Assessing the spillover effects of U.S. monetary policy normalization on Nigeria sovereign bond yield
This study examines the spillover effects of U.S. monetary policy normalization on Nigeria 10-Year Treasury bond yield between 2011 and 2017, using the vector error correction model approach. Our results reveal that domestic factors, such as exchange rate and inflation, rather than the U.S. 10-Year...
Main Authors: | , , , , , |
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Format: | Article |
Language: | English |
Published: |
SpringerOpen
2019
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Subjects: | |
Online Access: | View Fulltext in Publisher |