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Assessing the spillover effects of U.S.monetary policy normalization on Nigeria sovereign bond yield 被引量:1
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作者 Kpughur Moses Tule Osana Jackson Odonye +3 位作者 Udoma Johnson Afangideh Godday Uwawunkonye Ebuh Elijah Abasifreke Paul Udoh augustine ujunwa 《Financial Innovation》 2019年第1期566-581,共16页
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 dome... 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 sovereign bond yield,are the key drivers of Nigeria 10-Year bond yield.Additionally,the spillover effect from the U.S.monetary policy was amplified by oil price shocks and changes in Nigeria’s monetary policy rates.Our counterfactual analysis confirms the findings. 展开更多
关键词 TAPERING Nigeria 10-year sovereign bond yield Error correction model Counterfactual analysis
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