Cointegration between exchange rate volatility and key macroeconomic fundamentals : evidence from Nigeria
Edet Joshua Udoh; Sunday Brownson Akpan; Daniel Etim John; Inimfon Vincent Patrick
| Year of publication: |
2012
|
|---|---|
| Authors: | Udoh, Edet Joshua ; Akpan, Sunday Brownson ; John, Daniel Etim ; Patrick, Inimfon Vincent |
| Published in: |
Modern economy. - Irvine, Calif. : Scientific Research Publishing, ISSN 2152-7245, ZDB-ID 2598760-4. - Vol. 3.2012, 7, p. 846-855
|
| Subject: | Exchange Rate | Volatility | GARCH | Macroeconomic | Variables | Policies | Wechselkurs | Exchange rate | Volatilität | Nigeria | ARCH-Modell | ARCH model | Kointegration | Cointegration | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010201989