Macroeconomics Determinant Of Liquidity In Emerging Markets: Case Study Of Nigeria

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@article{1700669,
      author = {Lukumon Akande Salahudeen, Abraham O. A, Ivanna Chaikovska},
      title = {Macroeconomics Determinant Of Liquidity In Emerging Markets: Case Study Of Nigeria},
      journal = {Iconic Research And Engineering Journals},
      year = {2018},
      volume = {1},
      number = {12},
      pages = {42-54},
      issn = {2456-8880},
      url = {https://www.irejournals.com/formatedpaper/1700669.pdf},
      abstract = {This research empirically studies the macroeconomic determinants of liquidity in emerging market. In carrying out this study, the following variables (liquidity ratio, interest and GDP) were identified to study the liquidity and their inter-relationship on Nigeria financial banks. The variables were obtained from finical report of the bank and the Central Bank of Nigeria (CBN) statistical bulletin over the period of 25 years (1989-2013) using time series data specification to carry out its estimation. This study employed Ordinary Least Square (OLS), Johansson Co-efficient, Error correlation models (ECM) and Granger Causality to test for the short - run, long - run and existence of relationship and cost effect respectively. The evidence obtained from the study showed the existence of OLS, Johansson Co-efficient, Error correlation models (ECM) and Granger Causality between economic growth in the long run as well as long run. This suggests that macroeconomic determinants of liquidity has impact on economic growth in Nigeria.},
      keywords = {Determinant, emerging markets liquidity, macroeconomics},
      month = {June},
  }