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Measuring Return and Volatility Spillovers among Sectoral Stocks in Nigeria Cover

Measuring Return and Volatility Spillovers among Sectoral Stocks in Nigeria

Zagreb International Review of Economics and Business
Volume 22 (2019): Issue 2 (November 2019)
By: Ismail Olaleke Fasanya,  Oluwatomisin Oyewole and  Taofeek Agbatogun  
Open Access
|Dec 2019

Authors

Ismail Olaleke Fasanya

Department of Economics, Augustine University, Lagos, Nigeria

Oluwatomisin Oyewole

Department of Economics, Federal University of Agriculture

Taofeek Agbatogun

Department of Accounting, Federal University of Agriculture
DOI: https://doi.org/10.2478/zireb-2019-0021 | Journal eISSN: 1849-1162 | Journal ISSN: 1331-5609
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Language: English
Page range: 71 - 93
Published on: Dec 16, 2019
Published by: University of Zagreb, Faculty of Economics & Business
In partnership with: Paradigm Publishing Services
Publication frequency: 2 issues per year
Keywords:
Stocks,
Returns,
Volatilities,
Vector autoregression,
Forecast error variance,
Spillover
Related subjects:
Business and economics,
Political economics,
Macroeconomics,
Public finance and fiscal theory,
Business management,
Marketing, sales, customer relations,
Management, organization, corporate governance

© 2019 Ismail Olaleke Fasanya, Oluwatomisin Oyewole, Taofeek Agbatogun, published by University of Zagreb, Faculty of Economics & Business
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.

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