Nigerian Foreign Exchange: stylised facts and volatility modelling

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dc.contributor.authorKATATA, KS
dc.date.accessioned2023-05-03T12:46:01Z
dc.date.available2023-05-03T12:46:01Z
dc.date.issued2016
dc.descriptionThe 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.
dc.description.abstractIntroduction; Stylized facts of Assets returns; Empirical Analysis of Exchange Rates Series; Selecting the best Volatility Model; Reference; Appendix
dc.identifier.urihttps://nigeriareposit.nln.gov.ng/handle/20.500.14186/599
dc.language.isoen
dc.publisherNigeria Deposit Insurance Corporation (NDIC)
dc.titleNigerian Foreign Exchange: stylised facts and volatility modelling
dc.title.alternativeNDIC Quarterly vol. 28 no.12 2016
dc.typeArticle
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