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Systemic Risk and Dynamics of Stock Prices: A Short and Long Run Analysis from Nigeria Capital Market

This study examined the effect of systemic risk on the dynamics of stock prices in Nigeria capital market. The objective was to investigate the dynamic effect of systemic risk on stock prices traded on the floor of Nigeria stock exchange. Time series data was sourced from Central Bank of Nigeria Statistical Bulletin from 1990-2017. Stock prices were modeled as the function of prices risk, liquidity risk, interest rate risk and exchange rate risk. Multiple regression with ordinary least square properties of co-integration was used to examine the relationship between the dependent and the indepe…

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Source	OpenAlex research
Collection	International records
Kind	Document
Publisher	American International Journal of Business and Management Studies
Date	2019-01-05
Type	article
Details	openalex authorships.countries:NG,primary topic.subfield.id:3320\|3321\|3308\|1202\|3303\|3312\|2002\|2000\|2003 + local /\bnige
Found at	https://doi.org/10.46545/aijbms.v1i1.35
Archived copy	Look it up in the Wayback Machine
Record ID	`openalex:W2954877762`

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Systemic Risk and Dynamics of Stock Prices: A Short and Long Run Analysis from Nigeria Capital Market. OpenAlex research, 2019. Vero Archive, record openalex:W2954877762.