Federal finance and statistics / Central Bank of Nigeria

CBN JAS Article: Money and Foreign Exchange Markets Dynamics in Nigeria: A Multivariate GARCH Approach

Money and Foreign Exchange Markets Dynamics in Nigeria: A Multivariate GARCH Approach | Keywords: Exchange rate, interest rate, multivariate GARCH, volatility spillover

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Source	Central Bank of Nigeria
Collection	Federal finance and statistics
Kind	Document
Publisher	Central Bank of Nigeria
Date	2021-08-16
Type	document
Found at	https://www.cbn.gov.ng/api/GetAllDocuments
Archived copy	Look it up in the Wayback Machine
Record ID	`cbn:cbn:6da4bf2048125413`

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CBN JAS Article: Money and Foreign Exchange Markets Dynamics in Nigeria: A Multivariate GARCH Approach. Central Bank of Nigeria, 2021. Vero Archive, record cbn:cbn:6da4bf2048125413.