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Relevant bibliographies by topics / Foreign exchange rates – Nigeria

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Journal articles

Academic literature on the topic 'Foreign exchange rates – Nigeria'

Author: Grafiati

Published: 4 June 2021

Last updated: 4 February 2022

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Journal articles on the topic "Foreign exchange rates – Nigeria"

1

A. Ogundipe, Adeyemi, Joys Alabi, Abiola J. Asaleye, and Oluwatomisin M. Ogundipe. "Exchange rate volatility and foreign portfolio investment in Nigeria." Investment Management and Financial Innovations 16, no. 3 (2019): 241–50. http://dx.doi.org/10.21511/imfi.16(3).2019.22.

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The study examines the link between exchange rate volatility and foreign portfolio in Nigeria using data that covers the period 1996Q1 to 2016Q4. The theoretical framework used is the return and creditworthiness model, which is based on the push and pull factors theory. In achieving the objective, the study adopted the vector autoregressive model in ascertaining the dynamics between exchange rate volatility and foreign portfolio investment in Nigeria. Also, the study examines the impact of exchange rate innovations (shocks) on foreign portfolio investment and equally assesses how induced varia

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2

Ranti Uwuigbe, Olubukola, Ayomide Omoyiola, Uwalomwa Uwuigbe, Nassar Lanre, and Opeyemi Ajetunmobi. "Taxation, exchange rate and foreign direct investment in Nigeria." Banks and Bank Systems 14, no. 3 (2019): 76–85. http://dx.doi.org/10.21511/bbs.14(3).2019.07.

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This paper investigates factors that may impact foreign direct investment in Nigeria. It seeks to establish the role of taxation (corporate tax) for foreign direct investment in Nigeria. Annual time series data derived from the Central Bank of Nigeria statistical bulletin and the United Nations Conference on Trade and Development covering a period of 31 years (1985–2015) were used for this study. The variables considered in the study include FDI, corporate tax, exchange rate, inflation rate, real gross domestic product (RGDP). They were analyzed using Ordinary Least Squares (OLS), Johansen Co-

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3

Ikue-John, Nenubari, Emeka Nkoro, and Jeremiah Anietie. "Time-Gap effects of crude oil prices on the foreign exchange rates." Bussecon Review of Finance & Banking (2687-2501) 1, no. 2 (2019): 01–14. http://dx.doi.org/10.36096/brfb.v1i2.136.

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There is a pool of techniques and methods in addressing dynamics behaviors in higher frequency data, prominent among them is the ARCH/GARCH techniques. In this paper, the various types and assumptions of the ARCH/GARCH models were tried in examining the dynamism of exchange rate and international crude oil prices in Nigeria. And it was observed that the Nigerian foreign exchange rates behaviors did not conform with the assumptions of the ARCH/GARCH models, hence this paper adopted Lag Variables Autoregressive (LVAR) techniques originally developed by Agung and Heij multiplier to examine the dy

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4

Adebowale, Edward Adedoyin, and Akindele Iyiola Akosile. "Interest Rate, Foreign Exchange Rate, and Stock Market Development in Nigeria." Binus Business Review 9, no. 3 (2018): 247–53. http://dx.doi.org/10.21512/bbr.v9i3.4941.

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This research investigated the effect of interest rate and foreign exchange rate on stock market development in Nigeria. This research was centered on two research problems. First, it was whether interest rate had a significant effect on stock market development in Nigeria. Second, it was whether foreign exchange rate had a significant impact on stock market development in Nigeria. The scope of the research covered the period from 1981 to 2017. Data for this period were chosen because it covered pre and post-liberalization periods of Nigerian financial system. This research made use of ex post

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5

Ovenseri Ogbomo, Friday Osaru, and Precious Imuwahen Ajoonu. "Impact of Exchange Rate Management on the Nigerian Economic Growth: Empirical Validation." American International Journal of Economics and Finance Research 1, no. 2 (2019): 28–35. http://dx.doi.org/10.46545/aijefr.v1i2.68.

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This paper examined the impact of Exchange Rate Management on economic growth in Nigeria between 1980 and 2015. The study was set to gauge how the management of exchange rate in Nigeria has impacted the economy. The study employed the Ordinary Least Square (OLS) method in its analysis. Co-integration and Error Correction Techniques were used to establish the Short-run and Long-run relationships between economic growth and other relevant economic indicators. The result revealed that exchange rate management proxy by various exchange rates regimes in Nigeria was not germane to economic growth. R

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6

Awe, Olushina Olawale, Damola M. Akinlana, and Sherifat Omolola Adesunkanmi. "Foreign Trade-Foreign Exchange Nexus in Nigeria: A Vector Error Correction Modelling Approach." Binus Business Review 7, no. 1 (2016): 1. http://dx.doi.org/10.21512/bbr.v7i1.1427.

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This study investigates trade foreign exchange nexus in Nigeria. This study is also done with a view to detecting the kind of relationship that exists between the two and also to investigate their co-integration. Annual time series data for the period 1996 – 2010 was used for the study. The Vector Correction Model (VECM) approach was employed to determine both the short and long run relationships. Results showed that the series becomes stationary after second difference. The co – integration test reveals five co – integrating vectors in the model, implying that the variables have the same stoc

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7

Atoi, Ngozi V., and Chinedu G. Nwambeke. "Money and Foreign Exchange Markets Dynamics in Nigeria: A Multivariate GARCH Approach." Central Bank of Nigeria Journal of Applied Statistics 12, No. 1 (2021): 109–38. http://dx.doi.org/10.33429/cjas.12121.5/6.

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This study examines money market and foreign exchange market dynamics in Nigeria by estimating the dynamic correlation and volatility spillovers between Nigeria Naira/US Dollar Bureau De Change (BDC) exchange rate and interbank call rate with data from January 2007 to August 2019. The study employs a dynamic conditional correlation form of GARCH model (DCC-GARCH) to access the nature of correlation, while an unrestricted bivariate BEKK-GARCH (1, 1) form of multivariate GARCH model is utilized to investigate shocks and volatility spillover of the rates. The estimated DCC-GARCH (1, 1) reveals th

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8

Ogbonna, BigBen Chukwuma. "Exchange Rate and Demand for Money in Nigeria." Research in Applied Economics 7, no. 2 (2015): 21. http://dx.doi.org/10.5296/rae.v7i2.7916.

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<p>This study is designed to examine empirically the impact of exchange rate on the stability of demand for money in Nigeria where official and black market exchange rates operate side by side due to exchange controls. Variants of money demand model are estimated using monthly data for the period of 2005-2013. Cointegration and system equation techniques combined with CUSUM and CUSUMSQ tests are employed in the data analysis. Results indicate that in all the variants of the money demand model, coefficients of exchange rates variable (official or black market exchange rates) manifest sign

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9

Oke, David Mautin, Koye Gerry Bokana, and Olatunji Abdul Shobande. "Re-Examining the Nexus between Exchange and Interest Rates in Nigeria." Journal of Economics and Behavioral Studies 9, no. 6 (2018): 47–56. http://dx.doi.org/10.22610/jebs.v9i6.2004.

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Nigeria has experienced somersault of foreign exchange policies by the Central Bank. One policy concern in recent times is to have an appropriate target of the exchange and interest rates. Therefore, this paper seeks to provide a foundation for the targeting of an appropriate exchange and interest rates for the country. Using the Johansen Cointegration and Vector Error Correction Mechanism approaches, it specifically examines the relationships among Nigeriaâ€™s weak exchange rate, its local rate of interest and world interest rate. Contrary to many studies, a control measure involving inclusio

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10

Olatunde, Olaleye John, and Ojomolade Dele Jacob. "Effect of Foreign Exchange Rate Volatility on Industrial Productivity in Nigeria, 1981- 2015." International Journal of Trend in Scientific Research and Development Volume-3, Issue-3 (2019): 823–29. http://dx.doi.org/10.31142/ijtsrd22910.

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