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  1. Exploring oil price
    exchange rate nexus for Nigeria
    Author: Muhammad, Zahid; Suleiman, Hassan; Kouhy, Reza
    Published: 2011
    Publisher:  FIW, Wien

    This paper investigates the oil price – exchange rate nexus for Nigeria during the period 2007-2010 using daily data. The generalised autoregressive conditional heteroscedasticity (GARCH) and exponential GARCH (EGARCH) models are employed to examine... more

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    W 1769 (71)
    Inter-library loan:
    Unlimited inter-library loan, copies and loan

     

    This paper investigates the oil price – exchange rate nexus for Nigeria during the period 2007-2010 using daily data. The generalised autoregressive conditional heteroscedasticity (GARCH) and exponential GARCH (EGARCH) models are employed to examine the impact of oil price changes on the nominal exchange rate .The outcome of this research indicates that a rise in oil prices leads to a depreciation of the Nigerian Naira vis-à-vis the US dollar over the study period.

     
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: FIW working paper ; 71
    Subjects: Wechselkurs; Ölpreis; ARCH-Modell; Schätzung; Nigeria
    Scope: [22] S., graph. Darst.
  2. The real exchange rate of an oil exporting economy
    empirical evidence from Nigeria
    Author: Suleiman, Hassan; Muhammad, Zahid
    Published: 2011
    Publisher:  FIW, Wien

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    W 1769 (72)
    Inter-library loan:
    Unlimited inter-library loan, copies and loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: FIW working paper ; 72
    Subjects: Kaufkraftparität; Ölpreis; Bruttoinlandsprodukt; Nigeria
    Scope: [23] S.