Assessing the spillover effects of U.S. monetary policy normalization on Nigeria sovereign bond yield

Assessing the spillover effects of U.S. monetary policy normalization on Nigeria sovereign bond yield

Abstract This study examines the spillover effects of U.S. monetary policy normalization on Nigeria 10-Year Treasury bond yield between 2011 and 2017, using the vector error correction model approach. Our results reveal that domestic factors, such as exchange rate and inflation, rather than the U.S....

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Bibliographic Details
Main Authors: Kpughur Moses Tule, Osana Jackson Odonye, Udoma Johnson Afangideh, Godday Uwawunkonye Ebuh, Elijah Abasifreke Paul Udoh, Augustine Ujunwa
Format: Article
Language:English
Published: SpringerOpen 2019-07-01
Series:Financial Innovation
Subjects:
Tapering
Nigeria 10-year sovereign bond yield
Error correction model
Counterfactual analysis
Online Access:http://link.springer.com/article/10.1186/s40854-019-0148-y

Internet

http://link.springer.com/article/10.1186/s40854-019-0148-y

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