Zobrazeno 1 - 7
of 7
pro vyhledávání: '"Atoi, Ngozi V."'
Publikováno v:
In Resources Policy August 2022 77
Publikováno v:
In Scientific African November 2021 14
Publikováno v:
International Economics / Economia Internazionale. May2023, Vol. 76 Issue 2, p173-207. 35p.
Autor:
Udom, Ini S., Agboegbulem, Ngozi T. I., Atoi, Ngozi V., Adeleke, Abiola O., Abraham, Ochoche, Onumonu, Ogochukwu G, Abubakar, Murtala
This study applied panel analysis to determine the factors influencing interest margins in Nigeria using bank-specific, sector-specific and macroeconomic data ranging from 2010:Q1 to 2014:Q2. Based on the Hausman test, a fixed effect model in a gener
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::5be58cff5fb71bacc0bb37349347c3cf
https://hdl.handle.net/10419/144791
https://hdl.handle.net/10419/144791
The Generalized Autoregressive Score (GAS), Exponential GAS (EGAS) and Asymmetric Exponential GAS (AEGAS) are new classes of volatility models that simultaneously account for jumps and asymmetry. Using these models, we estimate the dynamic pattern of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::d13a1cac3089a1a6b7d4c50c85731ca5
https://hdl.handle.net/10419/191687
https://hdl.handle.net/10419/191687
This study constructed a banking system stability index (BSSI) for Nigeria, using a combination of financial soundness indicators and macro-fundamentals. It applied statistical and Conference Board Methodology normalisation processes on Nigeria's ban
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::46f1f705c398e881da010f04ab621d23
https://hdl.handle.net/10419/144780
https://hdl.handle.net/10419/144780
Autor:
Atoi, Ngozi V.
The contributions of error distributions have been ignored while modeling stock market volatility in Nigeria and studies have shown that the application of appropriate error distribution in volatility model enhances efficiency of the model. Using Nig
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::ec8fd9d20222b37ff8f5b1cc6f00669e
https://hdl.handle.net/10419/144786
https://hdl.handle.net/10419/144786