Cargando…
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...
| Autores principales: | , , |
|---|---|
| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer International Publishing
2022
|
| Materias: | |
| 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 |