Exchange Rate Shocks and Sectoral Stock Returns in Nigeria: Do Asymmetry and Structural Breaks Matter?
Author:
Affiliation:
1. School of Economics and Finance, University of the Witwatersrand, Johannesburg, South Africa
2. Department of Economics, Faculty of Humanities and Social Sciences, Augustine University, Ilara, Epe, Lagos Nigeria
Funder
research
Publisher
Informa UK Limited
Subject
Economics and Econometrics,Finance
Link
https://www.tandfonline.com/doi/pdf/10.1080/23322039.2022.2045719
Reference45 articles.
1. Time–frequency causality between stock prices and exchange rates: Further evidences from cointegration and wavelet analysis
2. Asymmetric impact of exchange rate changes on stock returns: evidence of two de facto regimes
3. Interaction between Stock Prices and Exchange Rate in Emerging Market Economies
4. Oil price and USD-Naira exchange rate crash: Can economic diversification save the Naira?
5. On the relation between exchange rates and stock prices: a non-linear ARDL approach and asymmetry analysis
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4. Asymmetric impact of multifarious exchange rate shocks on stock prices: Fresh insights from multiple thresholds nonlinear autoregressive distributed-lag approach;The Journal of International Trade & Economic Development;2023-06-25
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