Nothing Special   »   [go: up one dir, main page]
create a website
Impact of Long-Run Exchange Rate Volatility on Stock Market Performance in Nigeria. (2014). Ezeji, Chigbu Emmanuel .
In: International Journal of Management Sciences.
RePEc:rss:jnljms:v2i2p2.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 37

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Abdelaziz M. G; Chortareas and A. Upollimi (2008), Stock Price Exchange Rates and Oil: Evidence from Middle-East Oil exporting countries- unpublished manuscript.
    Paper not yet in RePEc: Add citation now
  2. Acikalin Sezgin. Rafct Aktas, Seyfettin Unal (2008), ‘Relationships between stock markets and macroeconomic variables: an empirical analysis of the Istanbul Stock Exchange’ Investment Management curd Financial Innovations, 5, (1), 8 - 16.
    Paper not yet in RePEc: Add citation now
  3. Adoromola, A.O. (2012) Exchange Rate Volatility and Stock Market Behaviour: The Nigerian Experience.
    Paper not yet in RePEc: Add citation now
  4. Ajayi, R. A. and Mougoue, M (2011) On the Dynamic Relation between Stock Prices and Exchange Rates.
    Paper not yet in RePEc: Add citation now
  5. Anoruo, E., & Mustafa, M. (2007), An empirical investigation into the relation of ad to stock market prices.
    Paper not yet in RePEc: Add citation now

  6. Brurbridge, J., & Harrison A. (1984), Testing for the effects of oil-price rises using vector autoregression.

  7. Desislava Dimitrova (2005), ‘The Relationship between Exchange Rates and Stock Prices: Studied in a Muhivariate Model’ Issues in Political Economy, 14,1-25.
    Paper not yet in RePEc: Add citation now

  8. Dickey, D. A. and W. A. Fuller (1981), “Likelihood Ratio Statistics for Auto regressive Time Series with a Unit Root”, Ecanometrica Vol. 49, No.4.

  9. Dickey, D.A., Fuller, WA., (1979). Distributions of the estimators for autoregressive time series with a unit root. I Am Stat. Assoc. 74, 427 - 431.
    Paper not yet in RePEc: Add citation now

  10. El-Sharif, I., Brown, D., Burton, B., Nixon, B., & Russell, A. (2005), Evidence on the nature and extent of the relationship between oil prices and equity values in the UK. Energy Economics, 27, 819-830.

  11. Engle, R.F. and C.WJ. Granger. (1987). ‘Cointegration and error correction: Representation, estimation and testing’. Econometrica 55: 251-276.
    Paper not yet in RePEc: Add citation now
  12. European Journal of Business and Management. Aggarwal, R (2009). ‘Exchange sates and stock prices: A study of the US capital markets under floating exchange rates’. Akron Business and Economic Review 12: 7-12.
    Paper not yet in RePEc: Add citation now

  13. Gavin, M., 1989. ‘The Stock Market and Exchange Rate Dynamics’, Journal of Imern,onal Money and Finance. 8:181-200.

  14. Gisser, M., & Goodwin T. a (1986), Crude oil and the macroeconomy tests of some popular notions. Journal of Money Credit Bank 18,95-103.

  15. Granger C.W., Huang B. and Yang C. (2000). ‘A Bivariate Causality between Stock Prices and Exchange Rates: Evidence from Recent Asian Flu.’ The Quarterly Review of Economics and Finance, 40: 337354.

  16. Hamilton, 3. D. (1983), Oil and the macroeconomy since World War H. Journal of Political Economy, 92, 228-48.

  17. Hamilton, J.D. (2000). What is an Oil Shock?, NBER Working Paper 7755.

  18. Hammoudeh, S., & Aleisa, E. (2004), Dynamic relationships among GCC stock markets and NYMEX oil Futures. Contemporay Economic Policy, 22(2), 250-269.

  19. Hooker, M. A. (1996), What happened to the oil price-macroeconomy Relationship? Journal of Mone1ay Economics, 38, 195-213.

  20. Huang, R D., Masulis, R. W. & Stoll, H. R. (1996), Energy shocks and financial markets Journal of Future markets, 16, 1-27.
    Paper not yet in RePEc: Add citation now

  21. International Economic Review, 25, 459-84. Ciner, C. (2001), Energy shocks and financial markets: nonlinear linkages. Studies in Nonlinear Dynamks and Econometrics, 5(3), 203-2 12.

  22. Johansen, S. (1988). ‘Statistical analysis of cointegration vectors’. Journal of Economic Dynamics and Control, 12: 23 1-254.

  23. Johansen, S. (1991), Estimation and hypothesis testing of Coirnegration Vector in Guassian Vector Autoregressive Models. Econometrica. 59, 1551-1580.
    Paper not yet in RePEc: Add citation now

  24. Johansen, S. (1995), Likelihood-based inference in Cointegration Vector Autoregressive Models, Oxford: Oxford University Press.

  25. Jones, C. M., & Kaul, G. (1996), Oil and the stock markets. The Journal of Finance, 51, 463491.

  26. Loungani P. (1986), Oil Price Shock and Dispersion Hypothesis. Rev Econ Stat, 68,3, 536-539.

  27. Ma, C. K. and G. W. Kao. (2010) ‘On Exchange Rate Changes and Stock Price Reactions.’ Journal of Business Finance & Accounting, 17:441-449.
    Paper not yet in RePEc: Add citation now

  28. Miller, I. J., & Ratti, A. R., (2009), Crude oil and stock markets: stability, instability, and bubbles. Energy Economics, 31(4), 559-568.

  29. Mok, H.M.K: (2011). ‘Causality of interest rate, exchange rate and stock prices at stock market open and close in Hong Kong’. Asia Pac4fic Journal of Management, 10: 123-143.
    Paper not yet in RePEc: Add citation now

  30. Mookeijee R. and Q. Yu (1997): ‘Macroeconomic ‘Variables and stock prices in a Small Open Economy The case of Singapore’. Padfic-Basin Financial Journal, 5:377-388.

  31. Mork K. (1989), oil and the Macroeconomy, When prices go up and down: An extension of Hamilton’s results. Journal of Political Economy, 97(5 1), 740-744.

  32. Narayan, K. P., & Narayan, & (2010), Modeling the impact of oil prices on Vietnam’s stock prices. 4pplied Energy, 87, 356-361.

  33. Olowe R. A. (2007), ‘The relationship between stock prices and macroeconomic factors in the Nigerian stock market’. African Review of Money, Finance and Banking, 79-98.
    Paper not yet in RePEc: Add citation now

  34. Papapetrou, E, (2001), Oil price shocks, stock market, economic activity and employment in Greece, Energy Economics,. 23(5), 511-532.

  35. Phillips, R. C. B. and P Perron (1982). ‘Testing for a Unit Root in Time Series Regression’. Biometrika: 335346.
    Paper not yet in RePEc: Add citation now
  36. The Journal of Financial Research, 19: 193-207. Ajayl R.A., Friedman S. and Mehdian S.M. (1998). ‘On the Relationship between Stock Returns and Exchange Rates: Tests of Granger Causality’ Global Finance Journal, 9:241-51.
    Paper not yet in RePEc: Add citation now

  37. Yang, J., & Bossier, D. (2004), ‘The international price transmission in stock index futures markets’, Economic Inquiry, 42(3), 370-386.

Cocites

Documents in RePEc which have cited the same bibliography

  1. A factor-augmented VAR analysis of business cycle synchronization in east Asia and implications for a regional currency union. (2015). Park, Cyn-Young ; Kim, David ; Huh, Hyeon-Seung.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:39:y:2015:i:c:p:449-468.

    Full description at Econpapers || Download paper

  2. Some Economic Aspects of Energy Security. (2012). .
    In: European Research Studies Journal.
    RePEc:ers:journl:v:xv:y:2012:i:sie:p:47-64.

    Full description at Econpapers || Download paper

  3. Oil and the U.S. Macroeconomy: A Reinvestigation Using Rolling Impulse Responses. (2012). Gronwald, Marc.
    In: The Energy Journal.
    RePEc:aen:journl:ej33-4-07.

    Full description at Econpapers || Download paper

  4. Oil Price Shocks and Stock Markets in BRICs. (2011). Ono, Shigeki.
    In: European Journal of Comparative Economics.
    RePEc:liu:liucej:v:8:y:2011:i:1:p:29-45.

    Full description at Econpapers || Download paper

  5. The Impact of Oil Price Hike on the Belarusian Economy. (2010). Ito, Katsuya.
    In: Transition Studies Review.
    RePEc:spr:trstrv:v:17:y:2010:i:1:p:211-216.

    Full description at Econpapers || Download paper

  6. Oil price shocks in an island economy: an analysis of the oil price-macroeconomy relationship. (2010). Coffman, Makena.
    In: The Annals of Regional Science.
    RePEc:spr:anresc:v:44:y:2010:i:3:p:599-620.

    Full description at Econpapers || Download paper

  7. The Impact of Oil Prices in Turkey on Macroeconomics. (2010). ARICA, Feyza ; AktaÅŸ, Erkan ; Aktas, Erkan ; zen, idem ; Arca, Feyza .
    In: MPRA Paper.
    RePEc:pra:mprapa:8658.

    Full description at Econpapers || Download paper

  8. Oil price distortions and their short- and long-run impacts on the Nigerian economy. (2010). Chuku, Chuku ; Sam, Ndifreke ; Effiong, Ekpeno .
    In: MPRA Paper.
    RePEc:pra:mprapa:24434.

    Full description at Econpapers || Download paper

  9. Do oil shocks drive business cycles? some U.S. and international evidence. (2010). Owyang, Michael ; Kliesen, Kevin ; Engemann, Kristie.
    In: Working Papers.
    RePEc:fip:fedlwp:2010-007.

    Full description at Econpapers || Download paper

  10. The Russian Economy and the Oil Price: A Co-integrated VAR Approach. (2009). Ito, Katsuya.
    In: Transition Studies Review.
    RePEc:spr:trstrv:v:16:y:2009:i:1:p:220-227.

    Full description at Econpapers || Download paper

  11. Oil Price Shocks and Monetary Policy Aggregates in Nigeria: A Structural VAR Approach. (2009). MAHMUD, HASSAN.
    In: MPRA Paper.
    RePEc:pra:mprapa:25908.

    Full description at Econpapers || Download paper

  12. Oil Price Shocks and the Macroeconomy of Nigeria: A Non-linear Approach. (2009). ALIYU, Shehu ; Aliyu, Shehu Usman Rano, .
    In: MPRA Paper.
    RePEc:pra:mprapa:18726.

    Full description at Econpapers || Download paper

  13. Declining Effects of Oil-Price Shocks. (2009). Katayama, Munechika.
    In: Departmental Working Papers.
    RePEc:lsu:lsuwpp:2009-02.

    Full description at Econpapers || Download paper

  14. Accounting for Oil Price Variation and Weakening Impact of the Oil Crisis. (2009). Sudo, Nao ; Hirakata, Naohisa.
    In: IMES Discussion Paper Series.
    RePEc:ime:imedps:09-e-01.

    Full description at Econpapers || Download paper

  15. Do Oil Prices Matter? The Case of a Small Open Economy. (2009). Jalles, Joao.
    In: Annals of Economics and Finance.
    RePEc:cuf:journl:y:2009:v:10:i:1:p:65-87.

    Full description at Econpapers || Download paper

  16. The effects of oil price shocks on the Iranian economy. (2008). Markwardt, Gunther ; Farzanegan, Mohammad Reza.
    In: Dresden Discussion Paper Series in Economics.
    RePEc:zbw:tuddps:1508.

    Full description at Econpapers || Download paper

  17. Time-Varying Effects of Oil Supply Shocks on the US Economy. (2008). Peersman, Gert ; Baumeister, Christiane.
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
    RePEc:rug:rugwps:08/515.

    Full description at Econpapers || Download paper

  18. Oil price and macroeconomy in Russia. (2008). Ito, Katsuya.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:v:17:y:2008:i:17:p:1-9.

    Full description at Econpapers || Download paper

  19. Using cross-wavelets to decompose the time-frequency relation between oil and the macroeconomy. (2007). Aguiar-Conraria, Luís ; Soares, Maria Joana.
    In: NIPE Working Papers.
    RePEc:nip:nipewp:16/2007.

    Full description at Econpapers || Download paper

  20. Oil and the Great Moderation. (2007). Pescatori, Andrea ; Nakov, Anton.
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:0717.

    Full description at Econpapers || Download paper

  21. Inflation-output gap trade-off with a dominant oil supplier. (2007). Pescatori, Andrea ; Nakov, Anton.
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:0710.

    Full description at Econpapers || Download paper

  22. Oil supply news in a VAR: Information from financial markets. (2007). Pisani, Massimiliano ; Pagano, Patrizio ; Anzuini, Alessio.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_632_07.

    Full description at Econpapers || Download paper

  23. Oil and the Great Moderation. (2007). Pescatori, Andrea ; Nakov, Anton.
    In: Working Papers.
    RePEc:bde:wpaper:0735.

    Full description at Econpapers || Download paper

  24. The industrial impact of oil price shocks: Evidence from the industries of six OECD countries. (2007). Jiménez-Rodríguez, Rebeca ; Jimenez-Rodriguez, Rebeca .
    In: Working Papers.
    RePEc:bde:wpaper:0731.

    Full description at Econpapers || Download paper

  25. Inflation-output gap trade-off with a dominant oil supplier. (2007). Pescatori, Andrea ; Nakov, Anton.
    In: Working Papers.
    RePEc:bde:wpaper:0723.

    Full description at Econpapers || Download paper

  26. Understanding the large negative impact of oil shocks. (2006). Wen, Yi ; Aguiar-Conraria, Luís.
    In: Working Papers.
    RePEc:fip:fedlwp:2005-042.

    Full description at Econpapers || Download paper

  27. The Asymmetric Effects of Oil Shocks on Output Growth: A Markov-Switching Analysis for the G-7 Countries. (2006). Manera, Matteo ; Cologni, Alessandro .
    In: Working Papers.
    RePEc:fem:femwpa:2006.29.

    Full description at Econpapers || Download paper

  28. A simple test of exogeneity for recursively structured VAR models. (2005). Huh, Hyeon-seung.
    In: Applied Economics.
    RePEc:taf:applec:v:37:y:2005:i:20:p:2307-2313.

    Full description at Econpapers || Download paper

  29. Understanding the Impact of Oil Shocks. (2005). Wen, Yi ; Aguiar-Conraria, Luís ; Gulamhussen, Mohamed Azzim .
    In: NIPE Working Papers.
    RePEc:nip:nipewp:2/2005.

    Full description at Econpapers || Download paper

  30. Why hasnt the jump in oil prices led to a recession?. (2005). Trehan, Bharat ; Fernald, John.
    In: FRBSF Economic Letter.
    RePEc:fip:fedfel:y:2005:i:nov18:n:2005-31.

    Full description at Econpapers || Download paper

  31. Understanding the Impact of Oil Shocks. (2005). Wen, Yi ; Aguiar-Conraria, Luís.
    In: Working Papers.
    RePEc:ecl:corcae:05-01.

    Full description at Econpapers || Download paper

  32. The Effects of Exogenous Oil Supply Shocks on Output and Inflation: Evidence from the G7 Countries. (2005). Kilian, Lutz.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5404.

    Full description at Econpapers || Download paper

  33. Oil Prices, Economic Activity and Inflation: Evidence for Some Asian Countries. (2004). Pérez de Gracia, Fernando ; Cuñado, Juncal ; Cunado, Juncal.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp0604.

    Full description at Econpapers || Download paper

  34. Oil Price Shocks: Testing for Non-linearity. (2004). Jiménez-Rodríguez, Rebeca ; Jimenez-Rodriguez, Rebeca .
    In: CSEF Working Papers.
    RePEc:sef:csefwp:115.

    Full description at Econpapers || Download paper

  35. Oil price shocks and real GDP growth: empirical evidence for some OECD countries. (2004). Jiménez-Rodríguez, Rebeca ; Sanchez, Marcelo ; Jimenez-Rodriguez, Rebeca.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2004362.

    Full description at Econpapers || Download paper

  36. OIL PRICE SHOCK: A NONLINEAR APPROACH. (2002). Jiménez-Rodríguez, Rebeca ; Jimenez-Rodriguez, Rebeca .
    In: Working Papers. Serie EC.
    RePEc:ivi:wpasec:2002-32.

    Full description at Econpapers || Download paper

  37. Energy prices and aggregate economic activity: an interpretive survey. (2001). Yucel, Mine ; Brown, Stephen ; Stephen P. A. Brown, .
    In: Working Papers.
    RePEc:fip:feddwp:0102.

    Full description at Econpapers || Download paper

  38. Oil and the macroeconomy revisited. (1999). Hooker, Mark A..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:1999-43.

    Full description at Econpapers || Download paper

  39. Unemployment Equilibria and Input Prices: Theory and Evidence from the United States. (1998). Oswald, Andrew ; Carruth, Alan ; Hooker, M. A..
    In: The Warwick Economics Research Paper Series (TWERPS).
    RePEc:wrk:warwec:496.

    Full description at Econpapers || Download paper

  40. Did Norway Gain from the 1979-85 Oil Price Shock?. (1998). Magnussen, Knut A. ; Eika, Torbjorn .
    In: Discussion Papers.
    RePEc:ssb:dispap:210.

    Full description at Econpapers || Download paper

  41. Estimating Core Inflation - The Role of Oil Price Shocks and Imported Inflation. (1997). Bjørnland, Hilde.
    In: Discussion Papers.
    RePEc:ssb:dispap:200.

    Full description at Econpapers || Download paper

  42. Sources of Business Cycles in Energy Producing Economies - The case of Norway and United Kingdom. (1996). Bjørnland, Hilde.
    In: Discussion Papers.
    RePEc:ssb:dispap:179.

    Full description at Econpapers || Download paper

  43. Counterfactual Analyses of Oil Price Shocks using a World Model. (1996). Magnussen, Knut A. ; Barrell, Ray.
    In: Discussion Papers.
    RePEc:ssb:dispap:177.

    Full description at Econpapers || Download paper

  44. Imperfect Competition and the Effects of Energy Price Increases on Economic Activity. (1996). Woodford, Michael ; Rotemberg, Julio.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5634.

    Full description at Econpapers || Download paper

  45. Oil Prices and the Rise and Fall of the U.S. Real Exchange Rate. (1995). van Norden, Simon ; Amano, Robert.
    In: International Finance.
    RePEc:wpa:wuwpif:9502001.

    Full description at Econpapers || Download paper

  46. Stylized Facts About Industrial Property Construction. (1991). Kling, John L. ; McCue, Thomas E..
    In: Journal of Real Estate Research.
    RePEc:jre:issued:v:6:n:3:1991:p:293-304.

    Full description at Econpapers || Download paper

  47. A comparison of national and international aggregate supply and demand var models: The United States, Japan and the European economic community. (1989). Sheehan, Richard ; Rosser, Barkley ; Ahmed, Ehsan.
    In: Review of World Economics (Weltwirtschaftliches Archiv).
    RePEc:spr:weltar:v:125:y:1989:i:2:p:252-272.

    Full description at Econpapers || Download paper

  48. GOVERNMENT PAYMENTS TO FARMERS AND REAL AGRICULTURAL ASSET VALUES IN THE 1980S. (1989). Shonkwiler, J ; Moss, Charles ; Reynolds, John E..
    In: Southern Journal of Agricultural Economics.
    RePEc:ags:sojoae:30097.

    Full description at Econpapers || Download paper

  49. Oil prices, exchange rates and the U.S. economy: an empirical investigation. (1986). Trehan, Bharat.
    In: Economic Review.
    RePEc:fip:fedfer:y:1986:i:fall:p:25-43.

    Full description at Econpapers || Download paper

  50. Cooperative policies among the North, the South, and OPEC : an optimal control approach. (1984). Marquez, Jaime R. ; Pauly, Paul.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:247.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-24 15:29:02 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.