Stock market returns and macroeconomic variables in nigeria: testing for dynamic linkages with a structural break
The paper analysed the dynamic interactions between two macroeconomic variables and stock market returns in Nigeria from 1970-2013, using F-Bound Cointegration and Todayamamoto Causality tests that are robust to structural breaks. The result of Zivot Andrew unit root test indicated that all the var...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
SAS Publishers
2015
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| Subjects: | |
| Online Access: | http://irep.iium.edu.my/44682/ http://irep.iium.edu.my/44682/ http://irep.iium.edu.my/44682/1/Umar%2C_15-08%2C_SJEBM.pdf |
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