Nigerian Foreign Exchange: stylised facts and volatility modelling

Date
2016
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Volume Title
Publisher
Nigeria Deposit Insurance Corporation (NDIC)
Abstract

Introduction; Stylized facts of Assets returns; Empirical Analysis of Exchange Rates Series; Selecting the best Volatility Model; Reference; Appendix

Description
The Exchange rate plays an increasingly significant role in any economy as it directly affects the domestic price level, the profitability of traded goods and services, the allocation of resources, and investment decisions. The exchange rate and its risk are key factors that influence economic activities in Nigeria.
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