Assessing the spillover effects of U.S. monetary policy normalization on Nigeria sovereign bond yield

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...

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Bibliographic Details
Main Authors: Afangideh, U.J (Author), Ebuh, G.U (Author), Odonye, O.J (Author), Tule, K.M (Author), Udoh, E.A.P (Author), Ujunwa, A. (Author)
Format: Article
Language:English
Published: SpringerOpen 2019
Subjects:
Counterfactual analysis
Error correction model
Nigeria 10-year sovereign bond yield
Tapering
Online Access:View Fulltext in Publisher

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