Stock Returns, Inflation and the “Reverse Causality” Hypothesis: Evidence from Nigeria
This paper attempts to empirically examine the Reverse Causality hypothesis within the Nigerian context during the period 1980 – 2011. Employing Vector Error Correction Methodology (VECM), causality was found between inflation and government stocks, with causality running from government stocks to i...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Ümit Hacıoğlu
2016-01-01
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| Series: | International Journal of Research In Business and Social Science |
| Subjects: | |
| Online Access: | http://www.ssbfnet.com/ojs/index.php/ijrbs/article/view/29 |