Exchange rate volatility and non-oil exports in Nigeria :An empirical investigation / Sa'ad Babatunde Akanbi...[et al.]

• Κύριοι συγγραφείς: Akanbi, Sa'ad Babatunde (Συγγραφέας), Yusuf, Hammed Agboola (Συγγραφέας), Oluwaseyi, Musibau Hammed (Συγγραφέας)
• Μορφή: Βιβλίο
• Έκδοση: Faculty of Business and Management, Universiti Teknologi MARA, Puncak Alam Campus, 2017.
• Θέματα: Article; PeerReviewed
• Διαθέσιμο Online: Link Metadata

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...