Open AccessBanks Intermediation and Stock Prices of Deposit Money Banks in Nigeria: VECM and Variance Decomposition Approach
Author(s) -
Kolawole Subair,
Soyebo Yusuf A
Publication year - 2020
Publication title -
jinnah business review
Language(s) - English
Resource type - Journals
eISSN - 2307-7921
pISSN - 2070-0296
DOI - 10.53369/hwxw1884
Subject(s) - variance decomposition of forecast errors , intermediation , error correction model , stock (firearms) , economics , cointegration , short run , financial intermediary , wald test , monetary economics , distributed lag , econometrics , financial system , finance , mathematics , statistics , statistical hypothesis testing , mechanical engineering , engineering
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