Symmetric and asymmetric effects of crude oil price and exchange rate on stock market performance in Nigeria : evidence from multiple structural break and NARDL analysis
Kingsley Ikechukwu Okere, Obumneke Bob Muoneke and Favour Chidinma Onuoha
| Year of publication: |
2021
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| Authors: | Okere, Kingsley Ikechukwu ; Muoneke, Obumneke Bob ; Onuoha, Favour Chidinma |
| Published in: |
Journal of international trade & economic development : an international and comparative review. - London : Routledge, ISSN 1469-9559, ZDB-ID 2020043-2. - Vol. 30.2021, 6, p. 930-956
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| Subject: | asymmetric | Crude oil price | exchange rate | linear ARDL | non-linear ARDL | stock market performance | Wechselkurs | Exchange rate | Ölpreis | Oil price | Aktienmarkt | Stock market | Nigeria | Kointegration | Cointegration | Strukturbruch | Structural break | Schätzung | Estimation | Börsenkurs | Share price | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/09638199.2021.1918223 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012608932