Examining the Effects of Oil Price Long Memory and Exchange Rate Long Memory on Stock Market Behavior in Nigeria

Examining the Effects of Oil Price Long Memory and Exchange Rate Long Memory on Stock Market Behavior in Nigeria

<p>The study examined the effect oil price long memory and exchange rate long memory on Nigeria's stock. We have used ARMA estimating techniques to assess whether one or both variables exert impact on the stock market in Nigeria. Our result shows that long memory stock price is driven by...

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Bibliographic Details
Main Authors: Adedoyin Isola Lawal, Samuel Olatunde Dahunsi, Abiola Ayopo Babajide, Abiola John Asaleye, Joseph Ojo Iseolorunkanmi, Henry Inegbedion, Charles O. Manasseh, Bukola, B. Lawal-Adedoyin
Format: Article
Language:English
Published: EconJournals 2020-05-01
Series:International Journal of Energy Economics and Policy
Online Access:https://econjournals.com/index.php/ijeep/article/view/9643

Internet

https://econjournals.com/index.php/ijeep/article/view/9643

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