Open AccessTEST OF EXCHANGE MARKET EFFICIENCY IN NIGERIA
Author(s) -
John Adebayo Oloyede,
Toyin Otapo
Publication year - 2018
Language(s) - English
Resource type - Conference proceedings
DOI - 10.20472/iac.2018.036.031
Subject(s) - cointegration , foreign exchange market , exchange rate , unit root , econometrics , johansen test , unit root test , economics , statistics , mathematics , time series , autocorrelation , series (stratigraphy) , liberian dollar , forward rate , random walk , error correction model , interest rate , monetary economics , finance , paleontology , biology
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