Exchange rate volatility and non-oil exports in Nigeria : An empirical investigation / Sa’ad Babatunde Akanbi...[et al.]
The adoption of a flexible exchange rate system since 1986 in Nigeria has made the country witnessed varying rate of the naira vis-à-vis the U.S dollar. This paper examines exchange rate volatility with ARCH model and its various extensions (GARCH, TGARCH, and EGARCH) using quarterly exchange rate s...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Faculty of Business and Management, Universiti Teknologi MARA, Puncak Alam Campus
2017
|
| Subjects: | |
| Online Access: | https://ir.uitm.edu.my/id/eprint/19369/8/AJ_SAAD%20BABATUNDE%20AKANBI%20JEEIR%20B%2017.pdf |