Uchenna Elike
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4 publications
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715 downloads
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1475 views
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Foreign Investment Burden, Exchange Rates and External Debt Crises in Nigeria: An Empirical Extension
Michael I. Muoghalu , Chinedu B. Ezirim , Uchenna Elike -
Joint variance-ratio tests of random walks in China's closed-end fund market
Emmanuel Anoruo , Uchenna ElikeInvestment Management and Financial Innovations Volume 5, 2008 Issue #2
Views: 626 Downloads: 178 TO CITE -
Asymmetric dynamics in current account - interest rate nexus: evidence from Asian countries
Emmanuel Anoruo , Uchenna ElikeInvestment Management and Financial Innovations Volume 5, 2008 Issue #4
Views: 497 Downloads: 130 TO CITE -
Testing for explosive bubbles in the South African-US exchange rate using the sequential ADF procedures
Uchenna Elike , Emmanuel Anoruo doi: http://dx.doi.org/10.21511/bbs.12(1-1).2017.02Banks and Bank Systems Volume 12, 2017 Issue #1 (cont.) pp. 105-112
Views: 1163 Downloads: 498 TO CITE АНОТАЦІЯThis paper tests for the existence of speculative bubbles in the South African-US exchange rate using the sequential ADF procedures. In particular, the paper uses the SADF and GSADF right-tailed unit root tests to explore the existence of explosive bubbles in the South African-US exchange rate for the time period running from January1980 through July 2012. The results provide evidence in support of the existence of explosive bubbles in the nominal rand-dollar exchange rate, the real exchange rate of traded and non-traded goods. The explosive behavior exhibited by the South African rand-US dollar exchange rate can be interpreted as evidence of rational bubbles given that this behavior is driven by the fundamentals including relative prices of traded and non-traded goods.
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2 Articles
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2 Articles
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3 Articles