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Stock Prices and Exchange Rate Interactions in Nigeria: An Intra-Global Financial Crisis Maiden Investigation

This paper examined the long run and short run interactions between stock prices and exchange rate in Nigeria based on a sample from 1st February, 2001 to 31st December, 2008. Three models were derived from the sample,\nalbeit pre-crisis, crisis and basic models. The paper set out by testing the time series properties of the series using the ADF and PP tests. In addition, the Engle and Granger two-step and Johansen and Juselius cointegration\nprocedures were applied. Empirical results showed that all the series are I(1) and evidence of cointegration was\nestablished using the Johansen and Juse…

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from https://mpra.ub.uni-muenchen.de/13283/1/MPRA_paper_13283.pdf
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Source	OpenAlex research
Collection	International records
Kind	Document
Publisher	Munich Personal RePEc Archive (Ludwig Maximilian University of Munich)
Date	2009-01-01
Type	report
Details	openalex authorships.countries:NG,primary topic.subfield.id:3320\|3321\|3308\|1202\|3303\|3312\|2002\|2000\|2003 + local /\bnige
Found at	https://mpra.ub.uni-muenchen.de/13283/1/MPRA_paper_13283.pdf
Archived copy	Look it up in the Wayback Machine
Record ID	`openalex:W2152101775`

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Stock Prices and Exchange Rate Interactions in Nigeria: An Intra-Global Financial Crisis Maiden Investigation. OpenAlex research, 2009. Vero Archive, record openalex:W2152101775.