Exchange rate volatility and non-oil exports in Nigeria : An empirical investigation / Sa’ad Babatunde Akanbi...[et al.]

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...

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Bibliographic Details
Main Authors: Akanbi, Sa’ad Babatunde, Yusuf, Hammed Agboola, Oluwaseyi, Musibau Hammed
Format: Article
Language:English
Published: Faculty of Business and Management, Universiti Teknologi MARA, Puncak Alam Campus 2017
Subjects:
Balance of trade
Export marketing. International marketing
Money
Online Access:https://ir.uitm.edu.my/id/eprint/19369/8/AJ_SAAD%20BABATUNDE%20AKANBI%20JEEIR%20B%2017.pdf

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