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Asymmetric Effect of Capital Inflows of Surges and Sudden Stops on the Nigerian Stock Market Volatility: During the Pre-and Post- Unified Exchange Rate Era, 2019-2025

This study examines the asymmetric effects of capital inflow surges and sudden stops on stock market volatility in Nigeria: During the pre-and post- unified exchange rate era. The primary aim is to determine if positive shifts in foreign portfolio investment (FPI surges) reduce volatility while negative shifts (FPI stops) amplify it. The analysis draws on realized asymmetric stock index volatility (RASIV), derived from All-Share Index weekly returns, combined with monthly time-series data on monetary policy rate (MPR), and exchange (EXR) and foreign portfolio investment (FPI: decomposed into (…

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Source	OpenAlex research
Collection	International records
Kind	Document
Publisher	Journal of Economics Finance and Management Studies
Date	2026-03-26
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/10.47191/jefms/v9-i3-36
Archived copy	Look it up in the Wayback Machine
Record ID	`openalex:W7140881626`

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Asymmetric Effect of Capital Inflows of Surges and Sudden Stops on the Nigerian Stock Market Volatility: During the Pre-and Post- Unified Exchange Rate Era, 2019-2025. OpenAlex research, 2026. Vero Archive, record openalex:W7140881626.