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Stock Prices and Exchange Rate Interactions in Nigeria: An Intra-Global Financial Crisis Maiden Investigation. (2009). ALIYU, Shehu.
In: MPRA Paper.
RePEc:pra:mprapa:13283.

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  1. Application of Markov chain to share price movement in Nigeria (1985–2019). (2022). Manasseh, Charles ; Okanya, Ogochukwu C ; Nwonye, Nnenna ; Iroha, Nnah M ; Okere, Kingsley I ; Nwakoby, Ifeoma C ; Odidi, Onuselogu ; Inyiama, Oliver I.
    In: Future Business Journal.
    RePEc:spr:futbus:v:8:y:2022:i:1:d:10.1186_s43093-022-00168-y.

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  2. On the Nexus between Exchange Rate and Stock Price in Nigeria. (2022). Biala, Musa Ilias ; Oladejo, A K.
    In: International Journal of Finance, Insurance and Risk Management.
    RePEc:ers:ijfirm:v:12:y:2022:i:1:p:80-99.

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  3. What have we learnt from modelling stock returns in Nigeria: Higgledy-piggledy?. (2021). ALIYU, Shehu ; Rano, Shehu Usman.
    In: MPRA Paper.
    RePEc:pra:mprapa:110382.

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  4. Structural Analysis of the Effect of Exchange Rate Movement on Stock Market Performance in Nigeria. (2019). Benjamin, Oluwasegun Olawale ; Fatile, John Ojo.
    In: MPRA Paper.
    RePEc:pra:mprapa:98329.

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  5. Do presidential elections affect stock market returns in Nigeria?. (2019). ALIYU, Shehu ; Usman, Aliyu Shehu.
    In: MPRA Paper.
    RePEc:pra:mprapa:95466.

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  6. Monetary Policy and the Stock Price - Exchange Rate Nexus: New Insights from Influential African Economies. (2019). Olaniran, Oladotun D ; Alimi, Ahmed S.
    In: Asian Development Policy Review.
    RePEc:asi:adprev:2019:p:66-79.

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  7. Returns Effect, Shocks and Volatility Transmission between Foreign Exchange-Stock Markets in Nigeria. (2017). Adi, Agya.
    In: Academic Journal of Economic Studies.
    RePEc:khe:scajes:v:3:y:2017:i:1:p:29-38.

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  8. Nonlinear Dependence between Stock Prices and Exchange Rate in Nigeria. (2016). EFFIONG, EKPENO.
    In: MPRA Paper.
    RePEc:pra:mprapa:74336.

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  9. Causal Correlation between Exchange Rate and Stock Index: Evidence from VN-Index. (2016). Nguyen, Tri ; Bui, Quang.
    In: Asian Social Science.
    RePEc:ibn:assjnl:v:12:y:2016:i:8:p:43.

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  10. Reactions of stock market to monetary policy shocks during the global financial crisis: the Nigerian case. (2011). ALIYU, Shehu ; Aliyu, Shehu Usman Rano, .
    In: MPRA Paper.
    RePEc:pra:mprapa:35581.

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  11. Effects of Financial Distress Condition on the Company Performance: A Malaysian Perspective. (2011). Steven Liew Woon Choy, ; Chelliah, Shankar ; Munusamy, Jayaraman ; Mandari, Ally .
    In: Review of Economics & Finance.
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  12. Pengaruh Jangka Pendek dan Jangka Panjang Perubahan Suku Bunga dan Kurs Rupiah Terhadap Harga Saham : Studi Empiris di Indonesia (2000:1 – 2010:4). (2010). Maryatmo, Rogatianus .
    In: MPRA Paper.
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References

References cited by this document

  1. Abdalla, I. and Murinde, V. (1997). ‘Exchange rate and stock price interactions in emerging financial markets: evidence on India, Korea, Pakistan, and Philippines’, Applied Financial Economics, vol. 7, pp. 25-35.

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  4. Johansen, S. (1997): Likelihood-Based Interference in Cointegrated Vector Autoregressive Models. Oxford, Oxford University Press.
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  5. Kim, Ki-ho (2003) “Dollar Exchange Rate and Stock Price: Evidence from Multivariate Cointegration and Error Correction Model”, Review of Financial Economics, Vol. 12, pp. 301-313 Lyons, S.E., Murinde, V. (1994), “Cointegrated and Granger causality testing of hypothesis on supply lending and demand following finance”, Economic Notes, Vol. 23, No. 2, pp. 308-316 Muhammad, N. and A. Rasheed (2003) “Stock Prices and Exchange Rates: Are they Related? Evidence from South Asian Countries”, Paper presented at the 18th Annual General Meeting and Conference of the Pakistan Society of Development Economists, January 2003.

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  7. Solnik, B. (1987) “Using Financial Prices to Test Exchange Rate Models: A Note”, Journal of Finance, vol. 42, 1987, pp. 141–149.

  8. Stavarek, Daniel (2004): Stock Prices and Exchange Rates in the EU and the USA: Evidence of their Mutual Interactions.

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