Relevant bibliographies by topics / Naira volatility

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  1. Journal articles
  2. Dissertations / Theses
  3. Book chapters

Academic literature on the topic 'Naira volatility'

Author: Grafiati
Published: 2 June 2025
Last updated: 31 July 2025

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Journal articles on the topic "Naira volatility"

1

Chukwu Agwu, Ejem, and Ogbonna Udochukwu Godfrey. "Modeling Volatility and Daily Exchange Rate Movement in Nigeria." International Journal of Economics and Financial Research, no. 511 (November 25, 2019): 264–75. http://dx.doi.org/10.32861/ijefr.511.264.275.

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This study modeled volatility and daily exchange rate movement in Nigeria with daily exchange rate between Nigeria Naira and US Dollar from January 2, 2001 to May 20, 2019 collected from the Central Bank of Nigeria (CBN). The results of the estimated models revealed that conditional variance (volatility) has positive and significant relationship with exchange rate returns between Nigeria Naira and US Dollars, which corroborates the theory that predicts positive relationship between return and volatility for risk averse investors. Also found that exchange rate volatility between Naira / US Doll
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2

Johnson Ohakwe, Chibuzo G. Amaefula, and Ademola A. Adekoya. "Contributions of Naira-USD, Naira-Franc and Naira-Yuan exchange rates on inflation and its volatility in Nigeria." World Journal of Advanced Research and Reviews 23, no. 2 (2024): 906–15. http://dx.doi.org/10.30574/wjarr.2024.23.2.2403.

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The alarming increase in consumers goods and services with concurrent devaluations of naira have necessitated the need to examine the effects of NUSX(Nigerian naira/1 US dollar), NFX (Nigerian naira/1 France franc) and NCX (Nigerian naira/1 Chinese yuan) rates on inflation(measured by CPI) and its volatility in Nigeria using data sets spanning from 2008 to 2022. The auxiliary autoregressive AAR(3) order of integration test specify that all the variables are stationary at first difference. Adopting multiple regression model with least square method of estimation and generalized autoregressive c
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Johnson, Ohakwe, G. Amaefula Chibuzo, and A. Adekoya Ademola. "Contributions of Naira-USD, Naira-Franc and Naira-Yuan exchange rates on inflation and its volatility in Nigeria." World Journal of Advanced Research and Reviews 23, no. 2 (2024): 906–15. https://doi.org/10.5281/zenodo.14848516.

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The alarming increase in consumers goods and services with concurrent devaluations of naira have necessitated the need to examine the effects of NUSX(Nigerian naira/1 US dollar), NFX (Nigerian naira/1 France franc) and NCX (Nigerian naira/1 Chinese yuan) rates on inflation(measured by CPI) and its volatility in Nigeria using data sets spanning from 2008 to 2022. The auxiliary autoregressive AAR(3) order of integration test specify that  all the variables are stationary at first difference. Adopting multiple regression model with least square method of estimation and generalized autoregres
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4

Joshua Ikenna Egerson, Mosopefoluwa Williams, Aramide Aribigbola, Maureen Okafor, and Adedeji Olaleye. "Cybersecurity strategies for protecting big data in business intelligence systems: Implication for operational efficiency and profitability." World Journal of Advanced Research and Reviews 23, no. 2 (2024): 916–24. http://dx.doi.org/10.30574/wjarr.2024.23.2.2390.

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The alarming increase in consumers goods and services with concurrent devaluations of naira have necessitated the need to examine the effects of NUSX(Nigerian naira/1 US dollar), NFX (Nigerian naira/1 France franc) and NCX (Nigerian naira/1 Chinese yuan) rates on inflation(measured by CPI) and its volatility in Nigeria using data sets spanning from 2008 to 2022. The auxiliary autoregressive AAR(3) order of integration test specify that all the variables are stationary at first difference. Adopting multiple regression model with least square method of estimation and generalized autoregressive c
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5

Joshua, Ikenna Egerson, Williams Mosopefoluwa, Aribigbola Aramide, Okafor Maureen, and Olaleye Adedeji. "Cybersecurity strategies for protecting big data in business intelligence systems: Implication for operational efficiency and profitability." World Journal of Advanced Research and Reviews 23, no. 2 (2024): 916–24. https://doi.org/10.5281/zenodo.14848528.

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The alarming increase in consumers goods and services with concurrent devaluations of naira have necessitated the need to examine the effects of NUSX(Nigerian naira/1 US dollar), NFX (Nigerian naira/1 France franc) and NCX (Nigerian naira/1 Chinese yuan) rates on inflation(measured by CPI) and its volatility in Nigeria using data sets spanning from 2008 to 2022. The auxiliary autoregressive AAR(3) order of integration test specify that  all the variables are stationary at first difference. Adopting multiple regression model with least square method of estimation and generalized autoregres
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6

Ibidapo Ayobami Adeyiola and OlaOluwa Simon Yaya. "Value-at-risk modeling of naira exchange rates." World Journal of Advanced Research and Reviews 23, no. 3 (2024): 1717–27. http://dx.doi.org/10.30574/wjarr.2024.23.3.2789.

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The naira exchange rate has experienced extreme volatility, and the use of derivatives to control interest rates and currency risks has grown quickly. These developments have made risk management research necessary. To this effect, this paper investigated the optimal volatility model that offers the best VaR forecasts and minimizes expected loss in the Naira exchange rate. The data was collected from FX time and consisted of the Euro to Naira exchange and the daily closing rate of the US dollar to Naira exchange rate from 24/10/2016 to 15/06/2018. These data were estimated using different symm
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7

Ibidapo, Ayobami Adeyiola, and Simon Yaya OlaOluwa. "Value-at-risk modeling of naira exchange rates." World Journal of Advanced Research and Reviews 23, no. 3 (2024): 1717–27. https://doi.org/10.5281/zenodo.14949030.

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The naira exchange rate has experienced extreme volatility, and the use of derivatives to control interest rates and currency risks has grown quickly. These developments have made risk management research necessary. To this effect, this paper investigated the optimal volatility model that offers the best VaR forecasts and minimizes expected loss in the Naira exchange rate. The data was collected from FX time and consisted of the Euro to Naira exchange and the daily closing rate of the US dollar to Naira exchange rate from 24/10/2016 to 15/06/2018. These data were estimated using different symm
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8

Emenike, Kalu Onwukwe. "Exchange rate volatility in West African countries: is there a shred of Spillover?" International Journal of Emerging Markets 13, no. 6 (2018): 1457–74. http://dx.doi.org/10.1108/ijoem-08-2017-0312.

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Purpose The purpose of this paper is to evaluate selected West African currencies/US dollar exchange rates for the evidence of volatility spillover. Specifically, the paper examines West African CFA franc, Gambian dalasi and Nigerian naira exchange rates in relation to the USD, for any evidence of shock and volatility spillover. Design/methodology/approach The author employs multivariate GARCH (1,1)–BEKK model which enables the evaluation of the interaction within the volatility of two or more series because of its capability to detect volatility spillover among time series observations, as we
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9

Ohwadua, E. O., and A. R. Akanji. "Dual Foreign Exchange Rate in Nigeria: Stylised Facts and Volatility Modelling." Journal of Advances in Mathematics and Computer Science 38, no. 9 (2023): 81–97. http://dx.doi.org/10.9734/jamcs/2023/v38i91806.

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This study examines the dual dynamics of Interbank Foreign Exchange Market (IFEM) and Bureau De Change (BDC) Market rates between the Nigerian Naira and the US Dollar over a ten-year period from 2012 to 2022. We investigate the dual foreign exchange rates – Interbank Foreign Exchange Market (IFEM) and Bureau De Change (BDC) Market rates between the Nigerian Naira and the US Dollar for ten years from 2012 to 2022. By employing MGARCH (multivariate generalized autoregressive conditional heteroscedasticity), we analyse the volatility of the naira in the dual foreign exchange windows and examine t
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10

Olanrewaju, R. O., J. F. Ojo, and L. O. Adekola. "Bayesian latent autoregressive stochastic volatility: an application of naira to eleven exchangeable currencies rates." Open Journal of Mathematical Sciences 4, no. 1 (2020): 386–96. http://dx.doi.org/10.30538/oms2020.0128.

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This paper provides a procedure for estimating Stochastic Volatility (SV) in financial time series via latent autoregressive in a Bayesian setting. A Gaussian distributional combined prior and posterior of all hyper-parameters (autoregressive coefficients) were specified such that the Markov Chain Monte Carlo (MCMC) iterative procedure via the Gibbs and Metropolis-Hasting sampling method was used in estimating the resulting exponentiated forms (quadratic forms) from the posterior kernel density. A case study of Naira to eleven (11) exchangeable currencies\(^,\) rates by Central Bank of Nigeria
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Dissertations / Theses on the topic "Naira volatility"

1

Ojebiyi, Ademola, and Wilson David Olugbenga. "Exchange rate volatility : an analysis of the relationship between the Nigerian naira, oil prices, and US dollar." Thesis, Högskolan på Gotland, Institutionen för humaniora och samhällsvetenskap, 2011. http://urn.kb.se/resolve?urn=urn:nbn:se:hgo:diva-912.

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This study seeks to assess the correlation which exists between exchange rate of Nigerian naira and Unites States dollar and oil price on the basis of monthly data from 1999-2009. The research employ the fundamental variables which were assumed to be the monthly spot crude oil price, monthly exchange rate of Nigeria naira and monthly exchange rate of United States dollar. The empirical result adopted the ordinary least square using regression analysis and also the correlation model which shows that there is a weak/negative relationship between exchange rate and oil price as there are other fac
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Book chapters on the topic "Naira volatility"

1

Mary Bello, Kehinde, David Oluseun Olayungbo, and Benjamin Ayodele Folorunso. "Exchange Rate Volatility and Macroeconomic Performance in Nigeria." In Macroeconomic Analysis for Economic Growth. IntechOpen, 2022. http://dx.doi.org/10.5772/intechopen.100444.

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The study examined the asymmetric relationship between exchange rate volatility and macroeconomic performance in Nigeria covering the period between 1986Q1 and 2019Q4. The Non-linear Generalised Autoregressive Distributive Conditional Heteroscedasticity (GARCH) model was employed. The study was motivated as a result of periodic increase in exchange rate of naira to a dollar and instability of macroeconomic variables in the economy. The presence of Autoregressive Distributive Conditional Heteroscedasticity (ARCH) effect established the use of non-linear GARCH models which showed that volatility
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Journal articles
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