Exchange rate volatility and non-oil exports in Nigeria :An empirical investigation / Sa'ad Babatunde Akanbi...[et al.]
The adoption of a flexible exchange rate system since 1986 in Nigeria has made the country witnessed varying rate of the naira vis-à-vis the U.S dollar. This paper examines exchange rate volatility with ARCH model and its various extensions (GARCH, TGARCH, and EGARCH) using quarterly exchange rate...
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Faculty of Business and Management, Universiti Teknologi MARA, Puncak Alam Campus,
2017.
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| LEADER | 00000 am a22000003u 4500 | ||
|---|---|---|---|
| 001 | repouitm_19369 | ||
| 042 | |a dc | ||
| 100 | 1 | 0 | |a Akanbi, Sa'ad Babatunde |e author |
| 700 | 1 | 0 | |a Yusuf, Hammed Agboola |e author |
| 700 | 1 | 0 | |a Oluwaseyi, Musibau Hammed |e author |
| 245 | 0 | 0 | |a Exchange rate volatility and non-oil exports in Nigeria :An empirical investigation / Sa'ad Babatunde Akanbi...[et al.] |
| 260 | |b Faculty of Business and Management, Universiti Teknologi MARA, Puncak Alam Campus, |c 2017. | ||
| 500 | |a https://ir.uitm.edu.my/id/eprint/19369/8/AJ_SAAD%20BABATUNDE%20AKANBI%20JEEIR%20B%2017.pdf | ||
| 520 | |a The adoption of a flexible exchange rate system since 1986 in Nigeria has made the country witnessed varying rate of the naira vis-à-vis the U.S dollar. This paper examines exchange rate volatility with ARCH model and its various extensions (GARCH, TGARCH, and EGARCH) using quarterly exchange rate series from 1986-Q1 to 2014-Q4.The impact of exchange rate volatility on non-oil exports was also examined using Error Correction Model (ECM) with two different measures of volatility. The results obtained confirm the existence of exchange rate volatility and also found a significant negative effect on non-oil export performance in Nigeria. Therefore, the Nigerian government should ensure an appropriate policy mix that not only ensures a stable and realistic exchange rate but also conducive atmosphere for production and exportation. | ||
| 546 | |a en | ||
| 690 | |a Balance of trade | ||
| 690 | |a Export marketing. International marketing | ||
| 690 | |a Money | ||
| 655 | 7 | |a Article |2 local | |
| 655 | 7 | |a PeerReviewed |2 local | |
| 787 | 0 | |n https://ir.uitm.edu.my/id/eprint/19369/ | |
| 787 | 0 | |n http://www.jthca.org | |
| 856 | 4 | 1 | |u https://ir.uitm.edu.my/id/eprint/19369/ |z Link Metadata |