Exchange rate volatility and exchange rate uncertainty in Nigeria: a financial econometric analysis (1970- 2012)
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More about this item
KeywordsGARCH Models; Financial Econometrics; Foreign Exchange rate; Monetary Policy;
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- F31 - International Economics - - International Finance - - - Foreign Exchange
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-AFR-2013-07-20 (Africa)
- NEP-ALL-2013-07-20 (All new papers)
- NEP-MON-2013-07-20 (Monetary Economics)
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