Browsing by Author "Babangida, Jamilu S."

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Effect of monetary policy on the Nigerian stock market: A smooth transition autoregressive approach

Babangida, Jamilu S.; Khan, Asad ul Islam. (Central Bank of Nigeria, 2021)

This paper examines the nonlinear effect of monetary policy decisions on the performance of the Nigerian Stock Exchange market, by employing the Smooth Transition Autoregressive (STAR) model on monthly data from 2013 M4 ...