Stock market returns and macroeconomic variables in nigeria: testing for dynamic linkages with a structural break

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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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Bibliographic Details
Main Authors:	Ali, Umar Ahmad, Abdullah, Adam, Ahmad, Tijjani Abdullahi, Umar, Abdul Aziz Muhammad
Format:	Article
Language:	English
Published:	SAS Publishers 2015
Subjects:	HB Economic Theory
Online Access:	http://irep.iium.edu.my/44682/ http://irep.iium.edu.my/44682/1/Umar%2C_15-08%2C_SJEBM.pdf

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