عنوان
پدید آورنده
موضوع
رده
کتابخانه
محل استقرار
شماره کتابشناسی ملی
شماره
TLpq2303231460
زبان اثر
زبان متن نوشتاري يا گفتاري و مانند آن
انگلیسی
عنوان و نام پديدآور
عنوان اصلي
Foreign Exchange Rates Dynamics and Stock Price Behavior in Nigeria:
نام عام مواد
[Thesis]
نام نخستين پديدآور
Oloyin-Abdulhakeem, Bashirat Oluwafunke
عنوان اصلي به قلم نويسنده ديگر
A Sectoral Analysis
نام ساير پديدآوران
Abdullahi, I. B.
وضعیت نشر و پخش و غیره
نام ناشر، پخش کننده و غيره
Kwara State University (Nigeria)
تاریخ نشرو بخش و غیره
2019
مشخصات ظاهری
نام خاص و کميت اثر
204
یادداشتهای مربوط به پایان نامه ها
جزئيات پايان نامه و نوع درجه آن
Ph.D.
کسي که مدرک را اعطا کرده
Kwara State University (Nigeria)
امتياز متن
2019
یادداشتهای مربوط به خلاصه یا چکیده
متن يادداشت
The interdependence between foreign exchange rates dynamics and stock price behavior has been a debatable phenomenon all time long. It has also been an area of concern among foreign and local investors in building efficient hedging strategies and optimum portfolio. However, sectoral response to foreign exchange rate dynamics differs across sectors on the NigerianStock Market. Against this background, the studyinvestigates the effects of foreign exchange rate dynamics on stock price behavior of the Banking, Consumer Goods, Insurance and Oil and Gas Sectors in Nigeria. The specific objectives are to: (i) examine the causal relationship between foreign exchange rate and stock prices of different sectors in Nigeria; (ii) investigate the effects of foreign exchange rate dynamics on stock prices of different sectors in Nigeria; (iii) examine the volatility spillover effects of exchange rate on sectoral stock returns in Nigeria; and (iv) examine the volatility transmission effects among the banking, consumer goods, insurance and oil and gas sectors stock returns in Nigeria.Weekly and Monthly secondary data of the selected sectors were sourced from the Nigerian Stock Exchange and Central Bank of Nigeria between 2008 and 2018. The study employed Autoregressive Distributed Lag (ARDL) model to examine the effects of foreign exchange rate and other macroeconomic determinants, while Exponential Generalized Autoregressive Distributed Conditional Heteroskedasity (EGARCH) model was used to examine the volatility spillover effects of foreign exchange rates onthe selected sectors stock returns. Lastly,the BEKK-GARCH and the Dynamic Conditional Correlation (DCC) was used to examine the volatility transmission among the sectors. Findings revealed that: (i)
موضوع (اسم عام یاعبارت اسمی عام)
موضوع مستند نشده
Economics
موضوع مستند نشده
Finance
نام شخص به منزله سر شناسه - (مسئولیت معنوی درجه اول )
مستند نام اشخاص تاييد نشده
Abdullahi, I. B.
مستند نام اشخاص تاييد نشده
Oloyin-Abdulhakeem, Bashirat Oluwafunke
دسترسی و محل الکترونیکی
نام الکترونيکي
مطالعه متن کتاب وضعیت انتشار
فرمت انتشار
p
اطلاعات رکورد کتابشناسی
نوع ماده
[Thesis]
کد کاربرگه
276903
اطلاعات دسترسی رکورد
سطح دسترسي
a
تكميل شده
Y
