Examining the effects of oil price long memory and exchange rate long memory on stock market behavior in Nigeria
Adedoyin Isola Lawal, Samuel Olatunde Dahunsi, Abiola Ayopo Babajide, Abiola John Asaleye, Joseph Ojo Iseolorunkanmi, Henry Inegbedion, Charles O. Manasseh, Bukola, B. Lawal-Adedoyin
| Year of publication: |
2020
|
|---|---|
| Authors: | Lawal, Adedoyin Isola ; Dahunsi, Samuel Olatunde ; Babajide, Abiola ; Asaleye, Abiola John ; Iseolorunkanmi, Joseph Ojo ; Inegbedion, Henry Egbezien ; Manasseh, Charles O. ; Bukola ; Lawal-Adedoyin, B. |
| Published in: |
International Journal of Energy Economics and Policy : IJEEP. - Mersin : EconJournals, ISSN 2146-4553, ZDB-ID 2632577-9. - Vol. 10.2020, 4, p. 430-436
|
| Subject: | Exchange rate | oil prices | Share prices | long memory | ARMA | Ölpreis | Oil price | Wechselkurs | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Nigeria | Börsenkurs | Share price | ARCH-Modell | ARCH model | ARMA-Modell | ARMA model | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.32479/ijeep.9643 [DOI] hdl:11159/8438 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012504824