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Zagreb International Review of Economics and Business
Volume 22 (2019): Issue 2 (November 2019)
Open Access
Measuring Return and Volatility Spillovers among Sectoral Stocks in Nigeria
Ismail Olaleke Fasanya
Ismail Olaleke Fasanya
,
Oluwatomisin Oyewole
Oluwatomisin Oyewole
and
Taofeek Agbatogun
Taofeek Agbatogun
| Dec 16, 2019
Zagreb International Review of Economics and Business
Volume 22 (2019): Issue 2 (November 2019)
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Published Online:
Dec 16, 2019
Page range:
71 - 93
DOI:
https://doi.org/10.2478/zireb-2019-0021
Keywords
Stocks
,
Returns
,
Volatilities
,
Vector autoregression
,
Forecast error variance
,
Spillover
© 2019 Ismail Olaleke Fasanya et al., published by Sciendo
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.
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