly data from 2013 M4 to 2019 M12 for All Share Index and monetary policy instrument. This study...
