Full Text Available
Note: Clicking the button above will open the full text document at the original institutional repository in a new window.
Fractional integration and structural breaks in bank share prices in Nigeria
The paper employs both fractional integration and structural break techniques in studying the daily share prices structure of the banking sector in Nigeria. Our data span between 2001 and 2012, covers periods before and after the global financial crisis. The results obtained using both parametric an...
Saved in:
| Format: | Article |
|---|---|
| Published: |
2015
|
| Subjects: | |
| Tags: |
No Tags, Be the first to tag this record!
|