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Exchange–Rates Volatility in Nigeria: Application of GARCH Models
This paper examines exchange–rate volatility with GARCH models using ..... In our empirical analysis, three conditional distributions for the standardized.
[ exchange rates volatility in nigeria_article 6.pdf - Read/Download File

Exchange Rate Volatility in Nigeria: A Consistency - Central Bank of
The ARCH and GARCH models were used to examine the degree or severity ... volatility in the nominal and real exchange rate for naira vis-à-vis U.S dollar in ... empirical evidence at this issue, especially the consistency of exchange rate ...
[ cbn jas vol 2 no 2_article three.pdf - Read/Download File

An Empirical Analysis of Exchange Rate Volatility on Export Trade In
This paper investigates the impact of exchange rate volatility on export in Nigeria. The paper employed three models, viz: Ordinary Least Square (OLS); Granger ...
[ An Empirical Analysis of Exchange Rate Volatility on Export Trade In a Developing Economy new.pdf - Read/Download File

Empirical Analysis of Exchange Rate Volatility and Nigeria Stock
Abstract: Since 1993 Nigeria exchange rate started running beyond digit level as ... Vector Error Correction Model of stock market performance was estimated to ...
[ 10041502.pdf - Read/Download File

MODELING EXCHANGE RATE IN NIGERIA
Mordi (2006) contended that exchange rate volatility in Nigeria is explained by ... of empirical models available for exchange rate determination, the models.
[ 13341--modeling-exchange-rate-in-nigeria---international.pdf - Read/Download File

Exchange rate volatility - DiVA
Exchange rate volatility: an analysis of the relationship between the Nigerian naira, ... The empirical result adopted the ordinary least square using regression ... the correlation model which shows that there is a weak/negative relationship ...
[ FULLTEXT01.pdf - Read/Download File

FOREIGN DIRECT INVESTMENT AND EXCHANGE RATE
This study investigated the empirical evidence on the effect of exchange rate volatility on foreign direct investment (FDI) in. Nigeria, using secondary .... The Naira (Nigerian currency, N) exchange rate witnessed a continuous slide in all the ... the US provide evidence to support his model (Gorg and Wakelin. 2001). Gorg and ...
[ ijaeqs926.pdf - Read/Download File

Forecasting of Exchange Rate Volatility between Naira and US
investigated the volatility modeling of daily Dollar/Naira exchange rate using GARCH, GJR- ... Key words: Volatility, GARCH, Asymmetric models, Exchange Rates ...... Rose, A.K. (1991) “An Empirical Assessment of Nonlinearities in Models of.
[ Forecasting_of_Exchange_Rate_Volatility_between_Naira_and_US_Dollar_Using_GARCH_Models.pdf - Read/Download File

Forecasting of Exchange Rate Volatility between Naira and US
investigated the volatility modeling of daily Dollar/Naira exchange rate using GARCH, GJR- ... Key words: Volatility, GARCH, Asymmetric models, Exchange Rates ...... Rose, A.K. (1991) “An Empirical Assessment of Nonlinearities in Models of.
[ Forecasting_of_Exchange_Rate_Volatility_between_Naira_and_US_Dollar_Using_GARCH_Models.pdf - Read/Download File

FOREIGN DIRECT INVESTMENT AND EXCHANGE RATE
This study investigated the empirical evidence on the effect of exchange rate volatility on foreign direct investment (FDI) in. Nigeria, using secondary .... The Naira (Nigerian currency, N) exchange rate witnessed a continuous slide in all the ... the US provide evidence to support his model (Gorg and Wakelin. 2001). Gorg and ...
[ ijaeqs926.pdf - Read/Download File

OIL PRICE AND EXCHAGE RATE VOLATILITY IN NIGERIA BY
CHAPTER FOUR: DATA PRESENTATION AND EMPIRICAL ANALYSIS ... The models are used to estimate the relationship between oil price changes and .... What is the long run impact of oil price on exchange rate volatility in Nigeria?
[ Oil Price Volatility.pdf - Read/Download File

MODELLING EXCHANGE RATE VOLATILITY OF KES/USD USING
Jul 14, 2014 ... The paper thus seeks to study the KES/USD exchange rate volatility using GARCH family models. ..... In empirical applications of the ARCH model, a relatively long lag in ... exchange rates in Nigeria using the GARCH model.
[ MSc Actuarial Science Project -Sylvia Omolo.pdf - Read/Download File

Modeling the exchange rate volatility, using generalized - Academic
Feb 29, 2012 ... the developing economies, where FOREX rate volatility occupied a central position all over the world in investment .... models to investigate the volatility of Naira/US Dollar ..... Empirical exchange rate models for developing.
[ article1380789346_Kamal et al.pdf - Read/Download File

Exchange Rate Volatility on Investment and Growth in Nigeria, an
Exchange Rate Volatility on Investment and Growth in Nigeria, an Empirical Analysis investment and ... in 1986 presented a variant on Arrow's model which is .
[ 3-Exchange-Rate-Volatility-on-Investment.pdf - Read/Download File

Oil Price and Exchange Rate Volatility in Nigeria
Nov 23, 2013 ... These models were used to estimate the ... rate volatility in Nigeria; which implies that exchange rate is susceptible to changes in oil price. ..... Empirical research suggesting that oil price serves as a major determinant of real ...
[ MPRA_paper_51668.pdf - Read/Download File

On the causes and effects of exchange rate volatility on economic
exchange rate volatility and the channels of manifestation is an empirical ... Section 3 outlines the empirical strategy and model specifications while .... Ghana, The Gambia, Guinea, Liberia, Nigeria and Sierra Leone) following exchange rate.
[ Alagidede-Ibrahim-2016-Working-paper.pdf - Read/Download File

MONETARY POLICY SHOCKS AND EXCHANGE RATE
between exchange rate volatility and monetary policy shocks in Nigeria. ... Empirical evidences have shown that exchange rate volatility in turn is ... long-run PPP theory, while many other macroeconomic models often use PPP to link domestic ...
[ aefr 4(4)-544-562.pdf - Read/Download File

EXPORT PERFORMANCE AND EXCHANGE RATE VOLATILITY
Dec 1, 2013 ... Real Exchange Rate Volatility and Exports: Empirical Evidence . .... A GARCH Model of Exchange Rate Volatility . ..... significant negative effect upon export in Liberia, Nigeria and Sierra Leone. While a positive relationship.
[ WAMI OCCASIONAL PAPER SERIES NO. 5.pdf - Read/Download File

TRADE FLOWS AND EXCHANGE RATE SHOCKS IN NIGERIA: AN
empirical evidence in favour of the short-run deterioration of the trade balance as ..... In their study of the impact of exchange rate volatility on trade flow in Nigeria, Afolabi and ... US-Nigeria trade flows using GARCH modeling, co-integration, ...
[ AEFR 3(7), 948-977.pdf - Read/Download File

An Assessment of Exchange Rate Volatility and Inflation in Nigeria
Apr 4, 2013 ... An Assessment of Exchange Rate Volatility and Inflation in Nigeria .... models). The empirical analysis is conducted in Section 4 while section ...
[ 29131_JEIEFB_BOBAI, Francis Danjuma, UBANGIDA, Shuaibu and UMAR, Yunusa Said.pdf - Read/Download File

Exchange rate volatility and agricultural trade flows: The case of the
Onset Risks and Draft Animal Investments in Nigeria. 137. Hiroyuki ... An Empirical Analysis of Sub-Saharan African Agricultural. Exports to the ... Exchange Rate Volatility and Agricultural Trade Flows: The Case of the. United States and ... Globalization and Obesity: A Dynamic Model Using Golden Section. Search Method.
[ resJIATD-ASGARI09.pdf - Read/Download File

effects of exchange rate trends and volatility on imports in nigeria
only in the long run and that exchange rate volatility depressed imports. ..... The empirical model employed here is similar to that of Arize et al., (2000, 2008), ...
[ 374.pdf - Read/Download File

Exchange Rate Volatility and Imports in Nigeria - CiteSeerX
A review of the literature reveals that exchange rate volatility can have either positive or ... The empirical analysis began with testing for stationarity of the variables ... model. Parsimonious ECM model was estimated with the Schwarz criterion ...
[ download?doi=10.1.1.660.2498&rep=rep1&type=pdf - Read/Download File

MODELING EXCHANGE RATE VOLATILITY IN CEEC COUNTRIES
this impact has the strongest influence in volatility on exchange rate returns of polish zloty. ... The fourth chapter presents the results of empirical analysis. Finally ... the best models. on the other hand, EGARCH model showed that in Nigerian.
[ 1820-31591501105M.pdf - Read/Download File

Exchange Rate Volatility and Stock Market Behaviour: The Nigerian
empirical results show a significant positive stock market performance to exchange ... macroeconomic factors included in the models is the exchange rate. ... persisting in Nigeria between exchange rate and stock market performance in the ...
[ 88-96 Vol 3, No 3 (2012).pdf - Read/Download File

oil price shocks and exchange rate dynamics in oil exporting
Oil Price-Exchange Rate Nexus in Nigeria: Further Evidence from an Oil ... Keywords: Oil price; Exchange rate; Volatility; GARCH/EGARCH models; Nigeria ... both the theoretical and empirical fronts exists as contributions to the exchange rate ...
[ 15.pdf - Read/Download File

Understanding Bilateral Exchange Rate Volatility - Trinity College
This paper develops an empirical model of bilateral exchange rate volatility. ... factors as explanatory variables in modeling bilateral exchange rate variability ...
[ DLWMay15version.pdf - Read/Download File

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