Seasonality Effects, Stock Exchange and Foreign Exchange Markets: Comparative Analysis of Volatility Behavior During Covid-19
David Umoru, Timothy Igbafe Aliu & Beauty Igbinovia · Asian Journal of Economics, Business and Accounting · 2024
This study investigated the effects of seasonality on stock exchange and foreign exchange markets of two WAMZ and two BRICS countries which include Nigeria, Ghana, and Brazil and China. The Auto Regressive Integrated Moving Average (ARIMA) regression approach and the Markov-regim...
Open access
Research Article
10.9734/ajeba/2024/v24i91498