What have we learnt from modelling stock returns in Nigeria: Higgledy-piggledy?
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More about this item
Keywords
Stock returns; volatility; spillover; co-movement; contagion;All these keywords.
JEL classification:
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
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