Ejem Chukwu Agwu
Abia State Polytechnic, Abia, State, Nigeria
Volatility Clustering And Persistence Of Shocks In The Nigeria Stock Market: Evidence From Univariate Garch Models
In this study, we consider the issue of whether volatility shocks are persistent in the Nigerian stock market using 3179 daily market returns data for the period from 14th January 2003 to 31st December 2015. The study employs the GARCH-in-mean model of Engle, Lilien and Robins (1987) but assumes that the conditional errors follow student t distribution. The results confirm

Ejem Chukwu Agwu
Abia State Polytechnic, Abia,state, Nigeria
Money Market-growth Relations: Causal Evidence From Nigeria
The aim of this study is to investigate both the short-run and long-run effects of money market instruments on the Nigerian economy using the ARDL method. The study is based on yearly data in logarithmic from 1981 to 2017. There is evidence that nominal GDP is autoregressive, hence, its future values can be predicted based on its current and previous

Ejem Chukwu Agwu
Abia State Polytechnic, Abia, State, Nigeria
Does M-m Proposition 1 On Capital Structure And Firm's Value Stand? Evidence From Quoted Firms' In Nigeria
This study uses Nigerian data on quoted firms to consider one of the influential questions in corporate finance: Does M-M proposition 1 on capital structure and firm's value stand? We fit the three conventional panel data models; pooled regression, fixed effects and random effects models, to panel data, consisting of 10 cross-sectional units that are observed annually for six years

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