Shocks and volatility transmission between oil price and Nigeria’s exchange rate

The study examined shock and volatility transmission between oil price and exchange rate markets using daily data covering the period from 23rd October 2009 to 30th November 2020. The contributions of the paper include (i) implementation of VAR-AGARCH model to capture spillover effect of shock and v...

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Detalles Bibliográficos
Autores principales: Adi, Agya Atabani, Adda, Samuel Paabu, Wobilor, Amadi Kingsley
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer International Publishing 2022
Materias:
Original Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9085555/
https://www.ncbi.nlm.nih.gov/pubmed/35573222
http://dx.doi.org/10.1007/s43546-022-00228-z

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9085555/
https://www.ncbi.nlm.nih.gov/pubmed/35573222
http://dx.doi.org/10.1007/s43546-022-00228-z

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