This work evaluates the extent banking system liquidity enhances financial distress resolution in Nigeria.
Abstract This study models time varying volatility in the Nigerian stock exchange (NSE) investigating whether it has been affected during the Covid-19 periods. We examined the persistence of volatility and the presence of leverage effects in Nigerian equity market before and during the period of Covid-19. It wad found that there is GARCH effects in the stock market before and during the Covid-19 periods. However volatility was pooling and spiky more during the Covid-19 giving the verdict that...
Privacy Policy | Refund Policy | Terms | Copyright | © 2024, Afribary Limited. All rights reserved.