Kwara State University
Eunice OLUGANNA
Designation: Lecturer II
Department: Accounting and Finance
| My Publications | ||||||||
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| S/N | Title | Abstract | Authors | Volume Numbers | Publication Type | Publication Date | Link | |
| 1 | Nexus between foreign exchange exposure and performance of deposit money banks in Nigeria |
The increasing dealings in foreign exchange by commercial banks expose their performance to the sensitivity of change in real domestic currency. It is against this background that this study examines the nexus between foreign exchange exposure and performance of Deposit Money Banks in Nigeria. Precisely, the specific objectives were to: (i)examine the effect of transaction exposure on performance of deposit money banks in Nigeria;(ii)determine the impact of economic exposure on performance of deposit money banks in Nigeria; (iii)examine the effect of translation exposure on performance of deposit money banks in Nigeria; and (iv)to estimate foreign exchange exposure of deposit money banks in Nigeria. The study adopted an ex-post facto method of research design using a panel data covering the period 2004-2019. Data were obtained from the various bank annual financial reports and Central Bank of Nigeria data book. The data obtained were subjected to cashflow method of measurement to compute foreign exchange exposure of banks and Nonlinear Autoregressive Distributed Lag (NARDL to examine the nexus between foreign exchange rate exposure and performance of deposit money banks in Nigeria. From the whole sample estimation, the study revealed that transaction exposure with coefficient values (-3.65 -4.53, 0.25, 3.75) at (1%,1%,1%,1%) significant levels, affects negatively capital quality, asset quality, management quality and earnings. With rule of numbers, transaction exposure has a negative effect on performance of deposit money banks in Nigeria. More so, capital quality, asset quality, management quality, earnings and liquidity were negatively exposed to economic exposure with coefficient values of (7.83, -1.26, 0.15, -1.90, 10.1) at ( 1%, 5%, 5%, 1%, 5%)significant levels respectively. Furthermore, capital quality, asset quality, management quality and earnings were negatively exposed to translation exposure with coefficient values of (-1.06, -15.6,0.05 and 1.95) at (5%, | Oluganna, E | ProQuest Dissertation Publishing | ProQuest Dissertation Publishing | 2020-05-27 | https://www.proquest.com/openview/a0491eaf34a6efcbdb0a71684ece17b5/1?pq-origsite=gscholar&cbl=18750&diss=y | |