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
Year of publication: |
2021
|
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Authors: | Okere, Kingsley Ikechukwu ; Muoneke, Obumneke Bob ; Onuoha, Favour Chidinma |
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 |
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