Modelling the Impact of the COVID-19 Pandemic on Some Nigerian Sectorial Stocks: Evidence from GARCH Models with Structural Breaks

This study provides evidence of the impact of COVID-19 on five (5) Nigerian Stock Exchange (NSE) sectorial stocks (NSE Insurance, NSE Banking, NSE Oil and Gas, NSE Food and Beverages, and NSE Consumer Goods). To achieve the goal of this paper, daily stock prices were obtained from a secondary source...

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Bibliographic Details
Main Authors: Monday Osagie Adenomon, Richard Adekola Idowu
Format: Article
Language:English
Published: MDPI AG 2022-12-01
Series:FinTech
Subjects:
Online Access:https://www.mdpi.com/2674-1032/2/1/1