Oil Prices and Exchange Rate Dynamics: How Important Is the Role of Asymmetry and Structural Breaks?

Autor: Ibrahim D. Raheem, Ismail O. Fasanya, Oluwatomisin J. Oyewole
Rok vydání: 2021
Předmět:
Zdroj: Journal of African Business. 23:638-657
ISSN: 1522-9076
1522-8916
DOI: 10.1080/15228916.2021.1909401
Popis: In this paper, we model the relationship between oil price and exchange rate for Nigeria using monthly data from January 1997 to December 2019. The contributions of this paper are twofold: (i) we e...
Databáze: OpenAIRE