OIL PRICE AND EXCHANGE RATE VOLATILITY IN NIGERIA

This study examined oil price influence on the Nigeria exchange rate volatility spanning the retro of thirty five (35) years. The Simultaneous equation modeling of Granger causality test and Vector Error Correction Model (VECM) techniques were adopted, to analyzed the data stream from 1983 – 2019. A...

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Bibliographic Details
Main Authors: Lawson E. Igbinovia, Omorose A. Ogiemudia
Format: Article
Language:English
Published: University of Oradea Publishing House 2021-03-01
Series:Oradea Journal of Business and Economics
Subjects:
Online Access:http://ojbe.steconomiceuoradea.ro/wp-content/uploads/2021/03/OJBE-61_fin-74-86.pdf