id	sid	tid	token	lemma	pos
amfbr-200	1	1	american	american	PROPN
amfbr-200	1	2	finance	finance	PROPN
amfbr-200	1	3	&	&	CCONJ
amfbr-200	1	4	banking	banking	PROPN
amfbr-200	1	5	review	review	PROPN
amfbr-200	1	6	;	;	PUNCT
amfbr-200	1	7	vol	vol	NOUN
amfbr-200	1	8	.	.	PROPN
amfbr-200	2	1	3	3	NUM
amfbr-200	2	2	,	,	PUNCT
amfbr-200	2	3	no	no	INTJ
amfbr-200	2	4	.	.	NOUN
amfbr-200	2	5	1	1	NUM
amfbr-200	2	6	;	;	PUNCT
amfbr-200	2	7	2018	2018	NUM
amfbr-200	2	8	issn	issn	VERB
amfbr-200	2	9	2576	2576	NUM
amfbr-200	2	10	-	-	SYM
amfbr-200	2	11	1226	1226	NUM
amfbr-200	2	12	e	e	NOUN
amfbr-200	2	13	-	-	NOUN
amfbr-200	2	14	issn	issn	VERB
amfbr-200	2	15	2576	2576	NUM
amfbr-200	2	16	-	-	SYM
amfbr-200	2	17	1234	1234	NUM
amfbr-200	2	18	impact	impact	NOUN
amfbr-200	2	19	factor	factor	NOUN
amfbr-200	2	20	:	:	PUNCT
amfbr-200	2	21	4.1	4.1	NUM
amfbr-200	2	22	published	publish	VERB
amfbr-200	2	23	by	by	ADP
amfbr-200	2	24	centre	centre	NOUN
amfbr-200	2	25	for	for	ADP
amfbr-200	2	26	research	research	NOUN
amfbr-200	2	27	on	on	ADP
amfbr-200	2	28	islamic	islamic	ADJ
amfbr-200	2	29	banking	banking	PROPN
amfbr-200	2	30	&	&	CCONJ
amfbr-200	2	31	finance	finance	PROPN
amfbr-200	2	32	and	and	CCONJ
amfbr-200	2	33	business	business	NOUN
amfbr-200	2	34	12	12	NUM
amfbr-200	2	35	oil	oil	NOUN
amfbr-200	2	36	price	price	NOUN
amfbr-200	2	37	volatility	volatility	NOUN
amfbr-200	2	38	,	,	PUNCT
amfbr-200	2	39	exchange	exchange	NOUN
amfbr-200	2	40	rate	rate	NOUN
amfbr-200	2	41	movements	movement	NOUN
amfbr-200	2	42	and	and	CCONJ
amfbr-200	2	43	stock	stock	NOUN
amfbr-200	2	44	market	market	NOUN
amfbr-200	2	45	reaction	reaction	NOUN
amfbr-200	2	46	:	:	PUNCT
amfbr-200	2	47	the	the	DET
amfbr-200	2	48	nigerian	nigerian	ADJ
amfbr-200	2	49	experience	experience	NOUN
amfbr-200	2	50	(	(	PUNCT
amfbr-200	2	51	1985	1985	NUM
amfbr-200	2	52	-	-	SYM
amfbr-200	2	53	2017	2017	NUM
amfbr-200	2	54	)	)	PUNCT
amfbr-200	2	55	onyemachi	onyemachi	PROPN
amfbr-200	2	56	maxwell	maxwell	PROPN
amfbr-200	2	57	ogbulu	ogbulu	VERB
amfbr-200	2	58	1	1	NUM
amfbr-200	2	59	1	1	NUM
amfbr-200	2	60	department	department	NOUN
amfbr-200	2	61	of	of	ADP
amfbr-200	2	62	banking	banking	NOUN
amfbr-200	2	63	and	and	CCONJ
amfbr-200	2	64	finance	finance	NOUN
amfbr-200	2	65	,	,	PUNCT
amfbr-200	2	66	abia	abia	PROPN
amfbr-200	2	67	state	state	PROPN
amfbr-200	2	68	university	university	PROPN
amfbr-200	2	69	,	,	PUNCT
amfbr-200	2	70	uturu	uturu	PROPN
amfbr-200	2	71	,	,	PUNCT
amfbr-200	2	72	nigeria	nigeria	PROPN
amfbr-200	2	73	correspondence	correspondence	NOUN
amfbr-200	2	74	:	:	PUNCT
amfbr-200	2	75	onyemachi	onyemachi	PROPN
amfbr-200	2	76	maxwell	maxwell	PROPN
amfbr-200	2	77	ogbulu	ogbulu	PROPN
amfbr-200	2	78	,	,	PUNCT
amfbr-200	2	79	department	department	NOUN
amfbr-200	2	80	of	of	ADP
amfbr-200	2	81	banking	banking	NOUN
amfbr-200	2	82	and	and	CCONJ
amfbr-200	2	83	finance	finance	NOUN
amfbr-200	2	84	,	,	PUNCT
amfbr-200	2	85	abia	abia	PROPN
amfbr-200	2	86	state	state	PROPN
amfbr-200	2	87	university	university	PROPN
amfbr-200	2	88	,	,	PUNCT
amfbr-200	2	89	uturu	uturu	PROPN
amfbr-200	2	90	,	,	PUNCT
amfbr-200	2	91	nigeria	nigeria	PROPN
amfbr-200	2	92	.	.	PUNCT
amfbr-200	3	1	email	email	NOUN
amfbr-200	3	2	:	:	PUNCT
amfbr-200	3	3	onyemachi.ogbulu@abiastateuniversity.edu.ng	onyemachi.ogbulu@abiastateuniversity.edu.ng	NOUN
amfbr-200	3	4	to	to	PART
amfbr-200	3	5	cite	cite	VERB
amfbr-200	3	6	this	this	DET
amfbr-200	3	7	article	article	NOUN
amfbr-200	3	8	:	:	PUNCT
amfbr-200	4	1	ogbulu	ogbulu	ADJ
amfbr-200	4	2	,	,	PUNCT
amfbr-200	4	3	o.	o.	INTJ
amfbr-200	4	4	(	(	PUNCT
amfbr-200	4	5	2018	2018	NUM
amfbr-200	4	6	)	)	PUNCT
amfbr-200	4	7	.	.	PUNCT
amfbr-200	5	1	oil	oil	NOUN
amfbr-200	5	2	price	price	NOUN
amfbr-200	5	3	volatility	volatility	NOUN
amfbr-200	5	4	,	,	PUNCT
amfbr-200	5	5	exchange	exchange	NOUN
amfbr-200	5	6	rate	rate	NOUN
amfbr-200	5	7	movements	movement	NOUN
amfbr-200	5	8	and	and	CCONJ
amfbr-200	5	9	stock	stock	NOUN
amfbr-200	5	10	market	market	NOUN
amfbr-200	5	11	reaction	reaction	NOUN
amfbr-200	5	12	:	:	PUNCT
amfbr-200	5	13	the	the	DET
amfbr-200	5	14	nigerian	nigerian	ADJ
amfbr-200	5	15	experience	experience	NOUN
amfbr-200	5	16	(	(	PUNCT
amfbr-200	5	17	1985	1985	NUM
amfbr-200	5	18	-	-	SYM
amfbr-200	5	19	2017	2017	NUM
amfbr-200	5	20	)	)	PUNCT
amfbr-200	5	21	.	.	PUNCT
amfbr-200	6	1	american	american	PROPN
amfbr-200	6	2	finance	finance	PROPN
amfbr-200	6	3	&	&	CCONJ
amfbr-200	6	4	banking	banking	PROPN
amfbr-200	6	5	review	review	PROPN
amfbr-200	6	6	,	,	PUNCT
amfbr-200	6	7	3(1	3(1	NUM
amfbr-200	6	8	)	)	PUNCT
amfbr-200	6	9	,	,	PUNCT
amfbr-200	6	10	12	12	NUM
amfbr-200	6	11	-	-	SYM
amfbr-200	6	12	25	25	NUM
amfbr-200	6	13	.	.	PUNCT
amfbr-200	6	14	retrieved	retrieve	VERB
amfbr-200	6	15	from	from	ADP
amfbr-200	6	16	http://www.cribfb.com/journal/index.php/amfbr/article/view/200	http://www.cribfb.com/journal/index.php/amfbr/article/view/200	PRON
amfbr-200	6	17	received	receive	VERB
amfbr-200	6	18	:	:	PUNCT
amfbr-200	6	19	october	october	PROPN
amfbr-200	6	20	10	10	NUM
amfbr-200	6	21	,	,	PUNCT
amfbr-200	6	22	2018	2018	NUM
amfbr-200	6	23	accepted	accept	VERB
amfbr-200	6	24	:	:	PUNCT
amfbr-200	6	25	october	october	PROPN
amfbr-200	6	26	25	25	NUM
amfbr-200	6	27	,	,	PUNCT
amfbr-200	6	28	2018	2018	NUM
amfbr-200	6	29	online	online	ADV
amfbr-200	6	30	published	publish	VERB
amfbr-200	6	31	:	:	PUNCT
amfbr-200	6	32	november	november	PROPN
amfbr-200	6	33	12	12	NUM
amfbr-200	6	34	,	,	PUNCT
amfbr-200	6	35	2018	2018	NUM
amfbr-200	6	36	abstract	abstract	ADV
amfbr-200	6	37	given	give	VERB
amfbr-200	6	38	the	the	DET
amfbr-200	6	39	observed	observed	ADJ
amfbr-200	6	40	volatility	volatility	NOUN
amfbr-200	6	41	in	in	ADP
amfbr-200	6	42	crude	crude	ADJ
amfbr-200	6	43	oil	oil	NOUN
amfbr-200	6	44	prices	price	NOUN
amfbr-200	6	45	in	in	ADP
amfbr-200	6	46	the	the	DET
amfbr-200	6	47	international	international	ADJ
amfbr-200	6	48	oil	oil	NOUN
amfbr-200	6	49	market	market	NOUN
amfbr-200	6	50	and	and	CCONJ
amfbr-200	6	51	the	the	DET
amfbr-200	6	52	role	role	NOUN
amfbr-200	6	53	which	which	PRON
amfbr-200	6	54	oil	oil	NOUN
amfbr-200	6	55	and	and	CCONJ
amfbr-200	6	56	gas	gas	NOUN
amfbr-200	6	57	play	play	NOUN
amfbr-200	6	58	in	in	ADP
amfbr-200	6	59	the	the	DET
amfbr-200	6	60	nigerian	nigerian	ADJ
amfbr-200	6	61	economy	economy	NOUN
amfbr-200	6	62	,	,	PUNCT
amfbr-200	6	63	this	this	DET
amfbr-200	6	64	paper	paper	NOUN
amfbr-200	6	65	is	be	AUX
amfbr-200	6	66	an	an	DET
amfbr-200	6	67	attempt	attempt	NOUN
amfbr-200	6	68	to	to	PART
amfbr-200	6	69	investigate	investigate	VERB
amfbr-200	6	70	the	the	DET
amfbr-200	6	71	impact	impact	NOUN
amfbr-200	6	72	of	of	ADP
amfbr-200	6	73	crude	crude	ADJ
amfbr-200	6	74	oil	oil	NOUN
amfbr-200	6	75	prices	price	NOUN
amfbr-200	6	76	and	and	CCONJ
amfbr-200	6	77	foreign	foreign	ADJ
amfbr-200	6	78	exchange	exchange	NOUN
amfbr-200	6	79	rate	rate	NOUN
amfbr-200	6	80	movements	movement	NOUN
amfbr-200	6	81	on	on	ADP
amfbr-200	6	82	stock	stock	NOUN
amfbr-200	6	83	market	market	NOUN
amfbr-200	6	84	prices	price	NOUN
amfbr-200	6	85	in	in	ADP
amfbr-200	6	86	nigeria	nigeria	PROPN
amfbr-200	6	87	.	.	PUNCT
amfbr-200	7	1	in	in	ADP
amfbr-200	7	2	addition	addition	NOUN
amfbr-200	7	3	,	,	PUNCT
amfbr-200	7	4	the	the	DET
amfbr-200	7	5	paper	paper	NOUN
amfbr-200	7	6	examined	examine	VERB
amfbr-200	7	7	whether	whether	SCONJ
amfbr-200	7	8	there	there	PRON
amfbr-200	7	9	is	be	VERB
amfbr-200	7	10	any	any	DET
amfbr-200	7	11	volatility	volatility	NOUN
amfbr-200	7	12	pass	pass	NOUN
amfbr-200	7	13	-	-	PUNCT
amfbr-200	7	14	through	through	NOUN
amfbr-200	7	15	between	between	ADP
amfbr-200	7	16	the	the	DET
amfbr-200	7	17	dollar	dollar	NOUN
amfbr-200	7	18	price	price	NOUN
amfbr-200	7	19	of	of	ADP
amfbr-200	7	20	nigerian	nigerian	ADJ
amfbr-200	7	21	crude	crude	ADJ
amfbr-200	7	22	oil	oil	NOUN
amfbr-200	7	23	,	,	PUNCT
amfbr-200	7	24	foreign	foreign	ADJ
amfbr-200	7	25	exchange	exchange	NOUN
amfbr-200	7	26	rate	rate	NOUN
amfbr-200	7	27	of	of	ADP
amfbr-200	7	28	the	the	DET
amfbr-200	7	29	naira	naira	NOUN
amfbr-200	7	30	and	and	CCONJ
amfbr-200	7	31	stock	stock	NOUN
amfbr-200	7	32	market	market	NOUN
amfbr-200	7	33	prices	price	NOUN
amfbr-200	7	34	respectively	respectively	ADV
amfbr-200	7	35	.	.	PUNCT
amfbr-200	8	1	data	datum	NOUN
amfbr-200	8	2	employed	employ	VERB
amfbr-200	8	3	for	for	ADP
amfbr-200	8	4	the	the	DET
amfbr-200	8	5	study	study	NOUN
amfbr-200	8	6	are	be	AUX
amfbr-200	8	7	monthly	monthly	ADJ
amfbr-200	8	8	values	value	NOUN
amfbr-200	8	9	of	of	ADP
amfbr-200	8	10	the	the	DET
amfbr-200	8	11	nigerian	nigerian	ADJ
amfbr-200	8	12	stock	stock	NOUN
amfbr-200	8	13	exchange	exchange	PROPN
amfbr-200	8	14	(	(	PUNCT
amfbr-200	8	15	nse	nse	NOUN
amfbr-200	8	16	)	)	PUNCT
amfbr-200	8	17	all	all	DET
amfbr-200	8	18	-	-	PUNCT
amfbr-200	8	19	share	share	NOUN
amfbr-200	8	20	index	index	NOUN
amfbr-200	8	21	(	(	PUNCT
amfbr-200	8	22	asi	asi	NOUN
amfbr-200	8	23	)	)	PUNCT
amfbr-200	8	24	,	,	PUNCT
amfbr-200	8	25	dollar	dollar	NOUN
amfbr-200	8	26	price	price	NOUN
amfbr-200	8	27	of	of	ADP
amfbr-200	8	28	nigerian	nigerian	ADJ
amfbr-200	8	29	crude	crude	ADJ
amfbr-200	8	30	oil	oil	NOUN
amfbr-200	8	31	(	(	PUNCT
amfbr-200	8	32	dpo	dpo	NOUN
amfbr-200	8	33	)	)	PUNCT
amfbr-200	8	34	and	and	CCONJ
amfbr-200	8	35	the	the	DET
amfbr-200	8	36	official	official	ADJ
amfbr-200	8	37	exchange	exchange	NOUN
amfbr-200	8	38	rate	rate	NOUN
amfbr-200	8	39	of	of	ADP
amfbr-200	8	40	the	the	DET
amfbr-200	8	41	naira	naira	NOUN
amfbr-200	8	42	to	to	ADP
amfbr-200	8	43	the	the	DET
amfbr-200	8	44	us	us	PROPN
amfbr-200	8	45	dollar	dollar	NOUN
amfbr-200	8	46	(	(	PUNCT
amfbr-200	8	47	fxr	fxr	NOUN
amfbr-200	8	48	)	)	PUNCT
amfbr-200	8	49	from	from	ADP
amfbr-200	8	50	january	january	PROPN
amfbr-200	8	51	,	,	PUNCT
amfbr-200	8	52	1985	1985	NUM
amfbr-200	8	53	to	to	ADP
amfbr-200	8	54	august	august	PROPN
amfbr-200	8	55	,	,	PUNCT
amfbr-200	8	56	2017	2017	NUM
amfbr-200	8	57	.	.	PUNCT
amfbr-200	9	1	the	the	DET
amfbr-200	9	2	methodology	methodology	NOUN
amfbr-200	9	3	adopted	adopt	VERB
amfbr-200	9	4	for	for	ADP
amfbr-200	9	5	the	the	DET
amfbr-200	9	6	study	study	NOUN
amfbr-200	9	7	include	include	VERB
amfbr-200	9	8	the	the	DET
amfbr-200	9	9	adf	adf	PROPN
amfbr-200	9	10	unit	unit	NOUN
amfbr-200	9	11	root	root	NOUN
amfbr-200	9	12	tests	test	NOUN
amfbr-200	9	13	,	,	PUNCT
amfbr-200	9	14	johansen	johansen	PROPN
amfbr-200	9	15	co	co	NOUN
amfbr-200	9	16	-	-	NOUN
amfbr-200	9	17	integration	integration	NOUN
amfbr-200	9	18	tests	test	NOUN
amfbr-200	9	19	,	,	PUNCT
amfbr-200	9	20	the	the	DET
amfbr-200	9	21	ecm	ecm	NOUN
amfbr-200	9	22	technique	technique	NOUN
amfbr-200	9	23	,	,	PUNCT
amfbr-200	9	24	granger	granger	PROPN
amfbr-200	9	25	causality	causality	NOUN
amfbr-200	9	26	tests	test	NOUN
amfbr-200	9	27	,	,	PUNCT
amfbr-200	9	28	variance	variance	NOUN
amfbr-200	9	29	decomposition	decomposition	NOUN
amfbr-200	9	30	as	as	ADV
amfbr-200	9	31	well	well	ADV
amfbr-200	9	32	as	as	ADP
amfbr-200	9	33	the	the	DET
amfbr-200	9	34	garch(1,1	garch(1,1	NOUN
amfbr-200	9	35	)	)	PUNCT
amfbr-200	9	36	to	to	PART
amfbr-200	9	37	model	model	VERB
amfbr-200	9	38	the	the	DET
amfbr-200	9	39	volatility	volatility	NOUN
amfbr-200	9	40	relationships	relationship	NOUN
amfbr-200	9	41	among	among	ADP
amfbr-200	9	42	the	the	DET
amfbr-200	9	43	variables	variable	NOUN
amfbr-200	9	44	.	.	PUNCT
amfbr-200	10	1	findings	finding	NOUN
amfbr-200	10	2	reveal	reveal	VERB
amfbr-200	10	3	that	that	SCONJ
amfbr-200	10	4	there	there	PRON
amfbr-200	10	5	is	be	VERB
amfbr-200	10	6	one	one	NUM
amfbr-200	10	7	long	long	ADV
amfbr-200	10	8	-	-	PUNCT
amfbr-200	10	9	run	run	VERB
amfbr-200	10	10	dynamic	dynamic	ADJ
amfbr-200	10	11	co	co	ADJ
amfbr-200	10	12	-	-	ADJ
amfbr-200	10	13	integrating	integrating	ADJ
amfbr-200	10	14	relationship	relationship	NOUN
amfbr-200	10	15	among	among	ADP
amfbr-200	10	16	the	the	DET
amfbr-200	10	17	variables	variable	NOUN
amfbr-200	10	18	asi	asi	NOUN
amfbr-200	10	19	,	,	PUNCT
amfbr-200	10	20	dpo	dpo	NOUN
amfbr-200	10	21	and	and	CCONJ
amfbr-200	10	22	fxr	fxr	NOUN
amfbr-200	10	23	while	while	SCONJ
amfbr-200	10	24	the	the	DET
amfbr-200	10	25	ecm	ecm	PROPN
amfbr-200	10	26	results	result	NOUN
amfbr-200	10	27	indicate	indicate	VERB
amfbr-200	10	28	that	that	SCONJ
amfbr-200	10	29	crude	crude	ADJ
amfbr-200	10	30	oil	oil	NOUN
amfbr-200	10	31	price	price	NOUN
amfbr-200	10	32	(	(	PUNCT
amfbr-200	10	33	dpo	dpo	NOUN
amfbr-200	10	34	)	)	PUNCT
amfbr-200	10	35	significantly	significantly	ADV
amfbr-200	10	36	impact	impact	NOUN
amfbr-200	10	37	on	on	ADP
amfbr-200	10	38	stock	stock	NOUN
amfbr-200	10	39	market	market	NOUN
amfbr-200	10	40	prices	price	NOUN
amfbr-200	10	41	.	.	PUNCT
amfbr-200	11	1	the	the	DET
amfbr-200	11	2	granger	granger	PROPN
amfbr-200	11	3	causality	causality	PROPN
amfbr-200	11	4	test	test	NOUN
amfbr-200	11	5	reports	report	VERB
amfbr-200	11	6	a	a	DET
amfbr-200	11	7	bi	bi	ADJ
amfbr-200	11	8	-	-	ADJ
amfbr-200	11	9	directional	directional	ADJ
amfbr-200	11	10	causality	causality	NOUN
amfbr-200	11	11	relationship	relationship	NOUN
amfbr-200	11	12	between	between	ADP
amfbr-200	11	13	asi	asi	NOUN
amfbr-200	11	14	and	and	CCONJ
amfbr-200	11	15	dpo	dpo	NOUN
amfbr-200	11	16	and	and	CCONJ
amfbr-200	11	17	a	a	DET
amfbr-200	11	18	unidirectional	unidirectional	ADJ
amfbr-200	11	19	causality	causality	NOUN
amfbr-200	11	20	running	run	VERB
amfbr-200	11	21	from	from	ADP
amfbr-200	11	22	fxr	fxr	PROPN
amfbr-200	11	23	to	to	ADP
amfbr-200	11	24	asi	asi	PROPN
amfbr-200	11	25	.	.	PUNCT
amfbr-200	12	1	the	the	DET
amfbr-200	12	2	arch	arch	ADJ
amfbr-200	12	3	-	-	PUNCT
amfbr-200	12	4	garch	garch	NOUN
amfbr-200	12	5	volatility	volatility	NOUN
amfbr-200	12	6	analysis	analysis	NOUN
amfbr-200	12	7	demonstrates	demonstrate	VERB
amfbr-200	12	8	vividly	vividly	ADV
amfbr-200	12	9	that	that	SCONJ
amfbr-200	12	10	stock	stock	NOUN
amfbr-200	12	11	market	market	NOUN
amfbr-200	12	12	prices	price	NOUN
amfbr-200	12	13	in	in	ADP
amfbr-200	12	14	the	the	DET
amfbr-200	12	15	nse	nse	NOUN
amfbr-200	12	16	exhibit	exhibit	NOUN
amfbr-200	12	17	arch	arch	ADJ
amfbr-200	12	18	effect	effect	NOUN
amfbr-200	12	19	with	with	ADP
amfbr-200	12	20	a	a	DET
amfbr-200	12	21	significant	significant	ADJ
amfbr-200	12	22	and	and	CCONJ
amfbr-200	12	23	positive	positive	ADJ
amfbr-200	12	24	first	first	ADJ
amfbr-200	12	25	order	order	NOUN
amfbr-200	12	26	arch	arch	ADJ
amfbr-200	12	27	term	term	NOUN
amfbr-200	12	28	.	.	PUNCT
amfbr-200	13	1	the	the	DET
amfbr-200	13	2	garch	garch	NOUN
amfbr-200	13	3	term	term	NOUN
amfbr-200	13	4	is	be	AUX
amfbr-200	13	5	also	also	ADV
amfbr-200	13	6	positive	positive	ADJ
amfbr-200	13	7	and	and	CCONJ
amfbr-200	13	8	significant	significant	ADJ
amfbr-200	13	9	indicating	indicate	VERB
amfbr-200	13	10	that	that	SCONJ
amfbr-200	13	11	previous	previous	ADJ
amfbr-200	13	12	month	month	NOUN
amfbr-200	13	13	’s	’s	PART
amfbr-200	13	14	stock	stock	NOUN
amfbr-200	13	15	market	market	NOUN
amfbr-200	13	16	price	price	NOUN
amfbr-200	13	17	volatility	volatility	NOUN
amfbr-200	13	18	significantly	significantly	ADV
amfbr-200	13	19	influences	influence	VERB
amfbr-200	13	20	current	current	ADJ
amfbr-200	13	21	stock	stock	NOUN
amfbr-200	13	22	market	market	NOUN
amfbr-200	13	23	volatility	volatility	NOUN
amfbr-200	13	24	in	in	ADP
amfbr-200	13	25	the	the	DET
amfbr-200	13	26	nse	nse	NOUN
amfbr-200	13	27	.	.	PUNCT
amfbr-200	14	1	in	in	ADP
amfbr-200	14	2	addition	addition	NOUN
amfbr-200	14	3	,	,	PUNCT
amfbr-200	14	4	findings	finding	NOUN
amfbr-200	14	5	show	show	VERB
amfbr-200	14	6	that	that	SCONJ
amfbr-200	14	7	the	the	DET
amfbr-200	14	8	volatility	volatility	NOUN
amfbr-200	14	9	of	of	ADP
amfbr-200	14	10	dollar	dollar	NOUN
amfbr-200	14	11	price	price	NOUN
amfbr-200	14	12	of	of	ADP
amfbr-200	14	13	nigerian	nigerian	ADJ
amfbr-200	14	14	oil	oil	NOUN
amfbr-200	14	15	(	(	PUNCT
amfbr-200	14	16	dpo	dpo	NOUN
amfbr-200	14	17	)	)	PUNCT
amfbr-200	14	18	in	in	ADP
amfbr-200	14	19	the	the	DET
amfbr-200	14	20	world	world	NOUN
amfbr-200	14	21	oil	oil	NOUN
amfbr-200	14	22	market	market	NOUN
amfbr-200	14	23	is	be	AUX
amfbr-200	14	24	significantly	significantly	ADV
amfbr-200	14	25	transmitted	transmit	VERB
amfbr-200	14	26	to	to	ADP
amfbr-200	14	27	the	the	DET
amfbr-200	14	28	volatility	volatility	NOUN
amfbr-200	14	29	of	of	ADP
amfbr-200	14	30	stock	stock	NOUN
amfbr-200	14	31	market	market	NOUN
amfbr-200	14	32	prices	price	NOUN
amfbr-200	14	33	in	in	ADP
amfbr-200	14	34	nigeria	nigeria	PROPN
amfbr-200	14	35	.	.	PUNCT
amfbr-200	15	1	the	the	DET
amfbr-200	15	2	pass	pass	VERB
amfbr-200	15	3	-	-	PUNCT
amfbr-200	15	4	through	through	ADP
amfbr-200	15	5	effect	effect	NOUN
amfbr-200	15	6	of	of	ADP
amfbr-200	15	7	the	the	DET
amfbr-200	15	8	volatility	volatility	NOUN
amfbr-200	15	9	of	of	ADP
amfbr-200	15	10	exchange	exchange	NOUN
amfbr-200	15	11	rate	rate	NOUN
amfbr-200	15	12	(	(	PUNCT
amfbr-200	15	13	fxr	fxr	NOUN
amfbr-200	15	14	)	)	PUNCT
amfbr-200	15	15	to	to	ADP
amfbr-200	15	16	the	the	DET
amfbr-200	15	17	volatility	volatility	NOUN
amfbr-200	15	18	of	of	ADP
amfbr-200	15	19	stock	stock	NOUN
amfbr-200	15	20	market	market	NOUN
amfbr-200	15	21	prices	price	NOUN
amfbr-200	15	22	is	be	AUX
amfbr-200	15	23	also	also	ADV
amfbr-200	15	24	positive	positive	ADJ
amfbr-200	15	25	and	and	CCONJ
amfbr-200	15	26	significant	significant	ADJ
amfbr-200	15	27	.	.	PUNCT
amfbr-200	16	1	these	these	DET
amfbr-200	16	2	findings	finding	NOUN
amfbr-200	16	3	offer	offer	VERB
amfbr-200	16	4	significant	significant	ADJ
amfbr-200	16	5	informational	informational	ADJ
amfbr-200	16	6	signal	signal	NOUN
amfbr-200	16	7	to	to	ADP
amfbr-200	16	8	policy	policy	NOUN
amfbr-200	16	9	makers	maker	NOUN
amfbr-200	16	10	,	,	PUNCT
amfbr-200	16	11	portfolio	portfolio	NOUN
amfbr-200	16	12	managers	manager	NOUN
amfbr-200	16	13	/	/	SYM
amfbr-200	16	14	advisors	advisor	NOUN
amfbr-200	16	15	and	and	CCONJ
amfbr-200	16	16	the	the	DET
amfbr-200	16	17	investing	invest	VERB
amfbr-200	16	18	public	public	NOUN
amfbr-200	16	19	in	in	ADP
amfbr-200	16	20	achieving	achieve	VERB
amfbr-200	16	21	optimal	optimal	ADJ
amfbr-200	16	22	asset	asset	NOUN
amfbr-200	16	23	and	and	CCONJ
amfbr-200	16	24	portfolio	portfolio	NOUN
amfbr-200	16	25	profile	profile	NOUN
amfbr-200	16	26	.	.	PUNCT
amfbr-200	17	1	keywords	keyword	NOUN
amfbr-200	17	2	:	:	PUNCT
amfbr-200	17	3	crude	crude	ADJ
amfbr-200	17	4	oil	oil	NOUN
amfbr-200	17	5	prices	price	NOUN
amfbr-200	17	6	,	,	PUNCT
amfbr-200	17	7	stock	stock	NOUN
amfbr-200	17	8	market	market	NOUN
amfbr-200	17	9	price	price	NOUN
amfbr-200	17	10	,	,	PUNCT
amfbr-200	17	11	exchange	exchange	NOUN
amfbr-200	17	12	rates	rate	NOUN
amfbr-200	17	13	,	,	PUNCT
amfbr-200	17	14	volatility	volatility	NOUN
amfbr-200	17	15	,	,	PUNCT
amfbr-200	17	16	arch	arch	ADJ
amfbr-200	17	17	-	-	PUNCT
amfbr-200	17	18	garch	garch	NOUN
amfbr-200	17	19	,	,	PUNCT
amfbr-200	17	20	variance	variance	NOUN
amfbr-200	17	21	decomposition	decomposition	NOUN
amfbr-200	17	22	.	.	PUNCT
amfbr-200	18	1	1	1	X
amfbr-200	18	2	.	.	X
amfbr-200	18	3	introduction	introduction	NOUN
amfbr-200	18	4	ever	ever	ADV
amfbr-200	18	5	since	since	SCONJ
amfbr-200	18	6	the	the	DET
amfbr-200	18	7	discovery	discovery	NOUN
amfbr-200	18	8	of	of	ADP
amfbr-200	18	9	oil	oil	NOUN
amfbr-200	18	10	in	in	ADP
amfbr-200	18	11	oloibiri	oloibiri	PROPN
amfbr-200	18	12	,	,	PUNCT
amfbr-200	18	13	nigeria	nigeria	PROPN
amfbr-200	18	14	on	on	ADP
amfbr-200	18	15	sunday	sunday	PROPN
amfbr-200	18	16	,	,	PUNCT
amfbr-200	18	17	15	15	NUM
amfbr-200	18	18	th	th	NUM
amfbr-200	18	19	january,1956	january,1956	NOUN
amfbr-200	18	20	and	and	CCONJ
amfbr-200	18	21	the	the	DET
amfbr-200	18	22	coming	come	VERB
amfbr-200	18	23	on	on	ADP
amfbr-200	18	24	stream	stream	NOUN
amfbr-200	18	25	of	of	ADP
amfbr-200	18	26	its	its	PRON
amfbr-200	18	27	first	first	ADJ
amfbr-200	18	28	oil	oil	NOUN
amfbr-200	18	29	field	field	NOUN
amfbr-200	18	30	producing	produce	VERB
amfbr-200	18	31	about	about	ADP
amfbr-200	18	32	5,100	5,100	NUM
amfbr-200	18	33	bpd	bpd	NOUN
amfbr-200	18	34	in	in	ADP
amfbr-200	18	35	1958	1958	NUM
amfbr-200	18	36	,	,	PUNCT
amfbr-200	18	37	the	the	DET
amfbr-200	18	38	oil	oil	NOUN
amfbr-200	18	39	and	and	CCONJ
amfbr-200	18	40	gas	gas	NOUN
amfbr-200	18	41	sector	sector	NOUN
amfbr-200	18	42	has	have	AUX
amfbr-200	18	43	continued	continue	VERB
amfbr-200	18	44	to	to	PART
amfbr-200	18	45	playa	playa	VERB
amfbr-200	18	46	central	central	ADJ
amfbr-200	18	47	role	role	NOUN
amfbr-200	18	48	in	in	ADP
amfbr-200	18	49	the	the	DET
amfbr-200	18	50	economic	economic	ADJ
amfbr-200	18	51	development	development	NOUN
amfbr-200	18	52	of	of	ADP
amfbr-200	18	53	nigeria	nigeria	PROPN
amfbr-200	18	54	and	and	CCONJ
amfbr-200	18	55	even	even	ADV
amfbr-200	18	56	in	in	ADP
amfbr-200	18	57	the	the	DET
amfbr-200	18	58	current	current	ADJ
amfbr-200	18	59	world	world	NOUN
amfbr-200	18	60	economy	economy	NOUN
amfbr-200	18	61	.	.	PUNCT
amfbr-200	19	1	for	for	ADP
amfbr-200	19	2	instance	instance	NOUN
amfbr-200	19	3	,	,	PUNCT
amfbr-200	19	4	oil	oil	NOUN
amfbr-200	19	5	contributes	contribute	VERB
amfbr-200	19	6	about	about	ADV
amfbr-200	19	7	90	90	NUM
amfbr-200	19	8	%	%	NOUN
amfbr-200	19	9	of	of	ADP
amfbr-200	19	10	all	all	DET
amfbr-200	19	11	foreign	foreign	ADJ
amfbr-200	19	12	exchange	exchange	NOUN
amfbr-200	19	13	earnings	earning	NOUN
amfbr-200	19	14	of	of	ADP
amfbr-200	19	15	nigeria	nigeria	PROPN
amfbr-200	19	16	,	,	PUNCT
amfbr-200	19	17	account	account	VERB
amfbr-200	19	18	for	for	ADP
amfbr-200	19	19	as	as	ADV
amfbr-200	19	20	high	high	ADJ
amfbr-200	19	21	as	as	ADP
amfbr-200	19	22	20	20	NUM
amfbr-200	19	23	%	%	NOUN
amfbr-200	19	24	of	of	ADP
amfbr-200	19	25	gdp	gdp	NOUN
amfbr-200	19	26	,	,	PUNCT
amfbr-200	19	27	80	80	NUM
amfbr-200	19	28	%	%	NOUN
amfbr-200	19	29	of	of	ADP
amfbr-200	19	30	total	total	ADJ
amfbr-200	19	31	government	government	NOUN
amfbr-200	19	32	revenue	revenue	NOUN
amfbr-200	19	33	and	and	CCONJ
amfbr-200	19	34	about	about	ADV
amfbr-200	19	35	65	65	NUM
amfbr-200	19	36	%	%	NOUN
amfbr-200	19	37	of	of	ADP
amfbr-200	19	38	total	total	ADJ
amfbr-200	19	39	trade	trade	NOUN
amfbr-200	19	40	.	.	PUNCT
amfbr-200	20	1	given	give	VERB
amfbr-200	20	2	the	the	DET
amfbr-200	20	3	level	level	NOUN
amfbr-200	20	4	of	of	ADP
amfbr-200	20	5	interdependence	interdependence	NOUN
amfbr-200	20	6	among	among	ADP
amfbr-200	20	7	nations	nation	NOUN
amfbr-200	20	8	in	in	ADP
amfbr-200	20	9	today	today	NOUN
amfbr-200	20	10	’s	’s	PART
amfbr-200	20	11	global	global	ADJ
amfbr-200	20	12	economy	economy	NOUN
amfbr-200	20	13	,	,	PUNCT
amfbr-200	20	14	fluctuations	fluctuation	NOUN
amfbr-200	20	15	in	in	ADP
amfbr-200	20	16	crude	crude	ADJ
amfbr-200	20	17	oil	oil	NOUN
amfbr-200	20	18	prices	price	NOUN
amfbr-200	20	19	in	in	ADP
amfbr-200	20	20	the	the	DET
amfbr-200	20	21	international	international	ADJ
amfbr-200	20	22	oil	oil	NOUN
amfbr-200	20	23	market	market	NOUN
amfbr-200	20	24	are	be	AUX
amfbr-200	20	25	bound	bind	VERB
amfbr-200	20	26	to	to	PART
amfbr-200	20	27	have	have	VERB
amfbr-200	20	28	profound	profound	ADJ
amfbr-200	20	29	impact	impact	NOUN
amfbr-200	20	30	on	on	ADP
amfbr-200	20	31	different	different	ADJ
amfbr-200	20	32	sectors	sector	NOUN
amfbr-200	20	33	of	of	ADP
amfbr-200	20	34	the	the	DET
amfbr-200	20	35	economy	economy	NOUN
amfbr-200	20	36	including	include	VERB
amfbr-200	20	37	the	the	DET
amfbr-200	20	38	stock	stock	NOUN
amfbr-200	20	39	markets	market	NOUN
amfbr-200	20	40	and	and	CCONJ
amfbr-200	20	41	the	the	DET
amfbr-200	20	42	foreign	foreign	ADJ
amfbr-200	20	43	exchange	exchange	NOUN
amfbr-200	20	44	markets	market	NOUN
amfbr-200	20	45	.	.	PUNCT
amfbr-200	21	1	the	the	DET
amfbr-200	21	2	nature	nature	NOUN
amfbr-200	21	3	and	and	CCONJ
amfbr-200	21	4	extent	extent	NOUN
amfbr-200	21	5	of	of	ADP
amfbr-200	21	6	this	this	DET
amfbr-200	21	7	impact	impact	NOUN
amfbr-200	21	8	depends	depend	VERB
amfbr-200	21	9	to	to	ADP
amfbr-200	21	10	a	a	DET
amfbr-200	21	11	large	large	ADJ
amfbr-200	21	12	extent	extent	NOUN
amfbr-200	21	13	on	on	ADP
amfbr-200	21	14	whether	whether	SCONJ
amfbr-200	21	15	the	the	DET
amfbr-200	21	16	country	country	NOUN
amfbr-200	21	17	is	be	AUX
amfbr-200	21	18	an	an	DET
amfbr-200	21	19	oil	oil	NOUN
amfbr-200	21	20	-	-	PUNCT
amfbr-200	21	21	importing	import	VERB
amfbr-200	21	22	or	or	CCONJ
amfbr-200	21	23	oilexporting	oilexporte	VERB
amfbr-200	21	24	country	country	NOUN
amfbr-200	21	25	.	.	PUNCT
amfbr-200	22	1	for	for	ADP
amfbr-200	22	2	oil	oil	NOUN
amfbr-200	22	3	-	-	PUNCT
amfbr-200	22	4	importing	import	VERB
amfbr-200	22	5	countries	country	NOUN
amfbr-200	22	6	,	,	PUNCT
amfbr-200	22	7	rising	rise	VERB
amfbr-200	22	8	oil	oil	NOUN
amfbr-200	22	9	prices	price	NOUN
amfbr-200	22	10	obviously	obviously	ADV
amfbr-200	22	11	leads	lead	VERB
amfbr-200	22	12	to	to	ADP
amfbr-200	22	13	increases	increase	NOUN
amfbr-200	22	14	in	in	ADP
amfbr-200	22	15	production	production	NOUN
amfbr-200	22	16	costs	cost	NOUN
amfbr-200	22	17	,	,	PUNCT
amfbr-200	22	18	lower	low	ADJ
amfbr-200	22	19	output	output	NOUN
amfbr-200	22	20	levels	level	NOUN
amfbr-200	22	21	and	and	CCONJ
amfbr-200	22	22	lower	low	ADJ
amfbr-200	22	23	stock	stock	NOUN
amfbr-200	22	24	returns	return	NOUN
amfbr-200	22	25	whereas	whereas	SCONJ
amfbr-200	22	26	oil	oil	NOUN
amfbr-200	22	27	-	-	PUNCT
amfbr-200	22	28	exporting	export	VERB
amfbr-200	22	29	countries	country	NOUN
amfbr-200	22	30	would	would	AUX
amfbr-200	22	31	be	be	AUX
amfbr-200	22	32	happy	happy	ADJ
amfbr-200	22	33	with	with	ADP
amfbr-200	22	34	rising	rise	VERB
amfbr-200	22	35	oil	oil	NOUN
amfbr-200	22	36	prices	price	NOUN
amfbr-200	22	37	www.cribfb.com/journal/index.php/amfbr	www.cribfb.com/journal/index.php/amfbr	VERB
amfbr-200	22	38	american	american	PROPN
amfbr-200	22	39	finance	finance	PROPN
amfbr-200	22	40	&	&	CCONJ
amfbr-200	22	41	banking	banking	PROPN
amfbr-200	22	42	review	review	PROPN
amfbr-200	22	43	vol	vol	NOUN
amfbr-200	22	44	.	.	PROPN
amfbr-200	23	1	3	3	NUM
amfbr-200	23	2	,	,	PUNCT
amfbr-200	23	3	no	no	INTJ
amfbr-200	23	4	.	.	NOUN
amfbr-200	23	5	1	1	NUM
amfbr-200	23	6	;	;	PUNCT
amfbr-200	23	7	2018	2018	NUM
amfbr-200	23	8	13	13	NUM
amfbr-200	23	9	since	since	SCONJ
amfbr-200	23	10	this	this	PRON
amfbr-200	23	11	would	would	AUX
amfbr-200	23	12	translate	translate	VERB
amfbr-200	23	13	to	to	ADP
amfbr-200	23	14	higher	high	ADJ
amfbr-200	23	15	disposable	disposable	ADJ
amfbr-200	23	16	incomes	income	NOUN
amfbr-200	23	17	,	,	PUNCT
amfbr-200	23	18	consumption	consumption	NOUN
amfbr-200	23	19	,	,	PUNCT
amfbr-200	23	20	investments	investment	NOUN
amfbr-200	23	21	and	and	CCONJ
amfbr-200	23	22	cash	cash	NOUN
amfbr-200	23	23	flows	flow	NOUN
amfbr-200	23	24	.	.	PUNCT
amfbr-200	24	1	thus	thus	ADV
amfbr-200	24	2	,	,	PUNCT
amfbr-200	24	3	the	the	DET
amfbr-200	24	4	transmission	transmission	NOUN
amfbr-200	24	5	mechanisms	mechanism	NOUN
amfbr-200	24	6	through	through	ADP
amfbr-200	24	7	which	which	PRON
amfbr-200	24	8	oil	oil	NOUN
amfbr-200	24	9	prices	price	NOUN
amfbr-200	24	10	impact	impact	NOUN
amfbr-200	24	11	on	on	ADP
amfbr-200	24	12	real	real	ADJ
amfbr-200	24	13	economic	economic	ADJ
amfbr-200	24	14	activity	activity	NOUN
amfbr-200	24	15	include	include	VERB
amfbr-200	24	16	both	both	DET
amfbr-200	24	17	supply	supply	NOUN
amfbr-200	24	18	and	and	CCONJ
amfbr-200	24	19	demand	demand	NOUN
amfbr-200	24	20	channels	channel	NOUN
amfbr-200	24	21	(	(	PUNCT
amfbr-200	24	22	ogbulu	ogbulu	ADJ
amfbr-200	24	23	and	and	CCONJ
amfbr-200	24	24	torbira	torbira	NOUN
amfbr-200	24	25	,	,	PUNCT
amfbr-200	24	26	2012	2012	NUM
amfbr-200	24	27	)	)	PUNCT
amfbr-200	24	28	.	.	PUNCT
amfbr-200	25	1	in	in	ADP
amfbr-200	25	2	addition	addition	NOUN
amfbr-200	25	3	,	,	PUNCT
amfbr-200	25	4	the	the	DET
amfbr-200	25	5	magnitude	magnitude	NOUN
amfbr-200	25	6	of	of	ADP
amfbr-200	25	7	these	these	DET
amfbr-200	25	8	supply	supply	NOUN
amfbr-200	25	9	-	-	PUNCT
amfbr-200	25	10	side	side	NOUN
amfbr-200	25	11	and	and	CCONJ
amfbr-200	25	12	demand	demand	NOUN
amfbr-200	25	13	-	-	PUNCT
amfbr-200	25	14	side	side	NOUN
amfbr-200	25	15	effects	effect	NOUN
amfbr-200	25	16	is	be	AUX
amfbr-200	25	17	in	in	ADP
amfbr-200	25	18	turn	turn	NOUN
amfbr-200	25	19	stronger	strong	ADJ
amfbr-200	25	20	the	the	PRON
amfbr-200	25	21	more	more	ADV
amfbr-200	25	22	the	the	DET
amfbr-200	25	23	shock	shock	NOUN
amfbr-200	25	24	is	be	AUX
amfbr-200	25	25	perceived	perceive	VERB
amfbr-200	25	26	to	to	PART
amfbr-200	25	27	be	be	AUX
amfbr-200	25	28	long	long	ADV
amfbr-200	25	29	-	-	PUNCT
amfbr-200	25	30	lasting	last	VERB
amfbr-200	25	31	..	..	PUNCT
amfbr-200	26	1	the	the	DET
amfbr-200	26	2	literature	literature	NOUN
amfbr-200	26	3	of	of	ADP
amfbr-200	26	4	finance	finance	NOUN
amfbr-200	26	5	is	be	AUX
amfbr-200	26	6	replete	replete	ADJ
amfbr-200	26	7	with	with	ADP
amfbr-200	26	8	several	several	ADJ
amfbr-200	26	9	studies	study	NOUN
amfbr-200	26	10	conducted	conduct	VERB
amfbr-200	26	11	by	by	ADP
amfbr-200	26	12	scholars	scholar	NOUN
amfbr-200	26	13	to	to	PART
amfbr-200	26	14	explore	explore	VERB
amfbr-200	26	15	the	the	DET
amfbr-200	26	16	nature	nature	NOUN
amfbr-200	26	17	of	of	ADP
amfbr-200	26	18	the	the	DET
amfbr-200	26	19	relationship	relationship	NOUN
amfbr-200	26	20	between	between	ADP
amfbr-200	26	21	changes	change	NOUN
amfbr-200	26	22	in	in	ADP
amfbr-200	26	23	crude	crude	ADJ
amfbr-200	26	24	oil	oil	NOUN
amfbr-200	26	25	prices	price	NOUN
amfbr-200	26	26	and	and	CCONJ
amfbr-200	26	27	stock	stock	NOUN
amfbr-200	26	28	markets	market	NOUN
amfbr-200	26	29	and	and	CCONJ
amfbr-200	26	30	other	other	ADJ
amfbr-200	26	31	key	key	ADJ
amfbr-200	26	32	macroeconomic	macroeconomic	ADJ
amfbr-200	26	33	variables	variable	NOUN
amfbr-200	26	34	such	such	ADJ
amfbr-200	26	35	as	as	ADP
amfbr-200	26	36	real	real	ADJ
amfbr-200	26	37	economic	economic	ADJ
amfbr-200	26	38	growth	growth	NOUN
amfbr-200	26	39	.	.	PUNCT
amfbr-200	27	1	however	however	ADV
amfbr-200	27	2	,	,	PUNCT
amfbr-200	27	3	the	the	DET
amfbr-200	27	4	controversy	controversy	NOUN
amfbr-200	27	5	has	have	AUX
amfbr-200	27	6	not	not	PART
amfbr-200	27	7	been	be	AUX
amfbr-200	27	8	settled	settle	VERB
amfbr-200	27	9	as	as	SCONJ
amfbr-200	27	10	there	there	PRON
amfbr-200	27	11	is	be	VERB
amfbr-200	27	12	as	as	ADV
amfbr-200	27	13	yet	yet	ADV
amfbr-200	27	14	no	no	DET
amfbr-200	27	15	consensus	consensus	NOUN
amfbr-200	27	16	on	on	ADP
amfbr-200	27	17	the	the	DET
amfbr-200	27	18	raging	rage	VERB
amfbr-200	27	19	controversy	controversy	NOUN
amfbr-200	27	20	.	.	PUNCT
amfbr-200	28	1	for	for	ADP
amfbr-200	28	2	example	example	NOUN
amfbr-200	28	3	,	,	PUNCT
amfbr-200	28	4	while	while	SCONJ
amfbr-200	28	5	studies	study	NOUN
amfbr-200	28	6	conducted	conduct	VERB
amfbr-200	28	7	by	by	ADP
amfbr-200	28	8	authors	author	NOUN
amfbr-200	28	9	like	like	ADP
amfbr-200	28	10	muhtaseb	muhtaseb	NOUN
amfbr-200	28	11	and	and	CCONJ
amfbr-200	28	12	al	al	PROPN
amfbr-200	28	13	-	-	PUNCT
amfbr-200	28	14	assaf	assaf	PROPN
amfbr-200	28	15	(	(	PUNCT
amfbr-200	28	16	2017	2017	NUM
amfbr-200	28	17	)	)	PUNCT
amfbr-200	28	18	,	,	PUNCT
amfbr-200	28	19	ono	ono	PROPN
amfbr-200	28	20	(	(	PUNCT
amfbr-200	28	21	2011	2011	NUM
amfbr-200	28	22	)	)	PUNCT
amfbr-200	28	23	,	,	PUNCT
amfbr-200	28	24	iheanacho	iheanacho	NOUN
amfbr-200	28	25	(	(	PUNCT
amfbr-200	28	26	2017	2017	NUM
amfbr-200	28	27	)	)	PUNCT
amfbr-200	28	28	,	,	PUNCT
amfbr-200	28	29	basher	basher	NOUN
amfbr-200	28	30	and	and	CCONJ
amfbr-200	28	31	sadorsky	sadorsky	ADJ
amfbr-200	28	32	(	(	PUNCT
amfbr-200	28	33	2016	2016	NUM
amfbr-200	28	34	)	)	PUNCT
amfbr-200	28	35	find	find	VERB
amfbr-200	28	36	significant	significant	ADJ
amfbr-200	28	37	and	and	CCONJ
amfbr-200	28	38	positive	positive	ADJ
amfbr-200	28	39	impact	impact	NOUN
amfbr-200	28	40	of	of	ADP
amfbr-200	28	41	oil	oil	NOUN
amfbr-200	28	42	price	price	NOUN
amfbr-200	28	43	shocks	shock	NOUN
amfbr-200	28	44	on	on	ADP
amfbr-200	28	45	stock	stock	NOUN
amfbr-200	28	46	market	market	NOUN
amfbr-200	28	47	returns	return	NOUN
amfbr-200	28	48	,	,	PUNCT
amfbr-200	28	49	the	the	DET
amfbr-200	28	50	works	work	NOUN
amfbr-200	28	51	of	of	ADP
amfbr-200	28	52	others	other	NOUN
amfbr-200	28	53	like	like	ADP
amfbr-200	28	54	yusuf	yusuf	PROPN
amfbr-200	28	55	(	(	PUNCT
amfbr-200	28	56	2015	2015	NUM
amfbr-200	28	57	)	)	PUNCT
amfbr-200	28	58	,	,	PUNCT
amfbr-200	28	59	bastianin	bastianin	NOUN
amfbr-200	28	60	and	and	CCONJ
amfbr-200	28	61	manera	manera	NOUN
amfbr-200	28	62	(	(	PUNCT
amfbr-200	28	63	2014	2014	NUM
amfbr-200	28	64	)	)	PUNCT
amfbr-200	28	65	as	as	ADV
amfbr-200	28	66	well	well	ADV
amfbr-200	28	67	as	as	ADP
amfbr-200	28	68	berk	berk	PROPN
amfbr-200	28	69	and	and	CCONJ
amfbr-200	28	70	aydogan	aydogan	PROPN
amfbr-200	28	71	(	(	PUNCT
amfbr-200	28	72	2012	2012	NUM
amfbr-200	28	73	)	)	PUNCT
amfbr-200	28	74	found	find	VERB
amfbr-200	28	75	mixed	mixed	ADJ
amfbr-200	28	76	results	result	NOUN
amfbr-200	28	77	for	for	ADP
amfbr-200	28	78	the	the	DET
amfbr-200	28	79	impact	impact	NOUN
amfbr-200	28	80	of	of	ADP
amfbr-200	28	81	oil	oil	NOUN
amfbr-200	28	82	price	price	NOUN
amfbr-200	28	83	shocks	shock	NOUN
amfbr-200	28	84	on	on	ADP
amfbr-200	28	85	stock	stock	NOUN
amfbr-200	28	86	market	market	NOUN
amfbr-200	28	87	volatility	volatility	NOUN
amfbr-200	28	88	.	.	PUNCT
amfbr-200	29	1	the	the	DET
amfbr-200	29	2	objective	objective	NOUN
amfbr-200	29	3	of	of	ADP
amfbr-200	29	4	this	this	DET
amfbr-200	29	5	paper	paper	NOUN
amfbr-200	29	6	therefore	therefore	ADV
amfbr-200	29	7	is	be	AUX
amfbr-200	29	8	to	to	PART
amfbr-200	29	9	empirically	empirically	ADV
amfbr-200	29	10	examine	examine	VERB
amfbr-200	29	11	the	the	DET
amfbr-200	29	12	nature	nature	NOUN
amfbr-200	29	13	and	and	CCONJ
amfbr-200	29	14	extent	extent	NOUN
amfbr-200	29	15	of	of	ADP
amfbr-200	29	16	the	the	DET
amfbr-200	29	17	relationship	relationship	NOUN
amfbr-200	29	18	between	between	ADP
amfbr-200	29	19	fluctuations	fluctuation	NOUN
amfbr-200	29	20	in	in	ADP
amfbr-200	29	21	crude	crude	ADJ
amfbr-200	29	22	oil	oil	NOUN
amfbr-200	29	23	prices	price	NOUN
amfbr-200	29	24	in	in	ADP
amfbr-200	29	25	the	the	DET
amfbr-200	29	26	international	international	ADJ
amfbr-200	29	27	oil	oil	NOUN
amfbr-200	29	28	market	market	NOUN
amfbr-200	29	29	and	and	CCONJ
amfbr-200	29	30	stock	stock	NOUN
amfbr-200	29	31	market	market	NOUN
amfbr-200	29	32	prices	price	NOUN
amfbr-200	29	33	in	in	ADP
amfbr-200	29	34	nigeria	nigeria	PROPN
amfbr-200	29	35	.	.	PUNCT
amfbr-200	30	1	in	in	ADP
amfbr-200	30	2	addition	addition	NOUN
amfbr-200	30	3	,	,	PUNCT
amfbr-200	30	4	the	the	DET
amfbr-200	30	5	paper	paper	NOUN
amfbr-200	30	6	investigates	investigate	VERB
amfbr-200	30	7	whether	whether	SCONJ
amfbr-200	30	8	there	there	PRON
amfbr-200	30	9	is	be	VERB
amfbr-200	30	10	any	any	DET
amfbr-200	30	11	volatility	volatility	NOUN
amfbr-200	30	12	relationship	relationship	NOUN
amfbr-200	30	13	between	between	ADP
amfbr-200	30	14	crude	crude	ADJ
amfbr-200	30	15	oil	oil	NOUN
amfbr-200	30	16	prices	price	NOUN
amfbr-200	30	17	and	and	CCONJ
amfbr-200	30	18	stock	stock	NOUN
amfbr-200	30	19	market	market	NOUN
amfbr-200	30	20	prices	price	NOUN
amfbr-200	30	21	and	and	CCONJ
amfbr-200	30	22	the	the	DET
amfbr-200	30	23	extent	extent	NOUN
amfbr-200	30	24	to	to	PART
amfbr-200	30	25	which	which	PRON
amfbr-200	30	26	volatility	volatility	NOUN
amfbr-200	30	27	in	in	ADP
amfbr-200	30	28	crude	crude	NOUN
amfbr-200	30	29	is	be	AUX
amfbr-200	30	30	transmitted	transmit	VERB
amfbr-200	30	31	to	to	ADP
amfbr-200	30	32	stock	stock	NOUN
amfbr-200	30	33	market	market	NOUN
amfbr-200	30	34	prices	price	NOUN
amfbr-200	30	35	in	in	ADP
amfbr-200	30	36	nigeria	nigeria	PROPN
amfbr-200	30	37	.	.	PUNCT
amfbr-200	31	1	the	the	DET
amfbr-200	31	2	paper	paper	NOUN
amfbr-200	31	3	is	be	AUX
amfbr-200	31	4	arranged	arrange	VERB
amfbr-200	31	5	as	as	SCONJ
amfbr-200	31	6	follows	follow	VERB
amfbr-200	31	7	.	.	PUNCT
amfbr-200	32	1	section	section	NOUN
amfbr-200	32	2	1	1	NUM
amfbr-200	32	3	contains	contain	VERB
amfbr-200	32	4	the	the	DET
amfbr-200	32	5	introduction	introduction	NOUN
amfbr-200	32	6	while	while	SCONJ
amfbr-200	32	7	in	in	ADP
amfbr-200	32	8	section	section	NOUN
amfbr-200	32	9	2	2	NUM
amfbr-200	32	10	,	,	PUNCT
amfbr-200	32	11	we	we	PRON
amfbr-200	32	12	have	have	VERB
amfbr-200	32	13	literature	literature	NOUN
amfbr-200	32	14	review	review	PROPN
amfbr-200	32	15	.	.	PUNCT
amfbr-200	33	1	methodology	methodology	NOUN
amfbr-200	33	2	and	and	CCONJ
amfbr-200	33	3	data	datum	NOUN
amfbr-200	33	4	are	be	AUX
amfbr-200	33	5	in	in	ADP
amfbr-200	33	6	section	section	NOUN
amfbr-200	33	7	3	3	NUM
amfbr-200	33	8	,	,	PUNCT
amfbr-200	33	9	while	while	SCONJ
amfbr-200	33	10	results	result	NOUN
amfbr-200	33	11	and	and	CCONJ
amfbr-200	33	12	discussion	discussion	NOUN
amfbr-200	33	13	of	of	ADP
amfbr-200	33	14	findings	finding	NOUN
amfbr-200	33	15	are	be	AUX
amfbr-200	33	16	presented	present	VERB
amfbr-200	33	17	in	in	ADP
amfbr-200	33	18	section	section	NOUN
amfbr-200	33	19	4	4	NUM
amfbr-200	33	20	.	.	PUNCT
amfbr-200	33	21	section	section	NOUN
amfbr-200	33	22	5	5	NUM
amfbr-200	33	23	contains	contain	VERB
amfbr-200	33	24	the	the	DET
amfbr-200	33	25	conclusion	conclusion	NOUN
amfbr-200	33	26	and	and	CCONJ
amfbr-200	33	27	recommendations	recommendation	NOUN
amfbr-200	33	28	.	.	PUNCT
amfbr-200	34	1	2	2	X
amfbr-200	34	2	.	.	X
amfbr-200	34	3	literature	literature	NOUN
amfbr-200	34	4	review	review	VERB
amfbr-200	34	5	2.1	2.1	NUM
amfbr-200	34	6	theoretical	theoretical	ADJ
amfbr-200	34	7	framework	framework	NOUN
amfbr-200	34	8	the	the	DET
amfbr-200	34	9	theoretical	theoretical	ADJ
amfbr-200	34	10	foundation	foundation	NOUN
amfbr-200	34	11	of	of	ADP
amfbr-200	34	12	asset	asset	NOUN
amfbr-200	34	13	valuation	valuation	NOUN
amfbr-200	34	14	can	can	AUX
amfbr-200	34	15	be	be	AUX
amfbr-200	34	16	traced	trace	VERB
amfbr-200	34	17	to	to	ADP
amfbr-200	34	18	the	the	DET
amfbr-200	34	19	seminal	seminal	ADJ
amfbr-200	34	20	work	work	NOUN
amfbr-200	34	21	of	of	ADP
amfbr-200	34	22	gordon	gordon	PROPN
amfbr-200	34	23	(	(	PUNCT
amfbr-200	34	24	1959	1959	NUM
amfbr-200	34	25	)	)	PUNCT
amfbr-200	34	26	,	,	PUNCT
amfbr-200	34	27	lintner	lintner	NOUN
amfbr-200	34	28	(	(	PUNCT
amfbr-200	34	29	1965	1965	NUM
amfbr-200	34	30	)	)	PUNCT
amfbr-200	34	31	and	and	CCONJ
amfbr-200	34	32	mossin	mossin	NOUN
amfbr-200	34	33	(	(	PUNCT
amfbr-200	34	34	1966	1966	NUM
amfbr-200	34	35	)	)	PUNCT
amfbr-200	34	36	who	who	PRON
amfbr-200	34	37	demonstrated	demonstrate	VERB
amfbr-200	34	38	that	that	SCONJ
amfbr-200	34	39	the	the	DET
amfbr-200	34	40	value	value	NOUN
amfbr-200	34	41	of	of	ADP
amfbr-200	34	42	an	an	DET
amfbr-200	34	43	asset	asset	NOUN
amfbr-200	34	44	at	at	ADP
amfbr-200	34	45	any	any	DET
amfbr-200	34	46	particular	particular	ADJ
amfbr-200	34	47	point	point	NOUN
amfbr-200	34	48	in	in	ADP
amfbr-200	34	49	time	time	NOUN
amfbr-200	34	50	(	(	PUNCT
amfbr-200	34	51	t	t	NOUN
amfbr-200	34	52	)	)	PUNCT
amfbr-200	34	53	depends	depend	VERB
amfbr-200	34	54	on	on	ADP
amfbr-200	34	55	the	the	DET
amfbr-200	34	56	stream	stream	NOUN
amfbr-200	34	57	of	of	ADP
amfbr-200	34	58	benefits	benefit	NOUN
amfbr-200	34	59	to	to	PART
amfbr-200	34	60	be	be	AUX
amfbr-200	34	61	derived	derive	VERB
amfbr-200	34	62	by	by	ADP
amfbr-200	34	63	the	the	DET
amfbr-200	34	64	holder	holder	NOUN
amfbr-200	34	65	of	of	ADP
amfbr-200	34	66	the	the	DET
amfbr-200	34	67	asset	asset	NOUN
amfbr-200	34	68	over	over	ADP
amfbr-200	34	69	the	the	DET
amfbr-200	34	70	life	life	NOUN
amfbr-200	34	71	of	of	ADP
amfbr-200	34	72	the	the	DET
amfbr-200	34	73	asset	asset	NOUN
amfbr-200	34	74	.	.	PUNCT
amfbr-200	35	1	thus	thus	ADV
amfbr-200	35	2	,	,	PUNCT
amfbr-200	35	3	the	the	DET
amfbr-200	35	4	price	price	NOUN
amfbr-200	35	5	an	an	DET
amfbr-200	35	6	asset	asset	NOUN
amfbr-200	35	7	would	would	AUX
amfbr-200	35	8	command	command	VERB
amfbr-200	35	9	in	in	ADP
amfbr-200	35	10	the	the	DET
amfbr-200	35	11	market	market	NOUN
amfbr-200	35	12	is	be	AUX
amfbr-200	35	13	a	a	DET
amfbr-200	35	14	function	function	NOUN
amfbr-200	35	15	of	of	ADP
amfbr-200	35	16	the	the	DET
amfbr-200	35	17	expected	expect	VERB
amfbr-200	35	18	stream	stream	NOUN
amfbr-200	35	19	of	of	ADP
amfbr-200	35	20	benefits	benefit	NOUN
amfbr-200	35	21	accruable	accruable	ADJ
amfbr-200	35	22	to	to	ADP
amfbr-200	35	23	the	the	DET
amfbr-200	35	24	investor	investor	NOUN
amfbr-200	35	25	as	as	ADV
amfbr-200	35	26	well	well	ADV
amfbr-200	35	27	as	as	ADP
amfbr-200	35	28	the	the	DET
amfbr-200	35	29	risk	risk	NOUN
amfbr-200	35	30	attendant	attendant	NOUN
amfbr-200	35	31	on	on	ADP
amfbr-200	35	32	the	the	DET
amfbr-200	35	33	investment	investment	NOUN
amfbr-200	35	34	.	.	PUNCT
amfbr-200	36	1	however	however	ADV
amfbr-200	36	2	,	,	PUNCT
amfbr-200	36	3	it	it	PRON
amfbr-200	36	4	has	have	AUX
amfbr-200	36	5	been	be	AUX
amfbr-200	36	6	observed	observe	VERB
amfbr-200	36	7	by	by	ADP
amfbr-200	36	8	many	many	ADJ
amfbr-200	36	9	scholars	scholar	NOUN
amfbr-200	36	10	and	and	CCONJ
amfbr-200	36	11	practitioners	practitioner	NOUN
amfbr-200	36	12	alike	alike	ADV
amfbr-200	36	13	that	that	SCONJ
amfbr-200	36	14	numerous	numerous	ADJ
amfbr-200	36	15	factors	factor	NOUN
amfbr-200	36	16	both	both	CCONJ
amfbr-200	36	17	economic	economic	ADJ
amfbr-200	36	18	and	and	CCONJ
amfbr-200	36	19	non	non	ADJ
amfbr-200	36	20	-	-	ADJ
amfbr-200	36	21	economic	economic	ADJ
amfbr-200	36	22	,	,	PUNCT
amfbr-200	36	23	affect	affect	VERB
amfbr-200	36	24	the	the	DET
amfbr-200	36	25	price	price	NOUN
amfbr-200	36	26	of	of	ADP
amfbr-200	36	27	assets	asset	NOUN
amfbr-200	36	28	in	in	ADP
amfbr-200	36	29	the	the	DET
amfbr-200	36	30	stock	stock	NOUN
amfbr-200	36	31	market	market	NOUN
amfbr-200	36	32	and	and	CCONJ
amfbr-200	36	33	this	this	PRON
amfbr-200	36	34	has	have	AUX
amfbr-200	36	35	given	give	VERB
amfbr-200	36	36	rise	rise	NOUN
amfbr-200	36	37	to	to	ADP
amfbr-200	36	38	the	the	DET
amfbr-200	36	39	emergence	emergence	NOUN
amfbr-200	36	40	of	of	ADP
amfbr-200	36	41	many	many	ADJ
amfbr-200	36	42	theories	theory	NOUN
amfbr-200	36	43	of	of	ADP
amfbr-200	36	44	valuation	valuation	NOUN
amfbr-200	36	45	of	of	ADP
amfbr-200	36	46	assets	asset	NOUN
amfbr-200	36	47	.	.	PUNCT
amfbr-200	37	1	a	a	DET
amfbr-200	37	2	brief	brief	ADJ
amfbr-200	37	3	survey	survey	NOUN
amfbr-200	37	4	of	of	ADP
amfbr-200	37	5	these	these	DET
amfbr-200	37	6	theories	theory	NOUN
amfbr-200	37	7	includes	include	VERB
amfbr-200	37	8	the	the	DET
amfbr-200	37	9	fundamentalist	fundamentalist	ADJ
amfbr-200	37	10	approach	approach	NOUN
amfbr-200	37	11	,	,	PUNCT
amfbr-200	37	12	the	the	DET
amfbr-200	37	13	technicalist	technicalist	ADJ
amfbr-200	37	14	approach	approach	NOUN
amfbr-200	37	15	,	,	PUNCT
amfbr-200	37	16	the	the	DET
amfbr-200	37	17	efficient	efficient	ADJ
amfbr-200	37	18	market	market	NOUN
amfbr-200	37	19	hypothesis	hypothesis	NOUN
amfbr-200	37	20	model	model	NOUN
amfbr-200	37	21	as	as	ADV
amfbr-200	37	22	well	well	ADV
amfbr-200	37	23	as	as	ADP
amfbr-200	37	24	the	the	DET
amfbr-200	37	25	arbitrage	arbitrage	NOUN
amfbr-200	37	26	pricing	pricing	NOUN
amfbr-200	37	27	theory	theory	NOUN
amfbr-200	37	28	.	.	PUNCT
amfbr-200	38	1	as	as	SCONJ
amfbr-200	38	2	amply	amply	ADV
amfbr-200	38	3	cited	cite	VERB
amfbr-200	38	4	by	by	ADP
amfbr-200	38	5	ogbulu	ogbulu	PROPN
amfbr-200	38	6	(	(	PUNCT
amfbr-200	38	7	2012	2012	NUM
amfbr-200	38	8	)	)	PUNCT
amfbr-200	38	9	,	,	PUNCT
amfbr-200	38	10	the	the	DET
amfbr-200	38	11	fundamental	fundamental	ADJ
amfbr-200	38	12	approach	approach	NOUN
amfbr-200	38	13	is	be	AUX
amfbr-200	38	14	predicated	predicate	VERB
amfbr-200	38	15	on	on	ADP
amfbr-200	38	16	the	the	DET
amfbr-200	38	17	assumptions	assumption	NOUN
amfbr-200	38	18	that	that	PRON
amfbr-200	38	19	every	every	DET
amfbr-200	38	20	security	security	NOUN
amfbr-200	38	21	has	have	VERB
amfbr-200	38	22	an	an	DET
amfbr-200	38	23	intrinsic	intrinsic	ADJ
amfbr-200	38	24	value	value	NOUN
amfbr-200	38	25	and	and	CCONJ
amfbr-200	38	26	that	that	SCONJ
amfbr-200	38	27	the	the	DET
amfbr-200	38	28	intrinsic	intrinsic	ADJ
amfbr-200	38	29	value	value	NOUN
amfbr-200	38	30	of	of	ADP
amfbr-200	38	31	every	every	DET
amfbr-200	38	32	security	security	NOUN
amfbr-200	38	33	is	be	AUX
amfbr-200	38	34	reflected	reflect	VERB
amfbr-200	38	35	in	in	ADP
amfbr-200	38	36	the	the	DET
amfbr-200	38	37	market	market	NOUN
amfbr-200	38	38	price	price	NOUN
amfbr-200	38	39	of	of	ADP
amfbr-200	38	40	that	that	DET
amfbr-200	38	41	security	security	NOUN
amfbr-200	38	42	.	.	PUNCT
amfbr-200	39	1	it	it	PRON
amfbr-200	39	2	is	be	AUX
amfbr-200	39	3	also	also	ADV
amfbr-200	39	4	assumed	assume	VERB
amfbr-200	39	5	that	that	SCONJ
amfbr-200	39	6	the	the	DET
amfbr-200	39	7	basic	basic	ADJ
amfbr-200	39	8	economic	economic	ADJ
amfbr-200	39	9	and	and	CCONJ
amfbr-200	39	10	fundamental	fundamental	ADJ
amfbr-200	39	11	facts	fact	NOUN
amfbr-200	39	12	and	and	CCONJ
amfbr-200	39	13	features	feature	VERB
amfbr-200	39	14	about	about	ADP
amfbr-200	39	15	a	a	DET
amfbr-200	39	16	firm	firm	ADJ
amfbr-200	39	17	or	or	CCONJ
amfbr-200	39	18	corporation	corporation	NOUN
amfbr-200	39	19	determine	determine	VERB
amfbr-200	39	20	the	the	DET
amfbr-200	39	21	intrinsic	intrinsic	ADJ
amfbr-200	39	22	value	value	NOUN
amfbr-200	39	23	of	of	ADP
amfbr-200	39	24	securities	security	NOUN
amfbr-200	39	25	issued	issue	VERB
amfbr-200	39	26	by	by	ADP
amfbr-200	39	27	the	the	DET
amfbr-200	39	28	firm	firm	NOUN
amfbr-200	39	29	or	or	CCONJ
amfbr-200	39	30	corporation	corporation	NOUN
amfbr-200	39	31	.	.	PUNCT
amfbr-200	40	1	thus	thus	ADV
amfbr-200	40	2	according	accord	VERB
amfbr-200	40	3	to	to	ADP
amfbr-200	40	4	the	the	DET
amfbr-200	40	5	fundamentalists	fundamentalist	NOUN
amfbr-200	40	6	,	,	PUNCT
amfbr-200	40	7	the	the	DET
amfbr-200	40	8	task	task	NOUN
amfbr-200	40	9	of	of	ADP
amfbr-200	40	10	the	the	DET
amfbr-200	40	11	rational	rational	ADJ
amfbr-200	40	12	investor	investor	NOUN
amfbr-200	40	13	is	be	AUX
amfbr-200	40	14	to	to	PART
amfbr-200	40	15	undertake	undertake	VERB
amfbr-200	40	16	rigorous	rigorous	ADJ
amfbr-200	40	17	fundamental	fundamental	ADJ
amfbr-200	40	18	analysis	analysis	NOUN
amfbr-200	40	19	of	of	ADP
amfbr-200	40	20	the	the	DET
amfbr-200	40	21	basic	basic	ADJ
amfbr-200	40	22	economic	economic	ADJ
amfbr-200	40	23	facts	fact	NOUN
amfbr-200	40	24	relating	relate	VERB
amfbr-200	40	25	to	to	ADP
amfbr-200	40	26	assets	asset	NOUN
amfbr-200	40	27	to	to	PART
amfbr-200	40	28	determine	determine	VERB
amfbr-200	40	29	their	their	PRON
amfbr-200	40	30	intrinsic	intrinsic	ADJ
amfbr-200	40	31	values	value	NOUN
amfbr-200	40	32	as	as	ADP
amfbr-200	40	33	a	a	DET
amfbr-200	40	34	prelude	prelude	NOUN
amfbr-200	40	35	to	to	ADP
amfbr-200	40	36	identifying	identify	VERB
amfbr-200	40	37	mis	mis	NOUN
amfbr-200	40	38	-	-	PUNCT
amfbr-200	40	39	priced	price	VERB
amfbr-200	40	40	assets	asset	NOUN
amfbr-200	40	41	in	in	ADP
amfbr-200	40	42	the	the	DET
amfbr-200	40	43	market	market	NOUN
amfbr-200	40	44	.	.	PUNCT
amfbr-200	41	1	hence	hence	ADV
amfbr-200	41	2	,	,	PUNCT
amfbr-200	41	3	armed	arm	VERB
amfbr-200	41	4	with	with	ADP
amfbr-200	41	5	information	information	NOUN
amfbr-200	41	6	on	on	ADP
amfbr-200	41	7	mis	mis	NOUN
amfbr-200	41	8	-	-	PUNCT
amfbr-200	41	9	priced	price	VERB
amfbr-200	41	10	securities	security	NOUN
amfbr-200	41	11	the	the	DET
amfbr-200	41	12	rational	rational	ADJ
amfbr-200	41	13	investor	investor	NOUN
amfbr-200	41	14	can	can	AUX
amfbr-200	41	15	formulate	formulate	VERB
amfbr-200	41	16	profitable	profitable	ADJ
amfbr-200	41	17	trading	trading	NOUN
amfbr-200	41	18	rules	rule	NOUN
amfbr-200	41	19	.	.	PUNCT
amfbr-200	42	1	(	(	PUNCT
amfbr-200	42	2	okafor	okafor	PROPN
amfbr-200	42	3	,	,	PUNCT
amfbr-200	42	4	1983	1983	NUM
amfbr-200	42	5	)	)	PUNCT
amfbr-200	42	6	,	,	PUNCT
amfbr-200	42	7	(	(	PUNCT
amfbr-200	42	8	bodie	bodie	PROPN
amfbr-200	42	9	,	,	PUNCT
amfbr-200	42	10	et	et	PROPN
amfbr-200	42	11	al	al	PROPN
amfbr-200	42	12	.	.	PROPN
amfbr-200	42	13	,2008	,2008	PROPN
amfbr-200	42	14	)	)	PUNCT
amfbr-200	42	15	on	on	ADP
amfbr-200	42	16	the	the	DET
amfbr-200	42	17	other	other	ADJ
amfbr-200	42	18	hand	hand	NOUN
amfbr-200	42	19	,	,	PUNCT
amfbr-200	42	20	the	the	DET
amfbr-200	42	21	technical	technical	ADJ
amfbr-200	42	22	approach	approach	NOUN
amfbr-200	42	23	dismisses	dismiss	VERB
amfbr-200	42	24	the	the	DET
amfbr-200	42	25	quest	quest	NOUN
amfbr-200	42	26	to	to	PART
amfbr-200	42	27	obtain	obtain	VERB
amfbr-200	42	28	knowledge	knowledge	NOUN
amfbr-200	42	29	of	of	ADP
amfbr-200	42	30	intrinsic	intrinsic	ADJ
amfbr-200	42	31	value	value	NOUN
amfbr-200	42	32	as	as	ADP
amfbr-200	42	33	irrelevant	irrelevant	ADJ
amfbr-200	42	34	in	in	ADP
amfbr-200	42	35	the	the	DET
amfbr-200	42	36	buy	buy	NOUN
amfbr-200	42	37	or	or	CCONJ
amfbr-200	42	38	sell	sell	VERB
amfbr-200	42	39	decisions	decision	NOUN
amfbr-200	42	40	of	of	ADP
amfbr-200	42	41	investors	investor	NOUN
amfbr-200	42	42	in	in	ADP
amfbr-200	42	43	the	the	DET
amfbr-200	42	44	capital	capital	NOUN
amfbr-200	42	45	market	market	NOUN
amfbr-200	42	46	.	.	PUNCT
amfbr-200	43	1	the	the	DET
amfbr-200	43	2	assumptions	assumption	NOUN
amfbr-200	43	3	here	here	ADV
amfbr-200	43	4	are	be	AUX
amfbr-200	43	5	that	that	SCONJ
amfbr-200	43	6	the	the	DET
amfbr-200	43	7	value	value	NOUN
amfbr-200	43	8	of	of	ADP
amfbr-200	43	9	a	a	DET
amfbr-200	43	10	security	security	NOUN
amfbr-200	43	11	is	be	AUX
amfbr-200	43	12	determined	determine	VERB
amfbr-200	43	13	by	by	ADP
amfbr-200	43	14	the	the	DET
amfbr-200	43	15	forces	force	NOUN
amfbr-200	43	16	of	of	ADP
amfbr-200	43	17	supply	supply	NOUN
amfbr-200	43	18	and	and	CCONJ
amfbr-200	43	19	demand	demand	NOUN
amfbr-200	43	20	and	and	CCONJ
amfbr-200	43	21	that	that	SCONJ
amfbr-200	43	22	prices	price	NOUN
amfbr-200	43	23	of	of	ADP
amfbr-200	43	24	securities	security	NOUN
amfbr-200	43	25	are	be	AUX
amfbr-200	43	26	observable	observable	ADJ
amfbr-200	43	27	,	,	PUNCT
amfbr-200	43	28	chartable	chartable	ADJ
amfbr-200	43	29	and	and	CCONJ
amfbr-200	43	30	follow	follow	VERB
amfbr-200	43	31	recurring	recur	VERB
amfbr-200	43	32	patterns	pattern	NOUN
amfbr-200	43	33	which	which	PRON
amfbr-200	43	34	can	can	AUX
amfbr-200	43	35	be	be	AUX
amfbr-200	43	36	used	use	VERB
amfbr-200	43	37	to	to	PART
amfbr-200	43	38	formulate	formulate	VERB
amfbr-200	43	39	profitable	profitable	ADJ
amfbr-200	43	40	trading	trading	NOUN
amfbr-200	43	41	rules	rule	NOUN
amfbr-200	43	42	in	in	ADP
amfbr-200	43	43	the	the	DET
amfbr-200	43	44	market	market	NOUN
amfbr-200	43	45	.	.	PUNCT
amfbr-200	44	1	for	for	ADP
amfbr-200	44	2	the	the	DET
amfbr-200	44	3	technicalists	technicalist	NOUN
amfbr-200	44	4	therefore	therefore	ADV
amfbr-200	44	5	,	,	PUNCT
amfbr-200	44	6	reliance	reliance	NOUN
amfbr-200	44	7	on	on	ADP
amfbr-200	44	8	market	market	NOUN
amfbr-200	44	9	prices	price	NOUN
amfbr-200	44	10	and	and	CCONJ
amfbr-200	44	11	their	their	PRON
amfbr-200	44	12	patterns	pattern	NOUN
amfbr-200	44	13	over	over	ADP
amfbr-200	44	14	time	time	NOUN
amfbr-200	44	15	would	would	AUX
amfbr-200	44	16	provide	provide	VERB
amfbr-200	44	17	signals	signal	NOUN
amfbr-200	44	18	for	for	ADP
amfbr-200	44	19	timing	timing	NOUN
amfbr-200	44	20	of	of	ADP
amfbr-200	44	21	market	market	NOUN
amfbr-200	44	22	transactions	transaction	NOUN
amfbr-200	44	23	to	to	PART
amfbr-200	44	24	optimum	optimum	VERB
amfbr-200	44	25	advantage.(francis	advantage.(francis	NUM
amfbr-200	44	26	,	,	PUNCT
amfbr-200	44	27	1980	1980	NUM
amfbr-200	44	28	)	)	PUNCT
amfbr-200	44	29	.	.	PUNCT
amfbr-200	45	1	the	the	DET
amfbr-200	45	2	efficient	efficient	ADJ
amfbr-200	45	3	market	market	NOUN
amfbr-200	45	4	approach	approach	NOUN
amfbr-200	45	5	is	be	AUX
amfbr-200	45	6	anchored	anchor	VERB
amfbr-200	45	7	on	on	ADP
amfbr-200	45	8	the	the	DET
amfbr-200	45	9	emh	emh	NOUN
amfbr-200	45	10	which	which	PRON
amfbr-200	45	11	assumes	assume	VERB
amfbr-200	45	12	that	that	SCONJ
amfbr-200	45	13	market	market	NOUN
amfbr-200	45	14	prices	price	NOUN
amfbr-200	45	15	of	of	ADP
amfbr-200	45	16	securities	security	NOUN
amfbr-200	45	17	fully	fully	ADV
amfbr-200	45	18	reflect	reflect	VERB
amfbr-200	45	19	all	all	PRON
amfbr-200	45	20	available	available	ADJ
amfbr-200	45	21	and	and	CCONJ
amfbr-200	45	22	relevant	relevant	ADJ
amfbr-200	45	23	information	information	NOUN
amfbr-200	45	24	about	about	ADP
amfbr-200	45	25	such	such	ADJ
amfbr-200	45	26	securities	security	NOUN
amfbr-200	45	27	and	and	CCONJ
amfbr-200	45	28	changes	change	NOUN
amfbr-200	45	29	in	in	ADP
amfbr-200	45	30	security	security	NOUN
amfbr-200	45	31	prices	price	NOUN
amfbr-200	45	32	are	be	AUX
amfbr-200	45	33	random	random	ADJ
amfbr-200	45	34	and	and	CCONJ
amfbr-200	45	35	not	not	PART
amfbr-200	45	36	systematic	systematic	ADJ
amfbr-200	45	37	as	as	SCONJ
amfbr-200	45	38	propounded	propound	VERB
amfbr-200	45	39	by	by	ADP
amfbr-200	45	40	the	the	DET
amfbr-200	45	41	technicalists	technicalist	NOUN
amfbr-200	45	42	.	.	PUNCT
amfbr-200	46	1	for	for	ADP
amfbr-200	46	2	the	the	DET
amfbr-200	46	3	emh	emh	PROPN
amfbr-200	46	4	approach	approach	NOUN
amfbr-200	46	5	therefore	therefore	ADV
amfbr-200	46	6	,	,	PUNCT
amfbr-200	46	7	there	there	PRON
amfbr-200	46	8	is	be	VERB
amfbr-200	46	9	no	no	DET
amfbr-200	46	10	specific	specific	ADJ
amfbr-200	46	11	and	and	CCONJ
amfbr-200	46	12	recurring	recur	VERB
amfbr-200	46	13	patterns	pattern	NOUN
amfbr-200	46	14	in	in	ADP
amfbr-200	46	15	the	the	DET
amfbr-200	46	16	behavior	behavior	NOUN
amfbr-200	46	17	of	of	ADP
amfbr-200	46	18	stock	stock	NOUN
amfbr-200	46	19	prices	price	NOUN
amfbr-200	46	20	which	which	PRON
amfbr-200	46	21	could	could	AUX
amfbr-200	46	22	provide	provide	VERB
amfbr-200	46	23	the	the	DET
amfbr-200	46	24	basis	basis	NOUN
amfbr-200	46	25	for	for	ADP
amfbr-200	46	26	formulating	formulate	VERB
amfbr-200	46	27	reliable	reliable	ADJ
amfbr-200	46	28	and	and	CCONJ
amfbr-200	46	29	profitable	profitable	ADJ
amfbr-200	46	30	trading	trading	NOUN
amfbr-200	46	31	rules	rule	NOUN
amfbr-200	46	32	.	.	PUNCT
amfbr-200	47	1	(	(	PUNCT
amfbr-200	47	2	hirt	hirt	NOUN
amfbr-200	47	3	and	and	CCONJ
amfbr-200	47	4	block,1983	block,1983	NOUN
amfbr-200	47	5	)	)	PUNCT
amfbr-200	47	6	the	the	DET
amfbr-200	47	7	culmination	culmination	NOUN
amfbr-200	47	8	of	of	ADP
amfbr-200	47	9	the	the	DET
amfbr-200	47	10	emh	emh	PROPN
amfbr-200	47	11	is	be	AUX
amfbr-200	47	12	the	the	DET
amfbr-200	47	13	single	single	ADJ
amfbr-200	47	14	-	-	PUNCT
amfbr-200	47	15	factor	factor	NOUN
amfbr-200	47	16	capm	capm	NOUN
amfbr-200	47	17	according	accord	VERB
amfbr-200	47	18	to	to	ADP
amfbr-200	47	19	which	which	PRON
amfbr-200	47	20	the	the	DET
amfbr-200	47	21	expected	expect	VERB
amfbr-200	47	22	return	return	NOUN
amfbr-200	47	23	on	on	ADP
amfbr-200	47	24	an	an	DET
amfbr-200	47	25	asset	asset	NOUN
amfbr-200	47	26	is	be	AUX
amfbr-200	47	27	postulated	postulate	VERB
amfbr-200	47	28	be	be	AUX
amfbr-200	47	29	an	an	DET
amfbr-200	47	30	increasing	increase	VERB
amfbr-200	47	31	function	function	NOUN
amfbr-200	47	32	of	of	ADP
amfbr-200	47	33	the	the	DET
amfbr-200	47	34	asset	asset	NOUN
amfbr-200	47	35	’s	’s	PART
amfbr-200	47	36	beta	beta	ADJ
amfbr-200	47	37	coefficient	coefficient	NOUN
amfbr-200	47	38	.	.	PUNCT
amfbr-200	48	1	although	although	SCONJ
amfbr-200	48	2	some	some	DET
amfbr-200	48	3	authors	author	NOUN
amfbr-200	48	4	like	like	ADP
amfbr-200	48	5	roll	roll	NOUN
amfbr-200	48	6	(	(	PUNCT
amfbr-200	48	7	1977	1977	NUM
amfbr-200	48	8	)	)	PUNCT
amfbr-200	48	9	are	be	AUX
amfbr-200	48	10	of	of	ADP
amfbr-200	48	11	the	the	DET
amfbr-200	48	12	view	view	NOUN
amfbr-200	48	13	that	that	SCONJ
amfbr-200	48	14	the	the	DET
amfbr-200	48	15	capm	capm	PROPN
amfbr-200	48	16	is	be	AUX
amfbr-200	48	17	untestable	untestable	ADJ
amfbr-200	48	18	on	on	ADP
amfbr-200	48	19	account	account	NOUN
amfbr-200	48	20	of	of	ADP
amfbr-200	48	21	the	the	DET
amfbr-200	48	22	difficulty	difficulty	NOUN
amfbr-200	48	23	in	in	ADP
amfbr-200	48	24	finding	find	VERB
amfbr-200	48	25	a	a	DET
amfbr-200	48	26	perfect	perfect	ADJ
amfbr-200	48	27	proxy	proxy	NOUN
amfbr-200	48	28	for	for	ADP
amfbr-200	48	29	the	the	DET
amfbr-200	48	30	market	market	NOUN
amfbr-200	48	31	portfolio	portfolio	NOUN
amfbr-200	48	32	,	,	PUNCT
amfbr-200	48	33	the	the	DET
amfbr-200	48	34	work	work	NOUN
amfbr-200	48	35	by	by	ADP
amfbr-200	48	36	ogbulu	ogbulu	ADJ
amfbr-200	48	37	(	(	PUNCT
amfbr-200	48	38	2012	2012	NUM
amfbr-200	48	39	)	)	PUNCT
amfbr-200	48	40	demonstrates	demonstrate	VERB
amfbr-200	48	41	the	the	DET
amfbr-200	48	42	use	use	NOUN
amfbr-200	48	43	of	of	ADP
amfbr-200	48	44	an	an	DET
amfbr-200	48	45	allasset	allasset	ADJ
amfbr-200	48	46	market	market	NOUN
amfbr-200	48	47	portfolio	portfolio	NOUN
amfbr-200	48	48	to	to	PART
amfbr-200	48	49	test	test	VERB
amfbr-200	48	50	the	the	DET
amfbr-200	48	51	validity	validity	NOUN
amfbr-200	48	52	of	of	ADP
amfbr-200	48	53	the	the	DET
amfbr-200	48	54	single	single	ADJ
amfbr-200	48	55	-	-	PUNCT
amfbr-200	48	56	factor	factor	NOUN
amfbr-200	48	57	capm	capm	NOUN
amfbr-200	48	58	.	.	PUNCT
amfbr-200	49	1	expectedly	expectedly	ADV
amfbr-200	49	2	,	,	PUNCT
amfbr-200	49	3	the	the	DET
amfbr-200	49	4	discussions	discussion	NOUN
amfbr-200	49	5	and	and	CCONJ
amfbr-200	49	6	controversies	controversy	NOUN
amfbr-200	49	7	that	that	PRON
amfbr-200	49	8	have	have	AUX
amfbr-200	49	9	been	be	AUX
amfbr-200	49	10	generated	generate	VERB
amfbr-200	49	11	over	over	ADP
amfbr-200	49	12	the	the	DET
amfbr-200	49	13	years	year	NOUN
amfbr-200	49	14	on	on	ADP
amfbr-200	49	15	the	the	DET
amfbr-200	49	16	proper	proper	ADJ
amfbr-200	49	17	meaning	meaning	NOUN
amfbr-200	49	18	of	of	ADP
amfbr-200	49	19	the	the	DET
amfbr-200	49	20	term	term	NOUN
amfbr-200	49	21	“	"	PUNCT
amfbr-200	49	22	all	all	DET
amfbr-200	49	23	available	available	ADJ
amfbr-200	49	24	information	information	NOUN
amfbr-200	49	25	”	"	PUNCT
amfbr-200	49	26	have	have	AUX
amfbr-200	49	27	given	give	VERB
amfbr-200	49	28	rise	rise	NOUN
amfbr-200	49	29	to	to	ADP
amfbr-200	49	30	the	the	DET
amfbr-200	49	31	characterization	characterization	NOUN
amfbr-200	49	32	of	of	ADP
amfbr-200	49	33	the	the	DET
amfbr-200	49	34	emh	emh	NOUN
amfbr-200	49	35	into	into	ADP
amfbr-200	49	36	three	three	NUM
amfbr-200	49	37	levels	level	NOUN
amfbr-200	49	38	of	of	ADP
amfbr-200	49	39	market	market	NOUN
amfbr-200	49	40	efficiency	efficiency	NOUN
amfbr-200	49	41	namelythe	namelythe	DET
amfbr-200	49	42	weak	weak	ADJ
amfbr-200	49	43	form	form	NOUN
amfbr-200	49	44	,	,	PUNCT
amfbr-200	49	45	the	the	DET
amfbr-200	49	46	semi	semi	ADJ
amfbr-200	49	47	-	-	ADJ
amfbr-200	49	48	strong	strong	ADJ
amfbr-200	49	49	form	form	NOUN
amfbr-200	49	50	and	and	CCONJ
amfbr-200	49	51	the	the	DET
amfbr-200	49	52	strong	strong	ADJ
amfbr-200	49	53	form	form	NOUN
amfbr-200	49	54	(	(	PUNCT
amfbr-200	49	55	bodie	bodie	PROPN
amfbr-200	49	56	,	,	PUNCT
amfbr-200	49	57	kane	kane	PROPN
amfbr-200	49	58	and	and	CCONJ
amfbr-200	49	59	marcus	marcus	PROPN
amfbr-200	49	60	,	,	PUNCT
amfbr-200	49	61	2008	2008	NUM
amfbr-200	49	62	;	;	PUNCT
amfbr-200	49	63	ogbulu	ogbulu	VERB
amfbr-200	49	64	,	,	PUNCT
amfbr-200	49	65	2009	2009	NUM
amfbr-200	49	66	)	)	PUNCT
amfbr-200	49	67	.	.	PUNCT
amfbr-200	50	1	the	the	DET
amfbr-200	50	2	weak	weak	ADJ
amfbr-200	50	3	form	form	NOUN
amfbr-200	50	4	asserts	assert	VERB
amfbr-200	50	5	that	that	SCONJ
amfbr-200	50	6	current	current	ADJ
amfbr-200	50	7	market	market	NOUN
amfbr-200	50	8	prices	price	NOUN
amfbr-200	50	9	of	of	ADP
amfbr-200	50	10	securities	security	NOUN
amfbr-200	50	11	in	in	ADP
amfbr-200	50	12	the	the	DET
amfbr-200	50	13	capital	capital	NOUN
amfbr-200	50	14	market	market	NOUN
amfbr-200	50	15	fully	fully	ADV
amfbr-200	50	16	reflect	reflect	VERB
amfbr-200	50	17	the	the	DET
amfbr-200	50	18	information	information	NOUN
amfbr-200	50	19	implied	imply	VERB
amfbr-200	50	20	by	by	ADP
amfbr-200	50	21	the	the	DET
amfbr-200	50	22	historical	historical	ADJ
amfbr-200	50	23	sequence	sequence	NOUN
amfbr-200	50	24	of	of	ADP
amfbr-200	50	25	prices	price	NOUN
amfbr-200	50	26	of	of	ADP
amfbr-200	50	27	the	the	DET
amfbr-200	50	28	securities	security	NOUN
amfbr-200	50	29	.	.	PUNCT
amfbr-200	51	1	hence	hence	ADV
amfbr-200	51	2	,	,	PUNCT
amfbr-200	51	3	the	the	DET
amfbr-200	51	4	weak	weak	ADJ
amfbr-200	51	5	form	form	NOUN
amfbr-200	51	6	efficiency	efficiency	NOUN
amfbr-200	51	7	implies	imply	VERB
amfbr-200	51	8	that	that	SCONJ
amfbr-200	51	9	knowledge	knowledge	NOUN
amfbr-200	51	10	of	of	ADP
amfbr-200	51	11	past	past	ADJ
amfbr-200	51	12	prices	price	NOUN
amfbr-200	51	13	of	of	ADP
amfbr-200	51	14	a	a	DET
amfbr-200	51	15	security	security	NOUN
amfbr-200	51	16	can	can	AUX
amfbr-200	51	17	not	not	PART
amfbr-200	51	18	be	be	AUX
amfbr-200	51	19	used	use	VERB
amfbr-200	51	20	to	to	PART
amfbr-200	51	21	predict	predict	VERB
amfbr-200	51	22	future	future	ADJ
amfbr-200	51	23	prices	price	NOUN
amfbr-200	51	24	of	of	ADP
amfbr-200	51	25	that	that	DET
amfbr-200	51	26	asset	asset	NOUN
amfbr-200	51	27	www.cribfb.com/journal/index.php/amfbr	www.cribfb.com/journal/index.php/amfbr	NOUN
amfbr-200	51	28	american	american	PROPN
amfbr-200	51	29	finance	finance	PROPN
amfbr-200	51	30	&	&	CCONJ
amfbr-200	51	31	banking	banking	PROPN
amfbr-200	51	32	review	review	PROPN
amfbr-200	51	33	vol	vol	NOUN
amfbr-200	51	34	.	.	PROPN
amfbr-200	52	1	3	3	NUM
amfbr-200	52	2	,	,	PUNCT
amfbr-200	52	3	no	no	INTJ
amfbr-200	52	4	.	.	NOUN
amfbr-200	52	5	1	1	NUM
amfbr-200	52	6	;	;	PUNCT
amfbr-200	52	7	2018	2018	NUM
amfbr-200	52	8	14	14	NUM
amfbr-200	52	9	nor	nor	CCONJ
amfbr-200	52	10	consistently	consistently	ADV
amfbr-200	52	11	secure	secure	ADJ
amfbr-200	52	12	abnormally	abnormally	ADV
amfbr-200	52	13	high	high	ADJ
amfbr-200	52	14	rates	rate	NOUN
amfbr-200	52	15	of	of	ADP
amfbr-200	52	16	return	return	NOUN
amfbr-200	52	17	.	.	PUNCT
amfbr-200	53	1	the	the	DET
amfbr-200	53	2	semi	semi	ADJ
amfbr-200	53	3	-	-	ADJ
amfbr-200	53	4	strong	strong	ADJ
amfbr-200	53	5	form	form	NOUN
amfbr-200	53	6	says	say	VERB
amfbr-200	53	7	that	that	SCONJ
amfbr-200	53	8	all	all	DET
amfbr-200	53	9	public	public	ADJ
amfbr-200	53	10	information	information	NOUN
amfbr-200	53	11	about	about	ADP
amfbr-200	53	12	the	the	DET
amfbr-200	53	13	securities	security	NOUN
amfbr-200	53	14	including	include	VERB
amfbr-200	53	15	historical	historical	ADJ
amfbr-200	53	16	information	information	NOUN
amfbr-200	53	17	is	be	AUX
amfbr-200	53	18	already	already	ADV
amfbr-200	53	19	fully	fully	ADV
amfbr-200	53	20	reflected	reflect	VERB
amfbr-200	53	21	in	in	ADP
amfbr-200	53	22	the	the	DET
amfbr-200	53	23	current	current	ADJ
amfbr-200	53	24	prices	price	NOUN
amfbr-200	53	25	of	of	ADP
amfbr-200	53	26	the	the	DET
amfbr-200	53	27	securities	security	NOUN
amfbr-200	53	28	hence	hence	ADV
amfbr-200	53	29	an	an	DET
amfbr-200	53	30	investor	investor	NOUN
amfbr-200	53	31	can	can	AUX
amfbr-200	53	32	not	not	PART
amfbr-200	53	33	use	use	VERB
amfbr-200	53	34	fundamental	fundamental	ADJ
amfbr-200	53	35	analysis	analysis	NOUN
amfbr-200	53	36	of	of	ADP
amfbr-200	53	37	the	the	DET
amfbr-200	53	38	securities	security	NOUN
amfbr-200	53	39	to	to	PART
amfbr-200	53	40	determine	determine	VERB
amfbr-200	53	41	whether	whether	SCONJ
amfbr-200	53	42	an	an	DET
amfbr-200	53	43	asset	asset	NOUN
amfbr-200	53	44	is	be	AUX
amfbr-200	53	45	mis	mi	NOUN
amfbr-200	53	46	-	-	PUNCT
amfbr-200	53	47	priced	priced	ADJ
amfbr-200	53	48	or	or	CCONJ
amfbr-200	53	49	not	not	PART
amfbr-200	53	50	in	in	ADP
amfbr-200	53	51	order	order	NOUN
amfbr-200	53	52	to	to	PART
amfbr-200	53	53	produce	produce	VERB
amfbr-200	53	54	abnormal	abnormal	ADJ
amfbr-200	53	55	returns	return	NOUN
amfbr-200	53	56	.	.	PUNCT
amfbr-200	54	1	on	on	ADP
amfbr-200	54	2	the	the	DET
amfbr-200	54	3	other	other	ADJ
amfbr-200	54	4	hand	hand	NOUN
amfbr-200	54	5	,	,	PUNCT
amfbr-200	54	6	the	the	DET
amfbr-200	54	7	strong	strong	ADJ
amfbr-200	54	8	form	form	NOUN
amfbr-200	54	9	states	state	VERB
amfbr-200	54	10	that	that	SCONJ
amfbr-200	54	11	all	all	PRON
amfbr-200	54	12	,	,	PUNCT
amfbr-200	54	13	not	not	PART
amfbr-200	54	14	just	just	ADV
amfbr-200	54	15	publicly	publicly	ADV
amfbr-200	54	16	available	available	ADJ
amfbr-200	54	17	information	information	NOUN
amfbr-200	54	18	about	about	ADP
amfbr-200	54	19	a	a	DET
amfbr-200	54	20	security	security	NOUN
amfbr-200	54	21	is	be	AUX
amfbr-200	54	22	fully	fully	ADV
amfbr-200	54	23	reflected	reflect	VERB
amfbr-200	54	24	in	in	ADP
amfbr-200	54	25	security	security	NOUN
amfbr-200	54	26	prices	price	NOUN
amfbr-200	54	27	such	such	ADJ
amfbr-200	54	28	that	that	SCONJ
amfbr-200	54	29	even	even	ADV
amfbr-200	54	30	those	those	PRON
amfbr-200	54	31	with	with	ADP
amfbr-200	54	32	privileged	privileged	ADJ
amfbr-200	54	33	or	or	CCONJ
amfbr-200	54	34	what	what	PRON
amfbr-200	54	35	may	may	AUX
amfbr-200	54	36	be	be	AUX
amfbr-200	54	37	considered	consider	VERB
amfbr-200	54	38	as	as	SCONJ
amfbr-200	54	39	insider	insider	NOUN
amfbr-200	54	40	information	information	NOUN
amfbr-200	54	41	can	can	AUX
amfbr-200	54	42	utilize	utilize	VERB
amfbr-200	54	43	such	such	ADJ
amfbr-200	54	44	information	information	NOUN
amfbr-200	54	45	to	to	PART
amfbr-200	54	46	earn	earn	VERB
amfbr-200	54	47	superior	superior	ADJ
amfbr-200	54	48	returns	return	NOUN
amfbr-200	54	49	in	in	ADP
amfbr-200	54	50	the	the	DET
amfbr-200	54	51	market	market	NOUN
amfbr-200	54	52	.	.	PUNCT
amfbr-200	55	1	the	the	DET
amfbr-200	55	2	arbitrage	arbitrage	NOUN
amfbr-200	55	3	pricing	pricing	NOUN
amfbr-200	55	4	theory	theory	NOUN
amfbr-200	55	5	(	(	PUNCT
amfbr-200	55	6	apt	apt	ADJ
amfbr-200	55	7	)	)	PUNCT
amfbr-200	55	8	in	in	ADP
amfbr-200	55	9	contrast	contrast	NOUN
amfbr-200	55	10	to	to	ADP
amfbr-200	55	11	the	the	DET
amfbr-200	55	12	emh	emh	PROPN
amfbr-200	55	13	single	single	ADJ
amfbr-200	55	14	-	-	PUNCT
amfbr-200	55	15	factor	factor	NOUN
amfbr-200	55	16	capm	capm	NOUN
amfbr-200	55	17	,	,	PUNCT
amfbr-200	55	18	postulates	postulate	VERB
amfbr-200	55	19	a	a	DET
amfbr-200	55	20	multifactor	multifactor	NOUN
amfbr-200	55	21	apt	apt	ADJ
amfbr-200	55	22	which	which	PRON
amfbr-200	55	23	generalizes	generalize	VERB
amfbr-200	55	24	the	the	DET
amfbr-200	55	25	single	single	ADJ
amfbr-200	55	26	-	-	PUNCT
amfbr-200	55	27	factor	factor	NOUN
amfbr-200	55	28	model	model	NOUN
amfbr-200	55	29	to	to	PART
amfbr-200	55	30	incorporate	incorporate	VERB
amfbr-200	55	31	several	several	ADJ
amfbr-200	55	32	other	other	ADJ
amfbr-200	55	33	sources	source	NOUN
amfbr-200	55	34	of	of	ADP
amfbr-200	55	35	systematic	systematic	ADJ
amfbr-200	55	36	risk	risk	NOUN
amfbr-200	55	37	beyond	beyond	ADP
amfbr-200	55	38	the	the	DET
amfbr-200	55	39	beta	beta	ADJ
amfbr-200	55	40	coefficient	coefficient	NOUN
amfbr-200	55	41	.	.	PUNCT
amfbr-200	56	1	(	(	PUNCT
amfbr-200	56	2	ross,1976	ross,1976	NOUN
amfbr-200	56	3	)	)	PUNCT
amfbr-200	56	4	;	;	PUNCT
amfbr-200	56	5	(	(	PUNCT
amfbr-200	56	6	chen	chen	PROPN
amfbr-200	56	7	,	,	PUNCT
amfbr-200	56	8	roll	roll	NOUN
amfbr-200	56	9	and	and	CCONJ
amfbr-200	56	10	ross	ross	PROPN
amfbr-200	56	11	,	,	PUNCT
amfbr-200	56	12	1986	1986	NUM
amfbr-200	56	13	)	)	PUNCT
amfbr-200	56	14	.	.	PUNCT
amfbr-200	57	1	notwithstanding	notwithstanding	ADP
amfbr-200	57	2	the	the	DET
amfbr-200	57	3	apparent	apparent	ADJ
amfbr-200	57	4	contradictions	contradiction	NOUN
amfbr-200	57	5	inherent	inherent	ADJ
amfbr-200	57	6	in	in	ADP
amfbr-200	57	7	these	these	DET
amfbr-200	57	8	theories	theory	NOUN
amfbr-200	57	9	,	,	PUNCT
amfbr-200	57	10	it	it	PRON
amfbr-200	57	11	should	should	AUX
amfbr-200	57	12	be	be	AUX
amfbr-200	57	13	noted	note	VERB
amfbr-200	57	14	that	that	SCONJ
amfbr-200	57	15	each	each	DET
amfbr-200	57	16	approach	approach	NOUN
amfbr-200	57	17	has	have	VERB
amfbr-200	57	18	its	its	PRON
amfbr-200	57	19	adherents	adherent	NOUN
amfbr-200	57	20	and	and	CCONJ
amfbr-200	57	21	in	in	ADP
amfbr-200	57	22	practice	practice	NOUN
amfbr-200	57	23	many	many	ADJ
amfbr-200	57	24	practitioners	practitioner	NOUN
amfbr-200	57	25	are	be	AUX
amfbr-200	57	26	wo	will	AUX
amfbr-200	57	27	nt	not	PART
amfbr-200	57	28	to	to	PART
amfbr-200	57	29	use	use	VERB
amfbr-200	57	30	a	a	DET
amfbr-200	57	31	combination	combination	NOUN
amfbr-200	57	32	of	of	ADP
amfbr-200	57	33	these	these	DET
amfbr-200	57	34	approaches	approach	NOUN
amfbr-200	57	35	to	to	PART
amfbr-200	57	36	arrive	arrive	VERB
amfbr-200	57	37	at	at	ADP
amfbr-200	57	38	optimal	optimal	ADJ
amfbr-200	57	39	decisions	decision	NOUN
amfbr-200	57	40	.	.	PUNCT
amfbr-200	58	1	resting	rest	VERB
amfbr-200	58	2	on	on	ADP
amfbr-200	58	3	the	the	DET
amfbr-200	58	4	tenets	tenet	NOUN
amfbr-200	58	5	of	of	ADP
amfbr-200	58	6	the	the	DET
amfbr-200	58	7	fundamentalist	fundamentalist	ADJ
amfbr-200	58	8	approach	approach	NOUN
amfbr-200	58	9	therefore	therefore	ADV
amfbr-200	58	10	,	,	PUNCT
amfbr-200	58	11	it	it	PRON
amfbr-200	58	12	is	be	AUX
amfbr-200	58	13	apposite	apposite	ADV
amfbr-200	58	14	to	to	PART
amfbr-200	58	15	contend	contend	VERB
amfbr-200	58	16	that	that	SCONJ
amfbr-200	58	17	prices	price	NOUN
amfbr-200	58	18	of	of	ADP
amfbr-200	58	19	financial	financial	ADJ
amfbr-200	58	20	assets	asset	NOUN
amfbr-200	58	21	quoted	quote	VERB
amfbr-200	58	22	on	on	ADP
amfbr-200	58	23	any	any	DET
amfbr-200	58	24	stock	stock	NOUN
amfbr-200	58	25	exchange	exchange	NOUN
amfbr-200	58	26	are	be	AUX
amfbr-200	58	27	influenced	influence	VERB
amfbr-200	58	28	not	not	PART
amfbr-200	58	29	only	only	ADV
amfbr-200	58	30	by	by	ADP
amfbr-200	58	31	firm	firm	ADJ
amfbr-200	58	32	-	-	PUNCT
amfbr-200	58	33	specific	specific	ADJ
amfbr-200	58	34	and	and	CCONJ
amfbr-200	58	35	industry	industry	NOUN
amfbr-200	58	36	factors	factor	NOUN
amfbr-200	58	37	but	but	CCONJ
amfbr-200	58	38	also	also	ADV
amfbr-200	58	39	by	by	ADP
amfbr-200	58	40	macro	macro	ADJ
amfbr-200	58	41	-	-	ADJ
amfbr-200	58	42	economic	economic	ADJ
amfbr-200	58	43	,	,	PUNCT
amfbr-200	58	44	socio	socio	NOUN
amfbr-200	58	45	-	-	PUNCT
amfbr-200	58	46	economic	economic	ADJ
amfbr-200	58	47	,	,	PUNCT
amfbr-200	58	48	political	political	ADJ
amfbr-200	58	49	and	and	CCONJ
amfbr-200	58	50	even	even	ADV
amfbr-200	58	51	socio	socio	NOUN
amfbr-200	58	52	-	-	PUNCT
amfbr-200	58	53	cultural	cultural	ADJ
amfbr-200	58	54	factors	factor	NOUN
amfbr-200	58	55	within	within	ADP
amfbr-200	58	56	and	and	CCONJ
amfbr-200	58	57	outside	outside	ADP
amfbr-200	58	58	the	the	DET
amfbr-200	58	59	domestic	domestic	ADJ
amfbr-200	58	60	economy	economy	NOUN
amfbr-200	58	61	given	give	VERB
amfbr-200	58	62	the	the	DET
amfbr-200	58	63	inter	inter	NOUN
amfbr-200	58	64	-	-	NOUN
amfbr-200	58	65	connectedness	connectedness	NOUN
amfbr-200	58	66	of	of	ADP
amfbr-200	58	67	many	many	ADJ
amfbr-200	58	68	nations	nation	NOUN
amfbr-200	58	69	today	today	NOUN
amfbr-200	58	70	.	.	PUNCT
amfbr-200	59	1	the	the	DET
amfbr-200	59	2	focus	focus	NOUN
amfbr-200	59	3	of	of	ADP
amfbr-200	59	4	this	this	DET
amfbr-200	59	5	paper	paper	NOUN
amfbr-200	59	6	therefore	therefore	ADV
amfbr-200	59	7	is	be	AUX
amfbr-200	59	8	to	to	PART
amfbr-200	59	9	examine	examine	VERB
amfbr-200	59	10	the	the	DET
amfbr-200	59	11	nature	nature	NOUN
amfbr-200	59	12	and	and	CCONJ
amfbr-200	59	13	extent	extent	NOUN
amfbr-200	59	14	of	of	ADP
amfbr-200	59	15	the	the	DET
amfbr-200	59	16	impact	impact	NOUN
amfbr-200	59	17	of	of	ADP
amfbr-200	59	18	nigeria	nigeria	PROPN
amfbr-200	59	19	’s	’s	PART
amfbr-200	59	20	crude	crude	ADJ
amfbr-200	59	21	oil	oil	NOUN
amfbr-200	59	22	price	price	NOUN
amfbr-200	59	23	and	and	CCONJ
amfbr-200	59	24	the	the	DET
amfbr-200	59	25	naira	naira	PROPN
amfbr-200	59	26	exchange	exchange	NOUN
amfbr-200	59	27	rate	rate	NOUN
amfbr-200	59	28	on	on	ADP
amfbr-200	59	29	stock	stock	NOUN
amfbr-200	59	30	market	market	NOUN
amfbr-200	59	31	prices	price	NOUN
amfbr-200	59	32	in	in	ADP
amfbr-200	59	33	nigeria	nigeria	PROPN
amfbr-200	59	34	as	as	ADV
amfbr-200	59	35	well	well	ADV
amfbr-200	59	36	as	as	ADP
amfbr-200	59	37	investigating	investigate	VERB
amfbr-200	59	38	the	the	DET
amfbr-200	59	39	volatility	volatility	NOUN
amfbr-200	59	40	spillover	spillover	VERB
amfbr-200	59	41	effect	effect	NOUN
amfbr-200	59	42	from	from	ADP
amfbr-200	59	43	crude	crude	ADJ
amfbr-200	59	44	oil	oil	NOUN
amfbr-200	59	45	price	price	NOUN
amfbr-200	59	46	and	and	CCONJ
amfbr-200	59	47	exchange	exchange	NOUN
amfbr-200	59	48	rates	rate	NOUN
amfbr-200	59	49	to	to	ADP
amfbr-200	59	50	the	the	DET
amfbr-200	59	51	stock	stock	NOUN
amfbr-200	59	52	market	market	NOUN
amfbr-200	59	53	prices	price	NOUN
amfbr-200	59	54	.	.	PUNCT
amfbr-200	60	1	2.1	2.1	NUM
amfbr-200	60	2	theoretical	theoretical	ADJ
amfbr-200	60	3	background	background	NOUN
amfbr-200	60	4	the	the	DET
amfbr-200	60	5	oil	oil	NOUN
amfbr-200	60	6	price	price	NOUN
amfbr-200	60	7	-	-	PUNCT
amfbr-200	60	8	stock	stock	NOUN
amfbr-200	60	9	market	market	NOUN
amfbr-200	60	10	price	price	NOUN
amfbr-200	60	11	transmission	transmission	NOUN
amfbr-200	60	12	path	path	NOUN
amfbr-200	60	13	can	can	AUX
amfbr-200	60	14	be	be	AUX
amfbr-200	60	15	traced	trace	VERB
amfbr-200	60	16	in	in	ADP
amfbr-200	60	17	two	two	NUM
amfbr-200	60	18	ways	way	NOUN
amfbr-200	60	19	.	.	PUNCT
amfbr-200	61	1	first	first	ADV
amfbr-200	61	2	is	be	AUX
amfbr-200	61	3	the	the	DET
amfbr-200	61	4	cash	cash	NOUN
amfbr-200	61	5	flow	flow	NOUN
amfbr-200	61	6	path	path	NOUN
amfbr-200	61	7	and	and	CCONJ
amfbr-200	61	8	the	the	DET
amfbr-200	61	9	second	second	ADJ
amfbr-200	61	10	relates	relate	VERB
amfbr-200	61	11	to	to	ADP
amfbr-200	61	12	the	the	DET
amfbr-200	61	13	wealth	wealth	NOUN
amfbr-200	61	14	effect	effect	NOUN
amfbr-200	61	15	the	the	DET
amfbr-200	61	16	link	link	NOUN
amfbr-200	61	17	between	between	ADP
amfbr-200	61	18	oil	oil	NOUN
amfbr-200	61	19	prices	price	NOUN
amfbr-200	61	20	and	and	CCONJ
amfbr-200	61	21	stock	stock	NOUN
amfbr-200	61	22	returns	return	NOUN
amfbr-200	61	23	can	can	AUX
amfbr-200	61	24	be	be	AUX
amfbr-200	61	25	explored	explore	VERB
amfbr-200	61	26	by	by	ADP
amfbr-200	61	27	explaining	explain	VERB
amfbr-200	61	28	the	the	DET
amfbr-200	61	29	channels	channel	NOUN
amfbr-200	61	30	through	through	ADP
amfbr-200	61	31	which	which	PRON
amfbr-200	61	32	the	the	DET
amfbr-200	61	33	changes	change	NOUN
amfbr-200	61	34	in	in	ADP
amfbr-200	61	35	oil	oil	NOUN
amfbr-200	61	36	price	price	NOUN
amfbr-200	61	37	can	can	AUX
amfbr-200	61	38	affect	affect	VERB
amfbr-200	61	39	real	real	ADJ
amfbr-200	61	40	stock	stock	NOUN
amfbr-200	61	41	market	market	NOUN
amfbr-200	61	42	returns	return	NOUN
amfbr-200	61	43	.	.	PUNCT
amfbr-200	62	1	in	in	ADP
amfbr-200	62	2	theory	theory	NOUN
amfbr-200	62	3	,	,	PUNCT
amfbr-200	62	4	there	there	PRON
amfbr-200	62	5	are	be	VERB
amfbr-200	62	6	several	several	ADJ
amfbr-200	62	7	transmission	transmission	NOUN
amfbr-200	62	8	mechanisms	mechanism	NOUN
amfbr-200	62	9	that	that	PRON
amfbr-200	62	10	clarify	clarify	VERB
amfbr-200	62	11	this	this	DET
amfbr-200	62	12	relation	relation	NOUN
amfbr-200	62	13	.	.	PUNCT
amfbr-200	63	1	according	accord	VERB
amfbr-200	63	2	to	to	ADP
amfbr-200	63	3	the	the	DET
amfbr-200	63	4	financial	financial	ADJ
amfbr-200	63	5	economic	economic	ADJ
amfbr-200	63	6	science	science	NOUN
amfbr-200	63	7	,	,	PUNCT
amfbr-200	63	8	there	there	PRON
amfbr-200	63	9	are	be	VERB
amfbr-200	63	10	two	two	NUM
amfbr-200	63	11	main	main	ADJ
amfbr-200	63	12	channels	channel	NOUN
amfbr-200	63	13	.	.	PUNCT
amfbr-200	64	1	first	first	ADV
amfbr-200	64	2	,	,	PUNCT
amfbr-200	64	3	based	base	VERB
amfbr-200	64	4	on	on	ADP
amfbr-200	64	5	a	a	DET
amfbr-200	64	6	microeconomic	microeconomic	ADJ
amfbr-200	64	7	perspective	perspective	NOUN
amfbr-200	64	8	,	,	PUNCT
amfbr-200	64	9	a	a	DET
amfbr-200	64	10	logical	logical	ADJ
amfbr-200	64	11	way	way	NOUN
amfbr-200	64	12	is	be	AUX
amfbr-200	64	13	the	the	DET
amfbr-200	64	14	channel	channel	NOUN
amfbr-200	64	15	of	of	ADP
amfbr-200	64	16	expected	expect	VERB
amfbr-200	64	17	cash	cash	NOUN
amfbr-200	64	18	flow	flow	NOUN
amfbr-200	64	19	.	.	PUNCT
amfbr-200	65	1	oil	oil	NOUN
amfbr-200	65	2	is	be	AUX
amfbr-200	65	3	an	an	DET
amfbr-200	65	4	important	important	ADJ
amfbr-200	65	5	input	input	NOUN
amfbr-200	65	6	in	in	ADP
amfbr-200	65	7	the	the	DET
amfbr-200	65	8	production	production	NOUN
amfbr-200	65	9	process	process	NOUN
amfbr-200	65	10	;	;	PUNCT
amfbr-200	65	11	therefore	therefore	ADV
amfbr-200	65	12	,	,	PUNCT
amfbr-200	65	13	higher	high	ADJ
amfbr-200	65	14	production	production	NOUN
amfbr-200	65	15	costs	cost	NOUN
amfbr-200	65	16	due	due	ADJ
amfbr-200	65	17	to	to	ADP
amfbr-200	65	18	higher	high	ADJ
amfbr-200	65	19	oil	oil	NOUN
amfbr-200	65	20	prices	price	NOUN
amfbr-200	65	21	will	will	AUX
amfbr-200	65	22	adversely	adversely	ADV
amfbr-200	65	23	affect	affect	VERB
amfbr-200	65	24	margins	margin	NOUN
amfbr-200	65	25	,	,	PUNCT
amfbr-200	65	26	cash	cash	NOUN
amfbr-200	65	27	flows	flow	NOUN
amfbr-200	65	28	and	and	CCONJ
amfbr-200	65	29	hence	hence	ADV
amfbr-200	65	30	stock	stock	NOUN
amfbr-200	65	31	prices	price	NOUN
amfbr-200	65	32	.	.	PUNCT
amfbr-200	66	1	second	second	ADJ
amfbr-200	66	2	,	,	PUNCT
amfbr-200	66	3	according	accord	VERB
amfbr-200	66	4	to	to	ADP
amfbr-200	66	5	the	the	DET
amfbr-200	66	6	macroeconomic	macroeconomic	ADJ
amfbr-200	66	7	view	view	NOUN
amfbr-200	66	8	,	,	PUNCT
amfbr-200	66	9	oil	oil	NOUN
amfbr-200	66	10	prices	price	NOUN
amfbr-200	66	11	may	may	AUX
amfbr-200	66	12	impact	impact	VERB
amfbr-200	66	13	stock	stock	NOUN
amfbr-200	66	14	returns	return	NOUN
amfbr-200	66	15	via	via	ADP
amfbr-200	66	16	the	the	DET
amfbr-200	66	17	discount	discount	NOUN
amfbr-200	66	18	rate	rate	NOUN
amfbr-200	66	19	.	.	PUNCT
amfbr-200	67	1	an	an	DET
amfbr-200	67	2	oil	oil	NOUN
amfbr-200	67	3	price	price	NOUN
amfbr-200	67	4	increase	increase	NOUN
amfbr-200	67	5	often	often	ADV
amfbr-200	67	6	results	result	VERB
amfbr-200	67	7	in	in	ADP
amfbr-200	67	8	inflationary	inflationary	ADJ
amfbr-200	67	9	pressures	pressure	NOUN
amfbr-200	67	10	.	.	PUNCT
amfbr-200	68	1	the	the	DET
amfbr-200	68	2	central	central	ADJ
amfbr-200	68	3	bank	bank	NOUN
amfbr-200	68	4	may	may	AUX
amfbr-200	68	5	raise	raise	VERB
amfbr-200	68	6	the	the	DET
amfbr-200	68	7	interest	interest	NOUN
amfbr-200	68	8	rate	rate	NOUN
amfbr-200	68	9	to	to	PART
amfbr-200	68	10	combat	combat	VERB
amfbr-200	68	11	these	these	DET
amfbr-200	68	12	pressures	pressure	NOUN
amfbr-200	68	13	(	(	PUNCT
amfbr-200	68	14	basher	basher	NOUN
amfbr-200	68	15	and	and	CCONJ
amfbr-200	68	16	sadorsky	sadorsky	ADJ
amfbr-200	68	17	,	,	PUNCT
amfbr-200	68	18	2006	2006	NUM
amfbr-200	68	19	)	)	PUNCT
amfbr-200	68	20	.	.	PUNCT
amfbr-200	69	1	since	since	SCONJ
amfbr-200	69	2	both	both	CCONJ
amfbr-200	69	3	the	the	DET
amfbr-200	69	4	inflation	inflation	NOUN
amfbr-200	69	5	rate	rate	NOUN
amfbr-200	69	6	and	and	CCONJ
amfbr-200	69	7	interest	interest	NOUN
amfbr-200	69	8	rate	rate	NOUN
amfbr-200	69	9	,	,	PUNCT
amfbr-200	69	10	which	which	PRON
amfbr-200	69	11	constitute	constitute	VERB
amfbr-200	69	12	the	the	DET
amfbr-200	69	13	discount	discount	NOUN
amfbr-200	69	14	rate	rate	NOUN
amfbr-200	69	15	,	,	PUNCT
amfbr-200	69	16	are	be	AUX
amfbr-200	69	17	influenced	influence	VERB
amfbr-200	69	18	by	by	ADP
amfbr-200	69	19	oil	oil	NOUN
amfbr-200	69	20	price	price	NOUN
amfbr-200	69	21	,	,	PUNCT
amfbr-200	69	22	it	it	PRON
amfbr-200	69	23	follows	follow	VERB
amfbr-200	69	24	that	that	SCONJ
amfbr-200	69	25	the	the	DET
amfbr-200	69	26	rise	rise	NOUN
amfbr-200	69	27	in	in	ADP
amfbr-200	69	28	oil	oil	NOUN
amfbr-200	69	29	price	price	NOUN
amfbr-200	69	30	raises	raise	VERB
amfbr-200	69	31	the	the	DET
amfbr-200	69	32	discount	discount	NOUN
amfbr-200	69	33	rate	rate	NOUN
amfbr-200	69	34	,	,	PUNCT
amfbr-200	69	35	and	and	CCONJ
amfbr-200	69	36	thus	thus	ADV
amfbr-200	69	37	,	,	PUNCT
amfbr-200	69	38	reduces	reduce	VERB
amfbr-200	69	39	the	the	DET
amfbr-200	69	40	stock	stock	NOUN
amfbr-200	69	41	returns	return	NOUN
amfbr-200	69	42	.	.	PUNCT
amfbr-200	70	1	in	in	ADP
amfbr-200	70	2	fact	fact	NOUN
amfbr-200	70	3	,	,	PUNCT
amfbr-200	70	4	the	the	DET
amfbr-200	70	5	response	response	NOUN
amfbr-200	70	6	of	of	ADP
amfbr-200	70	7	aggregate	aggregate	ADJ
amfbr-200	70	8	stock	stock	NOUN
amfbr-200	70	9	returns	return	NOUN
amfbr-200	70	10	to	to	ADP
amfbr-200	70	11	oil	oil	NOUN
amfbr-200	70	12	price	price	NOUN
amfbr-200	70	13	changes	change	NOUN
amfbr-200	70	14	greatly	greatly	ADV
amfbr-200	70	15	depends	depend	VERB
amfbr-200	70	16	on	on	ADP
amfbr-200	70	17	whether	whether	SCONJ
amfbr-200	70	18	the	the	DET
amfbr-200	70	19	country	country	NOUN
amfbr-200	70	20	in	in	ADP
amfbr-200	70	21	question	question	NOUN
amfbr-200	70	22	is	be	AUX
amfbr-200	70	23	an	an	DET
amfbr-200	70	24	oil	oil	NOUN
amfbr-200	70	25	-	-	PUNCT
amfbr-200	70	26	importing	import	VERB
amfbr-200	70	27	or	or	CCONJ
amfbr-200	70	28	exporting	export	VERB
amfbr-200	70	29	country	country	NOUN
amfbr-200	70	30	.	.	PUNCT
amfbr-200	71	1	for	for	ADP
amfbr-200	71	2	a	a	DET
amfbr-200	71	3	net	net	ADJ
amfbr-200	71	4	importer	importer	NOUN
amfbr-200	71	5	of	of	ADP
amfbr-200	71	6	oil	oil	NOUN
amfbr-200	71	7	,	,	PUNCT
amfbr-200	71	8	a	a	DET
amfbr-200	71	9	rise	rise	NOUN
amfbr-200	71	10	in	in	ADP
amfbr-200	71	11	oil	oil	NOUN
amfbr-200	71	12	price	price	NOUN
amfbr-200	71	13	puts	put	VERB
amfbr-200	71	14	a	a	DET
amfbr-200	71	15	downward	downward	ADJ
amfbr-200	71	16	pressure	pressure	NOUN
amfbr-200	71	17	on	on	ADP
amfbr-200	71	18	the	the	DET
amfbr-200	71	19	country	country	NOUN
amfbr-200	71	20	’s	’s	PART
amfbr-200	71	21	foreign	foreign	ADJ
amfbr-200	71	22	exchange	exchange	NOUN
amfbr-200	71	23	rate	rate	NOUN
amfbr-200	71	24	and	and	CCONJ
amfbr-200	71	25	upward	upward	ADJ
amfbr-200	71	26	pressure	pressure	NOUN
amfbr-200	71	27	on	on	ADP
amfbr-200	71	28	domestic	domestic	ADJ
amfbr-200	71	29	inflation	inflation	NOUN
amfbr-200	71	30	rate	rate	NOUN
amfbr-200	71	31	.	.	PUNCT
amfbr-200	72	1	because	because	SCONJ
amfbr-200	72	2	a	a	DET
amfbr-200	72	3	higher	high	ADJ
amfbr-200	72	4	expected	expect	VERB
amfbr-200	72	5	inflation	inflation	NOUN
amfbr-200	72	6	rate	rate	NOUN
amfbr-200	72	7	raises	raise	VERB
amfbr-200	72	8	the	the	DET
amfbr-200	72	9	discount	discount	NOUN
amfbr-200	72	10	rate	rate	NOUN
amfbr-200	72	11	,	,	PUNCT
amfbr-200	72	12	an	an	DET
amfbr-200	72	13	increase	increase	NOUN
amfbr-200	72	14	in	in	ADP
amfbr-200	72	15	oil	oil	NOUN
amfbr-200	72	16	prices	price	NOUN
amfbr-200	72	17	has	have	VERB
amfbr-200	72	18	a	a	DET
amfbr-200	72	19	negative	negative	ADJ
amfbr-200	72	20	impact	impact	NOUN
amfbr-200	72	21	on	on	ADP
amfbr-200	72	22	stock	stock	NOUN
amfbr-200	72	23	returns	return	NOUN
amfbr-200	72	24	(	(	PUNCT
amfbr-200	72	25	huang	huang	PROPN
amfbr-200	72	26	et	et	PROPN
amfbr-200	72	27	al	al	PROPN
amfbr-200	72	28	.	.	PROPN
amfbr-200	72	29	1996	1996	NUM
amfbr-200	72	30	)	)	PUNCT
amfbr-200	72	31	.	.	PUNCT
amfbr-200	73	1	a	a	DET
amfbr-200	73	2	positive	positive	ADJ
amfbr-200	73	3	impact	impact	NOUN
amfbr-200	73	4	is	be	AUX
amfbr-200	73	5	,	,	PUNCT
amfbr-200	73	6	however	however	ADV
amfbr-200	73	7	,	,	PUNCT
amfbr-200	73	8	expected	expect	VERB
amfbr-200	73	9	on	on	ADP
amfbr-200	73	10	stock	stock	NOUN
amfbr-200	73	11	market	market	NOUN
amfbr-200	73	12	in	in	ADP
amfbr-200	73	13	oil	oil	NOUN
amfbr-200	73	14	exporting	export	VERB
amfbr-200	73	15	countries	country	NOUN
amfbr-200	73	16	as	as	ADP
amfbr-200	73	17	a	a	DET
amfbr-200	73	18	reaction	reaction	NOUN
amfbr-200	73	19	to	to	ADP
amfbr-200	73	20	a	a	DET
amfbr-200	73	21	change	change	NOUN
amfbr-200	73	22	in	in	ADP
amfbr-200	73	23	oil	oil	NOUN
amfbr-200	73	24	prices	price	NOUN
amfbr-200	73	25	.	.	PUNCT
amfbr-200	74	1	the	the	DET
amfbr-200	74	2	mechanism	mechanism	NOUN
amfbr-200	74	3	can	can	AUX
amfbr-200	74	4	be	be	AUX
amfbr-200	74	5	explained	explain	VERB
amfbr-200	74	6	through	through	ADP
amfbr-200	74	7	income	income	NOUN
amfbr-200	74	8	and	and	CCONJ
amfbr-200	74	9	wealth	wealth	NOUN
amfbr-200	74	10	effects	effect	NOUN
amfbr-200	74	11	.	.	PUNCT
amfbr-200	75	1	a	a	DET
amfbr-200	75	2	rise	rise	NOUN
amfbr-200	75	3	in	in	ADP
amfbr-200	75	4	oil	oil	NOUN
amfbr-200	75	5	prices	price	NOUN
amfbr-200	75	6	raises	raise	VERB
amfbr-200	75	7	government	government	NOUN
amfbr-200	75	8	revenues	revenue	NOUN
amfbr-200	75	9	,	,	PUNCT
amfbr-200	75	10	and	and	CCONJ
amfbr-200	75	11	public	public	ADJ
amfbr-200	75	12	expenditure	expenditure	NOUN
amfbr-200	75	13	on	on	ADP
amfbr-200	75	14	infrastructure	infrastructure	NOUN
amfbr-200	75	15	may	may	AUX
amfbr-200	75	16	increase	increase	VERB
amfbr-200	75	17	.	.	PUNCT
amfbr-200	76	1	furthermore	furthermore	ADV
amfbr-200	76	2	,	,	PUNCT
amfbr-200	76	3	higher	high	ADJ
amfbr-200	76	4	prices	price	NOUN
amfbr-200	76	5	lead	lead	VERB
amfbr-200	76	6	to	to	ADP
amfbr-200	76	7	an	an	DET
amfbr-200	76	8	immediate	immediate	ADJ
amfbr-200	76	9	transfer	transfer	NOUN
amfbr-200	76	10	of	of	ADP
amfbr-200	76	11	wealth	wealth	NOUN
amfbr-200	76	12	from	from	ADP
amfbr-200	76	13	net	net	ADJ
amfbr-200	76	14	oil	oil	NOUN
amfbr-200	76	15	importers	importer	NOUN
amfbr-200	76	16	to	to	ADP
amfbr-200	76	17	net	net	ADJ
amfbr-200	76	18	oil	oil	NOUN
amfbr-200	76	19	exporters	exporter	NOUN
amfbr-200	76	20	.	.	PUNCT
amfbr-200	77	1	government	government	NOUN
amfbr-200	77	2	spending	spending	NOUN
amfbr-200	77	3	on	on	ADP
amfbr-200	77	4	purchasing	purchase	VERB
amfbr-200	77	5	domestic	domestic	ADJ
amfbr-200	77	6	goods	good	NOUN
amfbr-200	77	7	and	and	CCONJ
amfbr-200	77	8	services	service	NOUN
amfbr-200	77	9	generates	generate	VERB
amfbr-200	77	10	a	a	DET
amfbr-200	77	11	higher	high	ADJ
amfbr-200	77	12	level	level	NOUN
amfbr-200	77	13	of	of	ADP
amfbr-200	77	14	economic	economic	ADJ
amfbr-200	77	15	activity	activity	NOUN
amfbr-200	77	16	and	and	CCONJ
amfbr-200	77	17	improves	improve	VERB
amfbr-200	77	18	stock	stock	NOUN
amfbr-200	77	19	market	market	NOUN
amfbr-200	77	20	returns	return	NOUN
amfbr-200	77	21	in	in	ADP
amfbr-200	77	22	these	these	DET
amfbr-200	77	23	countries	country	NOUN
amfbr-200	77	24	(	(	PUNCT
amfbr-200	77	25	bjornland	bjornland	ADV
amfbr-200	77	26	,	,	PUNCT
amfbr-200	77	27	2009	2009	NUM
amfbr-200	77	28	)	)	PUNCT
amfbr-200	77	29	.	.	PUNCT
amfbr-200	78	1	2.2	2.2	NUM
amfbr-200	78	2	empirical	empirical	ADJ
amfbr-200	78	3	literature	literature	NOUN
amfbr-200	78	4	review	review	NOUN
amfbr-200	78	5	in	in	ADP
amfbr-200	78	6	their	their	PRON
amfbr-200	78	7	paper	paper	NOUN
amfbr-200	78	8	,	,	PUNCT
amfbr-200	78	9	lake	lake	NOUN
amfbr-200	78	10	and	and	CCONJ
amfbr-200	78	11	katrakilidis	katrakilidis	PROPN
amfbr-200	78	12	(	(	PUNCT
amfbr-200	78	13	2009	2009	NUM
amfbr-200	78	14	)	)	PUNCT
amfbr-200	78	15	,	,	PUNCT
amfbr-200	78	16	explored	explore	VERB
amfbr-200	78	17	the	the	DET
amfbr-200	78	18	effects	effect	NOUN
amfbr-200	78	19	of	of	ADP
amfbr-200	78	20	oil	oil	NOUN
amfbr-200	78	21	price	price	NOUN
amfbr-200	78	22	returns	return	NOUN
amfbr-200	78	23	andoil	andoil	NOUN
amfbr-200	78	24	price	price	NOUN
amfbr-200	78	25	volatility	volatility	NOUN
amfbr-200	78	26	on	on	ADP
amfbr-200	78	27	the	the	DET
amfbr-200	78	28	greek	greek	NOUN
amfbr-200	78	29	,	,	PUNCT
amfbr-200	78	30	the	the	DET
amfbr-200	78	31	us	us	PROPN
amfbr-200	78	32	,	,	PUNCT
amfbr-200	78	33	the	the	DET
amfbr-200	78	34	uk	uk	PROPN
amfbr-200	78	35	and	and	CCONJ
amfbr-200	78	36	the	the	DET
amfbr-200	78	37	german	german	ADJ
amfbr-200	78	38	stock	stock	NOUN
amfbr-200	78	39	markets	market	NOUN
amfbr-200	78	40	.	.	PUNCT
amfbr-200	79	1	more	more	ADV
amfbr-200	79	2	specifically	specifically	ADV
amfbr-200	79	3	,	,	PUNCT
amfbr-200	79	4	the	the	DET
amfbr-200	79	5	authors	author	NOUN
amfbr-200	79	6	’	’	PART
amfbr-200	79	7	research	research	NOUN
amfbr-200	79	8	focused	focus	VERB
amfbr-200	79	9	on	on	ADP
amfbr-200	79	10	the	the	DET
amfbr-200	79	11	interactions	interaction	NOUN
amfbr-200	79	12	among	among	ADP
amfbr-200	79	13	oil	oil	NOUN
amfbr-200	79	14	prices	price	NOUN
amfbr-200	79	15	,	,	PUNCT
amfbr-200	79	16	its	its	PRON
amfbr-200	79	17	volatility	volatility	NOUN
amfbr-200	79	18	,	,	PUNCT
amfbr-200	79	19	and	and	CCONJ
amfbr-200	79	20	the	the	DET
amfbr-200	79	21	stock	stock	NOUN
amfbr-200	79	22	market	market	NOUN
amfbr-200	79	23	returns	return	NOUN
amfbr-200	79	24	as	as	ADV
amfbr-200	79	25	well	well	ADV
amfbr-200	79	26	as	as	ADP
amfbr-200	79	27	on	on	ADP
amfbr-200	79	28	the	the	DET
amfbr-200	79	29	futures	future	NOUN
amfbr-200	79	30	indices	index	NOUN
amfbr-200	79	31	of	of	ADP
amfbr-200	79	32	each	each	DET
amfbr-200	79	33	index	index	NOUN
amfbr-200	79	34	.	.	PUNCT
amfbr-200	80	1	the	the	DET
amfbr-200	80	2	volatility	volatility	NOUN
amfbr-200	80	3	of	of	ADP
amfbr-200	80	4	the	the	DET
amfbr-200	80	5	employed	employ	VERB
amfbr-200	80	6	indices	index	NOUN
amfbr-200	80	7	has	have	AUX
amfbr-200	80	8	been	be	AUX
amfbr-200	80	9	quantified	quantify	VERB
amfbr-200	80	10	by	by	ADP
amfbr-200	80	11	applying	apply	VERB
amfbr-200	80	12	egarch	egarch	NOUN
amfbr-200	80	13	models	model	NOUN
amfbr-200	80	14	and	and	CCONJ
amfbr-200	80	15	the	the	DET
amfbr-200	80	16	relationship	relationship	NOUN
amfbr-200	80	17	between	between	ADP
amfbr-200	80	18	the	the	DET
amfbr-200	80	19	variables	variable	NOUN
amfbr-200	80	20	has	have	AUX
amfbr-200	80	21	been	be	AUX
amfbr-200	80	22	examined	examine	VERB
amfbr-200	80	23	by	by	ADP
amfbr-200	80	24	means	mean	NOUN
amfbr-200	80	25	of	of	ADP
amfbr-200	80	26	structural	structural	ADJ
amfbr-200	80	27	equation	equation	NOUN
amfbr-200	80	28	models	model	NOUN
amfbr-200	80	29	(	(	PUNCT
amfbr-200	80	30	sem	sem	NOUN
amfbr-200	80	31	)	)	PUNCT
amfbr-200	80	32	.	.	PUNCT
amfbr-200	81	1	the	the	DET
amfbr-200	81	2	findings	finding	NOUN
amfbr-200	81	3	from	from	ADP
amfbr-200	81	4	their	their	PRON
amfbr-200	81	5	analysis	analysis	NOUN
amfbr-200	81	6	reveal	reveal	VERB
amfbr-200	81	7	that	that	SCONJ
amfbr-200	81	8	the	the	DET
amfbr-200	81	9	greek	greek	ADJ
amfbr-200	81	10	stock	stock	NOUN
amfbr-200	81	11	market	market	NOUN
amfbr-200	81	12	index	index	NOUN
amfbr-200	81	13	returns	return	NOUN
amfbr-200	81	14	and	and	CCONJ
amfbr-200	81	15	the	the	DET
amfbr-200	81	16	us	us	PROPN
amfbr-200	81	17	stock	stock	NOUN
amfbr-200	81	18	market	market	NOUN
amfbr-200	81	19	index	index	NOUN
amfbr-200	81	20	returns	return	NOUN
amfbr-200	81	21	are	be	AUX
amfbr-200	81	22	both	both	ADV
amfbr-200	81	23	sensitive	sensitive	ADJ
amfbr-200	81	24	to	to	ADP
amfbr-200	81	25	the	the	DET
amfbr-200	81	26	oil	oil	NOUN
amfbr-200	81	27	price	price	NOUN
amfbr-200	81	28	returns	return	NOUN
amfbr-200	81	29	movements	movement	NOUN
amfbr-200	81	30	while	while	SCONJ
amfbr-200	81	31	the	the	DET
amfbr-200	81	32	german	german	NOUN
amfbr-200	81	33	and	and	CCONJ
amfbr-200	81	34	the	the	DET
amfbr-200	81	35	uk	uk	PROPN
amfbr-200	81	36	stock	stock	NOUN
amfbr-200	81	37	market	market	NOUN
amfbr-200	81	38	returns	return	NOUN
amfbr-200	81	39	are	be	AUX
amfbr-200	81	40	not	not	PART
amfbr-200	81	41	affected	affect	VERB
amfbr-200	81	42	at	at	ADV
amfbr-200	81	43	all	all	ADV
amfbr-200	81	44	.	.	PUNCT
amfbr-200	82	1	in	in	ADP
amfbr-200	82	2	addition	addition	NOUN
amfbr-200	82	3	,	,	PUNCT
amfbr-200	82	4	ono	ono	PROPN
amfbr-200	82	5	(	(	PUNCT
amfbr-200	82	6	2011	2011	NUM
amfbr-200	82	7	)	)	PUNCT
amfbr-200	82	8	investigated	investigate	VERB
amfbr-200	82	9	the	the	DET
amfbr-200	82	10	impact	impact	NOUN
amfbr-200	82	11	of	of	ADP
amfbr-200	82	12	oil	oil	NOUN
amfbr-200	82	13	prices	price	NOUN
amfbr-200	82	14	on	on	ADP
amfbr-200	82	15	real	real	ADJ
amfbr-200	82	16	stock	stock	NOUN
amfbr-200	82	17	returns	return	NOUN
amfbr-200	82	18	for	for	ADP
amfbr-200	82	19	brazil	brazil	PROPN
amfbr-200	82	20	,	,	PUNCT
amfbr-200	82	21	china	china	PROPN
amfbr-200	82	22	,	,	PUNCT
amfbr-200	82	23	india	india	PROPN
amfbr-200	82	24	and	and	CCONJ
amfbr-200	82	25	russia	russia	PROPN
amfbr-200	82	26	,	,	PUNCT
amfbr-200	82	27	the	the	DET
amfbr-200	82	28	bric	bric	PROPN
amfbr-200	82	29	countries	country	NOUN
amfbr-200	82	30	,	,	PUNCT
amfbr-200	82	31	over	over	ADP
amfbr-200	82	32	the	the	DET
amfbr-200	82	33	period	period	NOUN
amfbr-200	82	34	1999:1	1999:1	NUM
amfbr-200	82	35	-	-	SYM
amfbr-200	82	36	2009:9	2009:9	NUM
amfbr-200	82	37	using	use	VERB
amfbr-200	82	38	the	the	DET
amfbr-200	82	39	multivariate	multivariate	NOUN
amfbr-200	82	40	var	var	NOUN
amfbr-200	82	41	models	model	NOUN
amfbr-200	82	42	.	.	PUNCT
amfbr-200	83	1	the	the	DET
amfbr-200	83	2	results	result	NOUN
amfbr-200	83	3	suggest	suggest	VERB
amfbr-200	83	4	that	that	SCONJ
amfbr-200	83	5	whereas	whereas	SCONJ
amfbr-200	83	6	real	real	ADJ
amfbr-200	83	7	stock	stock	NOUN
amfbr-200	83	8	returns	return	NOUN
amfbr-200	83	9	positively	positively	ADV
amfbr-200	83	10	respond	respond	VERB
amfbr-200	83	11	to	to	ADP
amfbr-200	83	12	some	some	PRON
amfbr-200	83	13	of	of	ADP
amfbr-200	83	14	the	the	DET
amfbr-200	83	15	oil	oil	NOUN
amfbr-200	83	16	price	price	NOUN
amfbr-200	83	17	indicators	indicator	NOUN
amfbr-200	83	18	with	with	ADP
amfbr-200	83	19	statistical	statistical	ADJ
amfbr-200	83	20	significance	significance	NOUN
amfbr-200	83	21	for	for	ADP
amfbr-200	83	22	china	china	PROPN
amfbr-200	83	23	,	,	PUNCT
amfbr-200	83	24	india	india	PROPN
amfbr-200	83	25	and	and	CCONJ
amfbr-200	83	26	russia	russia	PROPN
amfbr-200	83	27	,	,	PUNCT
amfbr-200	83	28	those	those	PRON
amfbr-200	83	29	of	of	ADP
amfbr-200	83	30	brazil	brazil	PROPN
amfbr-200	83	31	do	do	AUX
amfbr-200	83	32	not	not	PART
amfbr-200	83	33	show	show	VERB
amfbr-200	83	34	any	any	DET
amfbr-200	83	35	significant	significant	ADJ
amfbr-200	83	36	responses	response	NOUN
amfbr-200	83	37	.	.	PUNCT
amfbr-200	84	1	in	in	ADP
amfbr-200	84	2	addition	addition	NOUN
amfbr-200	84	3	,	,	PUNCT
amfbr-200	84	4	the	the	DET
amfbr-200	84	5	author	author	NOUN
amfbr-200	84	6	found	find	VERB
amfbr-200	84	7	statistically	statistically	ADV
amfbr-200	84	8	significant	significant	ADJ
amfbr-200	84	9	asymmetric	asymmetric	ADJ
amfbr-200	84	10	effects	effect	NOUN
amfbr-200	84	11	of	of	ADP
amfbr-200	84	12	oil	oil	NOUN
amfbr-200	84	13	price	price	NOUN
amfbr-200	84	14	increases	increase	NOUN
amfbr-200	84	15	and	and	CCONJ
amfbr-200	84	16	decreases	decrease	NOUN
amfbr-200	84	17	for	for	ADP
amfbr-200	84	18	india	india	PROPN
amfbr-200	84	19	but	but	CCONJ
amfbr-200	84	20	in	in	ADP
amfbr-200	84	21	the	the	DET
amfbr-200	84	22	cases	case	NOUN
amfbr-200	84	23	of	of	ADP
amfbr-200	84	24	brazil	brazil	PROPN
amfbr-200	84	25	,	,	PUNCT
amfbr-200	84	26	china	china	PROPN
amfbr-200	84	27	and	and	CCONJ
amfbr-200	84	28	russia	russia	PROPN
amfbr-200	84	29	no	no	DET
amfbr-200	84	30	asymmetric	asymmetric	ADJ
amfbr-200	84	31	effects	effect	NOUN
amfbr-200	84	32	of	of	ADP
amfbr-200	84	33	oil	oil	NOUN
amfbr-200	84	34	prices	price	NOUN
amfbr-200	84	35	were	be	AUX
amfbr-200	84	36	detected	detect	VERB
amfbr-200	84	37	.	.	PUNCT
amfbr-200	85	1	the	the	DET
amfbr-200	85	2	analysis	analysis	NOUN
amfbr-200	85	3	of	of	ADP
amfbr-200	85	4	variance	variance	NOUN
amfbr-200	85	5	www.cribfb.com/journal/index.php/amfbr	www.cribfb.com/journal/index.php/amfbr	PROPN
amfbr-200	85	6	american	american	PROPN
amfbr-200	85	7	finance	finance	PROPN
amfbr-200	85	8	&	&	CCONJ
amfbr-200	85	9	banking	banking	PROPN
amfbr-200	85	10	review	review	PROPN
amfbr-200	85	11	vol	vol	NOUN
amfbr-200	85	12	.	.	PROPN
amfbr-200	86	1	3	3	NUM
amfbr-200	86	2	,	,	PUNCT
amfbr-200	86	3	no	no	INTJ
amfbr-200	86	4	.	.	NOUN
amfbr-200	86	5	1	1	NUM
amfbr-200	86	6	;	;	PUNCT
amfbr-200	86	7	2018	2018	NUM
amfbr-200	86	8	15	15	NUM
amfbr-200	86	9	decomposition	decomposition	NOUN
amfbr-200	86	10	shows	show	VERB
amfbr-200	86	11	that	that	SCONJ
amfbr-200	86	12	the	the	DET
amfbr-200	86	13	contribution	contribution	NOUN
amfbr-200	86	14	of	of	ADP
amfbr-200	86	15	oil	oil	NOUN
amfbr-200	86	16	price	price	NOUN
amfbr-200	86	17	shocks	shock	NOUN
amfbr-200	86	18	to	to	ADP
amfbr-200	86	19	volatility	volatility	NOUN
amfbr-200	86	20	in	in	ADP
amfbr-200	86	21	real	real	ADJ
amfbr-200	86	22	stock	stock	NOUN
amfbr-200	86	23	returns	return	NOUN
amfbr-200	86	24	is	be	AUX
amfbr-200	86	25	relatively	relatively	ADV
amfbr-200	86	26	large	large	ADJ
amfbr-200	86	27	and	and	CCONJ
amfbr-200	86	28	statistically	statistically	ADV
amfbr-200	86	29	significant	significant	ADJ
amfbr-200	86	30	for	for	ADP
amfbr-200	86	31	china	china	PROPN
amfbr-200	86	32	and	and	CCONJ
amfbr-200	86	33	russia	russia	PROPN
amfbr-200	86	34	.	.	PUNCT
amfbr-200	87	1	the	the	DET
amfbr-200	87	2	paper	paper	NOUN
amfbr-200	87	3	by	by	ADP
amfbr-200	87	4	muhtaseb	muhtaseb	NOUN
amfbr-200	87	5	and	and	CCONJ
amfbr-200	87	6	al	al	PROPN
amfbr-200	87	7	-	-	PUNCT
amfbr-200	87	8	assaf	assaf	PROPN
amfbr-200	87	9	(	(	PUNCT
amfbr-200	87	10	2017	2017	NUM
amfbr-200	87	11	)	)	PUNCT
amfbr-200	87	12	examined	examine	VERB
amfbr-200	87	13	whether	whether	SCONJ
amfbr-200	87	14	amman	amman	PROPN
amfbr-200	87	15	stock	stock	NOUN
amfbr-200	87	16	market	market	NOUN
amfbr-200	87	17	returns	return	NOUN
amfbr-200	87	18	respond	respond	VERB
amfbr-200	87	19	asymmetrically	asymmetrically	ADV
amfbr-200	87	20	to	to	ADP
amfbr-200	87	21	oil	oil	NOUN
amfbr-200	87	22	price	price	NOUN
amfbr-200	87	23	fluctuations	fluctuation	NOUN
amfbr-200	87	24	for	for	ADP
amfbr-200	87	25	the	the	DET
amfbr-200	87	26	quarterly	quarterly	ADJ
amfbr-200	87	27	period	period	NOUN
amfbr-200	87	28	2000	2000	NUM
amfbr-200	87	29	-	-	SYM
amfbr-200	87	30	2015	2015	NUM
amfbr-200	87	31	by	by	ADP
amfbr-200	87	32	applying	apply	VERB
amfbr-200	87	33	asymmetric	asymmetric	ADJ
amfbr-200	87	34	cointegration	cointegration	NOUN
amfbr-200	87	35	.	.	PUNCT
amfbr-200	88	1	the	the	DET
amfbr-200	88	2	authors	author	NOUN
amfbr-200	88	3	employed	employ	VERB
amfbr-200	88	4	both	both	DET
amfbr-200	88	5	tar	tar	NOUN
amfbr-200	88	6	and	and	CCONJ
amfbr-200	88	7	mtar	mtar	NOUN
amfbr-200	88	8	specification	specification	NOUN
amfbr-200	88	9	models	model	NOUN
amfbr-200	88	10	and	and	CCONJ
amfbr-200	88	11	based	base	VERB
amfbr-200	88	12	on	on	ADP
amfbr-200	88	13	the	the	DET
amfbr-200	88	14	asymmetric	asymmetric	ADJ
amfbr-200	88	15	ecm	ecm	NOUN
amfbr-200	88	16	,	,	PUNCT
amfbr-200	88	17	the	the	DET
amfbr-200	88	18	results	result	NOUN
amfbr-200	88	19	of	of	ADP
amfbr-200	88	20	their	their	PRON
amfbr-200	88	21	analysis	analysis	NOUN
amfbr-200	88	22	provide	provide	VERB
amfbr-200	88	23	evidence	evidence	NOUN
amfbr-200	88	24	that	that	SCONJ
amfbr-200	88	25	stock	stock	NOUN
amfbr-200	88	26	returns	return	NOUN
amfbr-200	88	27	in	in	ADP
amfbr-200	88	28	the	the	DET
amfbr-200	88	29	amman	amman	PROPN
amfbr-200	88	30	stock	stock	NOUN
amfbr-200	88	31	market	market	NOUN
amfbr-200	88	32	react	react	VERB
amfbr-200	88	33	to	to	ADP
amfbr-200	88	34	oil	oil	NOUN
amfbr-200	88	35	price	price	NOUN
amfbr-200	88	36	variations	variation	NOUN
amfbr-200	88	37	in	in	ADP
amfbr-200	88	38	an	an	DET
amfbr-200	88	39	asymmetric	asymmetric	ADJ
amfbr-200	88	40	manner	manner	NOUN
amfbr-200	88	41	.	.	PUNCT
amfbr-200	89	1	specifically	specifically	ADV
amfbr-200	89	2	,	,	PUNCT
amfbr-200	89	3	the	the	DET
amfbr-200	89	4	findings	finding	NOUN
amfbr-200	89	5	indicate	indicate	VERB
amfbr-200	89	6	that	that	SCONJ
amfbr-200	89	7	rising	rise	VERB
amfbr-200	89	8	oil	oil	NOUN
amfbr-200	89	9	prices	price	NOUN
amfbr-200	89	10	have	have	VERB
amfbr-200	89	11	a	a	DET
amfbr-200	89	12	larger	large	ADJ
amfbr-200	89	13	impact	impact	NOUN
amfbr-200	89	14	on	on	ADP
amfbr-200	89	15	stock	stock	NOUN
amfbr-200	89	16	returns	return	NOUN
amfbr-200	89	17	which	which	PRON
amfbr-200	89	18	implies	imply	VERB
amfbr-200	89	19	that	that	SCONJ
amfbr-200	89	20	increases	increase	NOUN
amfbr-200	89	21	in	in	ADP
amfbr-200	89	22	oil	oil	NOUN
amfbr-200	89	23	prices	price	NOUN
amfbr-200	89	24	have	have	VERB
amfbr-200	89	25	a	a	DET
amfbr-200	89	26	significant	significant	ADJ
amfbr-200	89	27	effect	effect	NOUN
amfbr-200	89	28	on	on	ADP
amfbr-200	89	29	the	the	DET
amfbr-200	89	30	behavior	behavior	NOUN
amfbr-200	89	31	of	of	ADP
amfbr-200	89	32	stock	stock	NOUN
amfbr-200	89	33	market	market	NOUN
amfbr-200	89	34	in	in	ADP
amfbr-200	89	35	jordan	jordan	PROPN
amfbr-200	89	36	.	.	PUNCT
amfbr-200	90	1	hence	hence	ADV
amfbr-200	90	2	the	the	DET
amfbr-200	90	3	significant	significant	ADJ
amfbr-200	90	4	relationship	relationship	NOUN
amfbr-200	90	5	between	between	ADP
amfbr-200	90	6	oil	oil	NOUN
amfbr-200	90	7	prices	price	NOUN
amfbr-200	90	8	and	and	CCONJ
amfbr-200	90	9	stock	stock	NOUN
amfbr-200	90	10	returns	return	NOUN
amfbr-200	90	11	strengthen	strengthen	VERB
amfbr-200	90	12	their	their	PRON
amfbr-200	90	13	predictability	predictability	NOUN
amfbr-200	90	14	power	power	NOUN
amfbr-200	90	15	,	,	PUNCT
amfbr-200	90	16	so	so	SCONJ
amfbr-200	90	17	that	that	SCONJ
amfbr-200	90	18	appropriate	appropriate	ADJ
amfbr-200	90	19	strategies	strategy	NOUN
amfbr-200	90	20	may	may	AUX
amfbr-200	90	21	be	be	AUX
amfbr-200	90	22	built	build	VERB
amfbr-200	90	23	on	on	ADP
amfbr-200	90	24	the	the	DET
amfbr-200	90	25	basis	basis	NOUN
amfbr-200	90	26	of	of	ADP
amfbr-200	90	27	expected	expect	VERB
amfbr-200	90	28	increases	increase	NOUN
amfbr-200	90	29	or	or	CCONJ
amfbr-200	90	30	decreases	decrease	NOUN
amfbr-200	90	31	in	in	ADP
amfbr-200	90	32	oil	oil	NOUN
amfbr-200	90	33	prices	price	NOUN
amfbr-200	90	34	.	.	PUNCT
amfbr-200	91	1	in	in	ADP
amfbr-200	91	2	examining	examine	VERB
amfbr-200	91	3	the	the	DET
amfbr-200	91	4	impact	impact	NOUN
amfbr-200	91	5	of	of	ADP
amfbr-200	91	6	oil	oil	NOUN
amfbr-200	91	7	price	price	NOUN
amfbr-200	91	8	fluctuations	fluctuation	NOUN
amfbr-200	91	9	on	on	ADP
amfbr-200	91	10	economic	economic	ADJ
amfbr-200	91	11	growth	growth	NOUN
amfbr-200	91	12	in	in	ADP
amfbr-200	91	13	nigeria	nigeria	PROPN
amfbr-200	91	14	,	,	PUNCT
amfbr-200	91	15	yusuf	yusuf	PROPN
amfbr-200	91	16	(	(	PUNCT
amfbr-200	91	17	2015	2015	NUM
amfbr-200	91	18	)	)	PUNCT
amfbr-200	91	19	undertook	undertake	VERB
amfbr-200	91	20	a	a	DET
amfbr-200	91	21	study	study	NOUN
amfbr-200	91	22	to	to	PART
amfbr-200	91	23	investigate	investigate	VERB
amfbr-200	91	24	the	the	DET
amfbr-200	91	25	impact	impact	NOUN
amfbr-200	91	26	of	of	ADP
amfbr-200	91	27	oil	oil	NOUN
amfbr-200	91	28	price	price	NOUN
amfbr-200	91	29	shocks	shock	NOUN
amfbr-200	91	30	on	on	ADP
amfbr-200	91	31	the	the	DET
amfbr-200	91	32	nigerian	nigerian	ADJ
amfbr-200	91	33	economic	economic	ADJ
amfbr-200	91	34	growth	growth	NOUN
amfbr-200	91	35	using	use	VERB
amfbr-200	91	36	quarterly	quarterly	ADJ
amfbr-200	91	37	data	datum	NOUN
amfbr-200	91	38	from	from	ADP
amfbr-200	91	39	1970:12011:4	1970:12011:4	NUM
amfbr-200	91	40	while	while	SCONJ
amfbr-200	91	41	controlling	control	VERB
amfbr-200	91	42	for	for	ADP
amfbr-200	91	43	the	the	DET
amfbr-200	91	44	effects	effect	NOUN
amfbr-200	91	45	of	of	ADP
amfbr-200	91	46	unrest	unrest	NOUN
amfbr-200	91	47	in	in	ADP
amfbr-200	91	48	the	the	DET
amfbr-200	91	49	international	international	ADJ
amfbr-200	91	50	oil	oil	NOUN
amfbr-200	91	51	market	market	NOUN
amfbr-200	91	52	,	,	PUNCT
amfbr-200	91	53	exchange	exchange	NOUN
amfbr-200	91	54	rates	rate	NOUN
amfbr-200	91	55	and	and	CCONJ
amfbr-200	91	56	agricultural	agricultural	ADJ
amfbr-200	91	57	output	output	NOUN
amfbr-200	91	58	.	.	PUNCT
amfbr-200	92	1	employing	employ	VERB
amfbr-200	92	2	the	the	DET
amfbr-200	92	3	methodology	methodology	NOUN
amfbr-200	92	4	of	of	ADP
amfbr-200	92	5	adf	adf	PROPN
amfbr-200	92	6	unit	unit	NOUN
amfbr-200	92	7	root	root	NOUN
amfbr-200	92	8	tests	test	NOUN
amfbr-200	92	9	,	,	PUNCT
amfbr-200	92	10	johansen	johansen	PROPN
amfbr-200	92	11	-	-	PUNCT
amfbr-200	92	12	joselius	joselius	PROPN
amfbr-200	92	13	co	co	NOUN
amfbr-200	92	14	-	-	NOUN
amfbr-200	92	15	integration	integration	NOUN
amfbr-200	92	16	as	as	ADV
amfbr-200	92	17	well	well	ADV
amfbr-200	92	18	as	as	ADP
amfbr-200	92	19	the	the	DET
amfbr-200	92	20	svar	svar	PROPN
amfbr-200	92	21	,	,	PUNCT
amfbr-200	92	22	irf	irf	PROPN
amfbr-200	92	23	and	and	CCONJ
amfbr-200	92	24	vdc	vdc	PROPN
amfbr-200	92	25	analyses	analysis	NOUN
amfbr-200	92	26	,	,	PUNCT
amfbr-200	92	27	findings	finding	NOUN
amfbr-200	92	28	revealed	reveal	VERB
amfbr-200	92	29	that	that	SCONJ
amfbr-200	92	30	all	all	DET
amfbr-200	92	31	the	the	DET
amfbr-200	92	32	variables	variable	NOUN
amfbr-200	92	33	are	be	AUX
amfbr-200	92	34	integrated	integrate	VERB
amfbr-200	92	35	of	of	ADP
amfbr-200	92	36	order	order	NOUN
amfbr-200	92	37	one	one	NUM
amfbr-200	92	38	.	.	PUNCT
amfbr-200	93	1	in	in	ADP
amfbr-200	93	2	addition	addition	NOUN
amfbr-200	93	3	,	,	PUNCT
amfbr-200	93	4	the	the	DET
amfbr-200	93	5	results	result	NOUN
amfbr-200	93	6	from	from	ADP
amfbr-200	93	7	the	the	DET
amfbr-200	93	8	irf	irf	PROPN
amfbr-200	93	9	and	and	CCONJ
amfbr-200	93	10	vdc	vdc	PROPN
amfbr-200	93	11	analysis	analysis	NOUN
amfbr-200	93	12	show	show	VERB
amfbr-200	93	13	that	that	SCONJ
amfbr-200	93	14	the	the	DET
amfbr-200	93	15	response	response	NOUN
amfbr-200	93	16	of	of	ADP
amfbr-200	93	17	oil	oil	NOUN
amfbr-200	93	18	price	price	NOUN
amfbr-200	93	19	shocks	shock	NOUN
amfbr-200	93	20	and	and	CCONJ
amfbr-200	93	21	unrest	unrest	NOUN
amfbr-200	93	22	to	to	ADP
amfbr-200	93	23	real	real	ADJ
amfbr-200	93	24	gdp	gdp	NOUN
amfbr-200	93	25	depicts	depict	VERB
amfbr-200	93	26	both	both	DET
amfbr-200	93	27	negative	negative	ADJ
amfbr-200	93	28	and	and	CCONJ
amfbr-200	93	29	positive	positive	ADJ
amfbr-200	93	30	impacts	impact	NOUN
amfbr-200	93	31	.	.	PUNCT
amfbr-200	94	1	hence	hence	ADV
amfbr-200	94	2	,	,	PUNCT
amfbr-200	94	3	the	the	DET
amfbr-200	94	4	author	author	NOUN
amfbr-200	94	5	concludes	conclude	VERB
amfbr-200	94	6	that	that	SCONJ
amfbr-200	94	7	oil	oil	NOUN
amfbr-200	94	8	price	price	NOUN
amfbr-200	94	9	,	,	PUNCT
amfbr-200	94	10	exchange	exchange	NOUN
amfbr-200	94	11	rates	rate	NOUN
amfbr-200	94	12	,	,	PUNCT
amfbr-200	94	13	agricultural	agricultural	ADJ
amfbr-200	94	14	output	output	NOUN
amfbr-200	94	15	and	and	CCONJ
amfbr-200	94	16	unrest	unrest	NOUN
amfbr-200	94	17	contained	contain	VERB
amfbr-200	94	18	some	some	DET
amfbr-200	94	19	useful	useful	ADJ
amfbr-200	94	20	information	information	NOUN
amfbr-200	94	21	in	in	ADP
amfbr-200	94	22	predicting	predict	VERB
amfbr-200	94	23	the	the	DET
amfbr-200	94	24	future	future	ADJ
amfbr-200	94	25	path	path	NOUN
amfbr-200	94	26	of	of	ADP
amfbr-200	94	27	economic	economic	ADJ
amfbr-200	94	28	growth	growth	NOUN
amfbr-200	94	29	in	in	ADP
amfbr-200	94	30	nigeria	nigeria	PROPN
amfbr-200	94	31	and	and	CCONJ
amfbr-200	94	32	recommended	recommend	VERB
amfbr-200	94	33	that	that	SCONJ
amfbr-200	94	34	the	the	DET
amfbr-200	94	35	nigerian	nigerian	ADJ
amfbr-200	94	36	government	government	NOUN
amfbr-200	94	37	should	should	AUX
amfbr-200	94	38	diversify	diversify	VERB
amfbr-200	94	39	the	the	DET
amfbr-200	94	40	economy	economy	NOUN
amfbr-200	94	41	away	away	ADV
amfbr-200	94	42	from	from	ADP
amfbr-200	94	43	oil	oil	NOUN
amfbr-200	94	44	to	to	ADP
amfbr-200	94	45	non	non	ADJ
amfbr-200	94	46	-	-	ADJ
amfbr-200	94	47	oil	oil	ADJ
amfbr-200	94	48	sectors	sector	NOUN
amfbr-200	94	49	as	as	ADV
amfbr-200	94	50	well	well	ADV
amfbr-200	94	51	as	as	ADP
amfbr-200	94	52	improving	improve	VERB
amfbr-200	94	53	the	the	DET
amfbr-200	94	54	security	security	NOUN
amfbr-200	94	55	situation	situation	NOUN
amfbr-200	94	56	in	in	ADP
amfbr-200	94	57	the	the	DET
amfbr-200	94	58	niger	niger	PROPN
amfbr-200	94	59	delta	delta	PROPN
amfbr-200	94	60	region	region	NOUN
amfbr-200	94	61	to	to	PART
amfbr-200	94	62	boost	boost	VERB
amfbr-200	94	63	oil	oil	NOUN
amfbr-200	94	64	output	output	NOUN
amfbr-200	94	65	and	and	CCONJ
amfbr-200	94	66	the	the	DET
amfbr-200	94	67	economy	economy	NOUN
amfbr-200	94	68	in	in	ADP
amfbr-200	94	69	general	general	ADJ
amfbr-200	94	70	.	.	PUNCT
amfbr-200	95	1	furthermore	furthermore	ADV
amfbr-200	95	2	,	,	PUNCT
amfbr-200	95	3	the	the	DET
amfbr-200	95	4	trio	trio	NOUN
amfbr-200	95	5	of	of	ADP
amfbr-200	95	6	masih	masih	PROPN
amfbr-200	95	7	,	,	PUNCT
amfbr-200	95	8	peters	peters	PROPN
amfbr-200	95	9	and	and	CCONJ
amfbr-200	95	10	de	de	PROPN
amfbr-200	95	11	mello	mello	PROPN
amfbr-200	95	12	(	(	PUNCT
amfbr-200	95	13	2011	2011	NUM
amfbr-200	95	14	)	)	PUNCT
amfbr-200	95	15	explored	explore	VERB
amfbr-200	95	16	the	the	DET
amfbr-200	95	17	empirical	empirical	ADJ
amfbr-200	95	18	relationship	relationship	NOUN
amfbr-200	95	19	between	between	ADP
amfbr-200	95	20	oil	oil	NOUN
amfbr-200	95	21	price	price	NOUN
amfbr-200	95	22	volatility	volatility	NOUN
amfbr-200	95	23	and	and	CCONJ
amfbr-200	95	24	stock	stock	NOUN
amfbr-200	95	25	price	price	NOUN
amfbr-200	95	26	fluctuations	fluctuation	NOUN
amfbr-200	95	27	in	in	ADP
amfbr-200	95	28	south	south	PROPN
amfbr-200	95	29	korea	korea	PROPN
amfbr-200	95	30	using	use	VERB
amfbr-200	95	31	monthly	monthly	ADJ
amfbr-200	95	32	data	datum	NOUN
amfbr-200	95	33	from	from	ADP
amfbr-200	95	34	may	may	PROPN
amfbr-200	95	35	,	,	PUNCT
amfbr-200	95	36	1988	1988	NUM
amfbr-200	95	37	-	-	SYM
amfbr-200	95	38	january	january	PROPN
amfbr-200	95	39	,	,	PUNCT
amfbr-200	95	40	2005	2005	NUM
amfbr-200	95	41	.	.	PUNCT
amfbr-200	96	1	the	the	DET
amfbr-200	96	2	authors	author	NOUN
amfbr-200	96	3	adopted	adopt	VERB
amfbr-200	96	4	the	the	DET
amfbr-200	96	5	multivariate	multivariate	NOUN
amfbr-200	96	6	vec	vec	PROPN
amfbr-200	96	7	model	model	PROPN
amfbr-200	96	8	incorporating	incorporate	VERB
amfbr-200	96	9	the	the	DET
amfbr-200	96	10	variablesinterest	variablesinterest	NOUN
amfbr-200	96	11	rates	rate	NOUN
amfbr-200	96	12	,	,	PUNCT
amfbr-200	96	13	economic	economic	ADJ
amfbr-200	96	14	activity	activity	NOUN
amfbr-200	96	15	,	,	PUNCT
amfbr-200	96	16	real	real	ADJ
amfbr-200	96	17	stock	stock	NOUN
amfbr-200	96	18	returns	return	NOUN
amfbr-200	96	19	,	,	PUNCT
amfbr-200	96	20	real	real	ADJ
amfbr-200	96	21	oil	oil	NOUN
amfbr-200	96	22	prices	price	NOUN
amfbr-200	96	23	and	and	CCONJ
amfbr-200	96	24	oil	oil	NOUN
amfbr-200	96	25	price	price	NOUN
amfbr-200	96	26	volatility	volatility	NOUN
amfbr-200	96	27	.	.	PUNCT
amfbr-200	97	1	the	the	DET
amfbr-200	97	2	results	result	NOUN
amfbr-200	97	3	of	of	ADP
amfbr-200	97	4	the	the	DET
amfbr-200	97	5	analysis	analysis	NOUN
amfbr-200	97	6	vividly	vividly	ADV
amfbr-200	97	7	show	show	VERB
amfbr-200	97	8	the	the	DET
amfbr-200	97	9	dominance	dominance	NOUN
amfbr-200	97	10	of	of	ADP
amfbr-200	97	11	oil	oil	NOUN
amfbr-200	97	12	price	price	NOUN
amfbr-200	97	13	volatility	volatility	NOUN
amfbr-200	97	14	on	on	ADP
amfbr-200	97	15	real	real	ADJ
amfbr-200	97	16	stock	stock	NOUN
amfbr-200	97	17	returns	return	NOUN
amfbr-200	97	18	and	and	CCONJ
amfbr-200	97	19	emphasized	emphasize	VERB
amfbr-200	97	20	how	how	SCONJ
amfbr-200	97	21	this	this	PRON
amfbr-200	97	22	has	have	AUX
amfbr-200	97	23	increased	increase	VERB
amfbr-200	97	24	over	over	ADP
amfbr-200	97	25	time	time	NOUN
amfbr-200	97	26	thus	thus	ADV
amfbr-200	97	27	underscoring	underscore	VERB
amfbr-200	97	28	the	the	DET
amfbr-200	97	29	point	point	NOUN
amfbr-200	97	30	that	that	SCONJ
amfbr-200	97	31	oil	oil	NOUN
amfbr-200	97	32	price	price	NOUN
amfbr-200	97	33	volatility	volatility	NOUN
amfbr-200	97	34	can	can	AUX
amfbr-200	97	35	have	have	AUX
amfbr-200	97	36	profound	profound	ADJ
amfbr-200	97	37	effect	effect	NOUN
amfbr-200	97	38	on	on	ADP
amfbr-200	97	39	the	the	DET
amfbr-200	97	40	time	time	NOUN
amfbr-200	97	41	horizon	horizon	NOUN
amfbr-200	97	42	of	of	ADP
amfbr-200	97	43	investment	investment	NOUN
amfbr-200	97	44	and	and	CCONJ
amfbr-200	97	45	firms	firm	NOUN
amfbr-200	97	46	need	need	VERB
amfbr-200	97	47	to	to	PART
amfbr-200	97	48	adjust	adjust	VERB
amfbr-200	97	49	their	their	PRON
amfbr-200	97	50	risk	risk	NOUN
amfbr-200	97	51	management	management	NOUN
amfbr-200	97	52	procedures	procedure	NOUN
amfbr-200	97	53	accordingly	accordingly	ADV
amfbr-200	97	54	.	.	PUNCT
amfbr-200	98	1	zubair	zubair	PROPN
amfbr-200	98	2	,	,	PUNCT
amfbr-200	98	3	okorie	okorie	ADV
amfbr-200	98	4	and	and	CCONJ
amfbr-200	98	5	sanusi	sanusi	ADJ
amfbr-200	98	6	(	(	PUNCT
amfbr-200	98	7	2013	2013	NUM
amfbr-200	98	8	)	)	PUNCT
amfbr-200	98	9	,	,	PUNCT
amfbr-200	98	10	in	in	ADP
amfbr-200	98	11	their	their	PRON
amfbr-200	98	12	study	study	NOUN
amfbr-200	98	13	investigated	investigate	VERB
amfbr-200	98	14	the	the	DET
amfbr-200	98	15	exchange	exchange	NOUN
amfbr-200	98	16	rate	rate	NOUN
amfbr-200	98	17	pass	pass	NOUN
amfbr-200	98	18	-	-	PUNCT
amfbr-200	98	19	through	through	NOUN
amfbr-200	98	20	to	to	ADP
amfbr-200	98	21	domestic	domestic	ADJ
amfbr-200	98	22	prices	price	NOUN
amfbr-200	98	23	in	in	ADP
amfbr-200	98	24	nigeria	nigeria	PROPN
amfbr-200	98	25	by	by	ADP
amfbr-200	98	26	employing	employ	VERB
amfbr-200	98	27	the	the	DET
amfbr-200	98	28	impulse	impulse	ADJ
amfbr-200	98	29	response	response	NOUN
amfbr-200	98	30	from	from	ADP
amfbr-200	98	31	an	an	DET
amfbr-200	98	32	estimated	estimate	VERB
amfbr-200	98	33	svar	svar	NOUN
amfbr-200	98	34	model	model	NOUN
amfbr-200	98	35	of	of	ADP
amfbr-200	98	36	the	the	DET
amfbr-200	98	37	inflation	inflation	NOUN
amfbr-200	98	38	process	process	NOUN
amfbr-200	98	39	using	use	VERB
amfbr-200	98	40	quarterly	quarterly	ADJ
amfbr-200	98	41	data	datum	NOUN
amfbr-200	98	42	for	for	ADP
amfbr-200	98	43	the	the	DET
amfbr-200	98	44	period	period	NOUN
amfbr-200	98	45	1986	1986	NUM
amfbr-200	98	46	-	-	SYM
amfbr-200	98	47	2010	2010	NUM
amfbr-200	98	48	.	.	PUNCT
amfbr-200	99	1	the	the	DET
amfbr-200	99	2	results	result	NOUN
amfbr-200	99	3	suggest	suggest	VERB
amfbr-200	99	4	that	that	SCONJ
amfbr-200	99	5	the	the	DET
amfbr-200	99	6	exchange	exchange	NOUN
amfbr-200	99	7	rate	rate	NOUN
amfbr-200	99	8	pass	pass	VERB
amfbr-200	99	9	-	-	PUNCT
amfbr-200	99	10	through	through	NOUN
amfbr-200	99	11	is	be	AUX
amfbr-200	99	12	incomplete	incomplete	ADJ
amfbr-200	99	13	,	,	PUNCT
amfbr-200	99	14	low	low	ADJ
amfbr-200	99	15	and	and	CCONJ
amfbr-200	99	16	fairly	fairly	ADV
amfbr-200	99	17	slow	slow	ADJ
amfbr-200	99	18	.	.	PUNCT
amfbr-200	100	1	in	in	ADP
amfbr-200	100	2	addition	addition	NOUN
amfbr-200	100	3	,	,	PUNCT
amfbr-200	100	4	the	the	DET
amfbr-200	100	5	authors	author	NOUN
amfbr-200	100	6	report	report	VERB
amfbr-200	100	7	that	that	SCONJ
amfbr-200	100	8	the	the	DET
amfbr-200	100	9	elasticity	elasticity	NOUN
amfbr-200	100	10	of	of	ADP
amfbr-200	100	11	inflation	inflation	NOUN
amfbr-200	100	12	to	to	PART
amfbr-200	100	13	exchange	exchange	VERB
amfbr-200	100	14	rate	rate	NOUN
amfbr-200	100	15	changes	change	NOUN
amfbr-200	100	16	is	be	AUX
amfbr-200	100	17	about	about	ADV
amfbr-200	100	18	0.02	0.02	NUM
amfbr-200	100	19	,	,	PUNCT
amfbr-200	100	20	and	and	CCONJ
amfbr-200	100	21	that	that	SCONJ
amfbr-200	100	22	it	it	PRON
amfbr-200	100	23	takes	take	VERB
amfbr-200	100	24	about	about	ADV
amfbr-200	100	25	eight	eight	NUM
amfbr-200	100	26	quarters	quarter	NOUN
amfbr-200	100	27	to	to	PART
amfbr-200	100	28	reach	reach	VERB
amfbr-200	100	29	its	its	PRON
amfbr-200	100	30	full	full	ADJ
amfbr-200	100	31	-	-	PUNCT
amfbr-200	100	32	impact	impact	NOUN
amfbr-200	100	33	of	of	ADP
amfbr-200	100	34	only	only	ADV
amfbr-200	100	35	0.26	0.26	NUM
amfbr-200	100	36	.	.	PUNCT
amfbr-200	101	1	the	the	DET
amfbr-200	101	2	authors	author	NOUN
amfbr-200	101	3	further	far	ADV
amfbr-200	101	4	argue	argue	VERB
amfbr-200	101	5	that	that	SCONJ
amfbr-200	101	6	given	give	VERB
amfbr-200	101	7	the	the	DET
amfbr-200	101	8	large	large	ADJ
amfbr-200	101	9	share	share	NOUN
amfbr-200	101	10	of	of	ADP
amfbr-200	101	11	imports	import	NOUN
amfbr-200	101	12	in	in	ADP
amfbr-200	101	13	nigeria	nigeria	PROPN
amfbr-200	101	14	’s	’s	PART
amfbr-200	101	15	consumption	consumption	NOUN
amfbr-200	101	16	basket	basket	NOUN
amfbr-200	101	17	,	,	PUNCT
amfbr-200	101	18	this	this	DET
amfbr-200	101	19	surprisingly	surprisingly	ADV
amfbr-200	101	20	low	low	ADJ
amfbr-200	101	21	pass	pass	NOUN
amfbr-200	101	22	-	-	PUNCT
amfbr-200	101	23	through	through	NOUN
amfbr-200	101	24	indicates	indicate	VERB
amfbr-200	101	25	that	that	SCONJ
amfbr-200	101	26	importers	importer	NOUN
amfbr-200	101	27	practice	practice	VERB
amfbr-200	101	28	the	the	DET
amfbr-200	101	29	so	so	ADV
amfbr-200	101	30	-	-	PUNCT
amfbr-200	101	31	called	call	VERB
amfbr-200	101	32	pricing	pricing	NOUN
amfbr-200	101	33	-	-	PUNCT
amfbr-200	101	34	to	to	ADP
amfbr-200	101	35	-	-	PUNCT
amfbr-200	101	36	market	market	NOUN
amfbr-200	101	37	strategy	strategy	NOUN
amfbr-200	101	38	of	of	ADP
amfbr-200	101	39	price	price	NOUN
amfbr-200	101	40	setting	setting	NOUN
amfbr-200	101	41	for	for	ADP
amfbr-200	101	42	the	the	DET
amfbr-200	101	43	nigerian	nigerian	ADJ
amfbr-200	101	44	market	market	NOUN
amfbr-200	101	45	.	.	PUNCT
amfbr-200	102	1	the	the	DET
amfbr-200	102	2	variance	variance	NOUN
amfbr-200	102	3	decomposition	decomposition	NOUN
amfbr-200	102	4	analysis	analysis	NOUN
amfbr-200	102	5	suggests	suggest	VERB
amfbr-200	102	6	that	that	SCONJ
amfbr-200	102	7	money	money	NOUN
amfbr-200	102	8	supply	supply	NOUN
amfbr-200	102	9	has	have	AUX
amfbr-200	102	10	contributed	contribute	VERB
amfbr-200	102	11	more	more	ADJ
amfbr-200	102	12	to	to	ADP
amfbr-200	102	13	nigeria	nigeria	PROPN
amfbr-200	102	14	’s	’s	PART
amfbr-200	102	15	inflation	inflation	NOUN
amfbr-200	102	16	process	process	NOUN
amfbr-200	102	17	relative	relative	ADJ
amfbr-200	102	18	to	to	ADP
amfbr-200	102	19	the	the	DET
amfbr-200	102	20	exchange	exchange	NOUN
amfbr-200	102	21	rate	rate	NOUN
amfbr-200	102	22	.	.	PUNCT
amfbr-200	103	1	this	this	PRON
amfbr-200	103	2	suggests	suggest	VERB
amfbr-200	103	3	that	that	SCONJ
amfbr-200	103	4	policy	policy	NOUN
amfbr-200	103	5	makers	maker	NOUN
amfbr-200	103	6	must	must	AUX
amfbr-200	103	7	beep	beep	VERB
amfbr-200	103	8	up	up	ADP
amfbr-200	103	9	efforts	effort	NOUN
amfbr-200	103	10	at	at	ADP
amfbr-200	103	11	achieving	achieve	VERB
amfbr-200	103	12	monetary	monetary	ADJ
amfbr-200	103	13	stability	stability	NOUN
amfbr-200	103	14	.	.	PUNCT
amfbr-200	104	1	furthermore	furthermore	ADV
amfbr-200	104	2	,	,	PUNCT
amfbr-200	104	3	bastianin	bastianin	ADJ
amfbr-200	104	4	and	and	CCONJ
amfbr-200	104	5	manera	manera	NOUN
amfbr-200	104	6	(	(	PUNCT
amfbr-200	104	7	2014	2014	NUM
amfbr-200	104	8	)	)	PUNCT
amfbr-200	104	9	in	in	ADP
amfbr-200	104	10	their	their	PRON
amfbr-200	104	11	research	research	NOUN
amfbr-200	104	12	paper	paper	NOUN
amfbr-200	104	13	explored	explore	VERB
amfbr-200	104	14	the	the	DET
amfbr-200	104	15	impact	impact	NOUN
amfbr-200	104	16	of	of	ADP
amfbr-200	104	17	oil	oil	NOUN
amfbr-200	104	18	price	price	NOUN
amfbr-200	104	19	shocks	shock	NOUN
amfbr-200	104	20	on	on	ADP
amfbr-200	104	21	the	the	DET
amfbr-200	104	22	us	us	PROPN
amfbr-200	104	23	stock	stock	NOUN
amfbr-200	104	24	market	market	NOUN
amfbr-200	104	25	volatility	volatility	NOUN
amfbr-200	104	26	by	by	ADP
amfbr-200	104	27	deriving	derive	VERB
amfbr-200	104	28	three	three	NUM
amfbr-200	104	29	different	different	ADJ
amfbr-200	104	30	structural	structural	ADJ
amfbr-200	104	31	oil	oil	NOUN
amfbr-200	104	32	shock	shock	NOUN
amfbr-200	104	33	variables	variable	NOUN
amfbr-200	104	34	namely	namely	ADV
amfbr-200	104	35	aggregate	aggregate	VERB
amfbr-200	104	36	demand	demand	NOUN
amfbr-200	104	37	,	,	PUNCT
amfbr-200	104	38	oil	oil	NOUN
amfbr-200	104	39	-	-	PUNCT
amfbr-200	104	40	supply	supply	NOUN
amfbr-200	104	41	and	and	CCONJ
amfbr-200	104	42	oil	oil	NOUN
amfbr-200	104	43	-	-	PUNCT
amfbr-200	104	44	demand	demand	NOUN
amfbr-200	104	45	shocks	shock	NOUN
amfbr-200	104	46	which	which	PRON
amfbr-200	104	47	the	the	DET
amfbr-200	104	48	authors	author	NOUN
amfbr-200	104	49	related	relate	VERB
amfbr-200	104	50	to	to	ADP
amfbr-200	104	51	stock	stock	NOUN
amfbr-200	104	52	market	market	NOUN
amfbr-200	104	53	volatility	volatility	NOUN
amfbr-200	104	54	using	use	VERB
amfbr-200	104	55	bivariate	bivariate	ADJ
amfbr-200	104	56	svar	svar	PROPN
amfbr-200	104	57	models	model	NOUN
amfbr-200	104	58	,	,	PUNCT
amfbr-200	104	59	one	one	NUM
amfbr-200	104	60	for	for	ADP
amfbr-200	104	61	each	each	DET
amfbr-200	104	62	oil	oil	NOUN
amfbr-200	104	63	price	price	NOUN
amfbr-200	104	64	shock	shock	NOUN
amfbr-200	104	65	.	.	PUNCT
amfbr-200	105	1	monthly	monthly	ADJ
amfbr-200	105	2	data	datum	NOUN
amfbr-200	105	3	from	from	ADP
amfbr-200	105	4	february	february	PROPN
amfbr-200	105	5	,	,	PUNCT
amfbr-200	105	6	1973	1973	NUM
amfbr-200	105	7	-	-	SYM
amfbr-200	105	8	december	december	PROPN
amfbr-200	105	9	,	,	PUNCT
amfbr-200	105	10	2013	2013	NUM
amfbr-200	105	11	were	be	AUX
amfbr-200	105	12	employed	employ	VERB
amfbr-200	105	13	in	in	ADP
amfbr-200	105	14	the	the	DET
amfbr-200	105	15	analysis	analysis	NOUN
amfbr-200	105	16	.	.	PUNCT
amfbr-200	106	1	the	the	DET
amfbr-200	106	2	findings	finding	NOUN
amfbr-200	106	3	of	of	ADP
amfbr-200	106	4	the	the	DET
amfbr-200	106	5	study	study	NOUN
amfbr-200	106	6	show	show	VERB
amfbr-200	106	7	that	that	SCONJ
amfbr-200	106	8	volatility	volatility	NOUN
amfbr-200	106	9	responds	respond	VERB
amfbr-200	106	10	significantly	significantly	ADV
amfbr-200	106	11	to	to	ADP
amfbr-200	106	12	oil	oil	NOUN
amfbr-200	106	13	price	price	NOUN
amfbr-200	106	14	shocks	shock	NOUN
amfbr-200	106	15	caused	cause	VERB
amfbr-200	106	16	by	by	ADP
amfbr-200	106	17	sudden	sudden	ADJ
amfbr-200	106	18	changes	change	NOUN
amfbr-200	106	19	in	in	ADP
amfbr-200	106	20	aggregate	aggregate	ADJ
amfbr-200	106	21	and	and	CCONJ
amfbr-200	106	22	oil	oil	NOUN
amfbr-200	106	23	-	-	PUNCT
amfbr-200	106	24	specific	specific	ADJ
amfbr-200	106	25	demand	demand	NOUN
amfbr-200	106	26	while	while	SCONJ
amfbr-200	106	27	the	the	DET
amfbr-200	106	28	impact	impact	NOUN
amfbr-200	106	29	of	of	ADP
amfbr-200	106	30	supply	supply	NOUN
amfbr-200	106	31	-	-	PUNCT
amfbr-200	106	32	side	side	NOUN
amfbr-200	106	33	shocks	shock	NOUN
amfbr-200	106	34	were	be	AUX
amfbr-200	106	35	negligible	negligible	ADJ
amfbr-200	106	36	and	and	CCONJ
amfbr-200	106	37	insignificant	insignificant	ADJ
amfbr-200	106	38	.	.	PUNCT
amfbr-200	107	1	using	use	VERB
amfbr-200	107	2	cross	cross	ADJ
amfbr-200	107	3	-	-	ADJ
amfbr-200	107	4	country	country	ADJ
amfbr-200	107	5	analysis	analysis	NOUN
amfbr-200	107	6	,	,	PUNCT
amfbr-200	107	7	dhaoui	dhaoui	NOUN
amfbr-200	107	8	and	and	CCONJ
amfbr-200	107	9	khraief	khraief	PROPN
amfbr-200	107	10	(	(	PUNCT
amfbr-200	107	11	2014	2014	NUM
amfbr-200	107	12	)	)	PUNCT
amfbr-200	107	13	examined	examine	VERB
amfbr-200	107	14	the	the	DET
amfbr-200	107	15	empirical	empirical	ADJ
amfbr-200	107	16	linkage	linkage	NOUN
amfbr-200	107	17	between	between	ADP
amfbr-200	107	18	oil	oil	NOUN
amfbr-200	107	19	price	price	NOUN
amfbr-200	107	20	shocks	shock	NOUN
amfbr-200	107	21	and	and	CCONJ
amfbr-200	107	22	stock	stock	NOUN
amfbr-200	107	23	market	market	NOUN
amfbr-200	107	24	volatility	volatility	NOUN
amfbr-200	107	25	in	in	ADP
amfbr-200	107	26	eight	eight	NUM
amfbr-200	107	27	developed	develop	VERB
amfbr-200	107	28	countries	country	NOUN
amfbr-200	107	29	namely	namely	ADV
amfbr-200	107	30	-	-	PUNCT
amfbr-200	107	31	usa	usa	PROPN
amfbr-200	107	32	,	,	PUNCT
amfbr-200	107	33	switzerland	switzerland	PROPN
amfbr-200	107	34	,	,	PUNCT
amfbr-200	107	35	france	france	PROPN
amfbr-200	107	36	,	,	PUNCT
amfbr-200	107	37	canada	canada	PROPN
amfbr-200	107	38	,	,	PUNCT
amfbr-200	107	39	uk	uk	PROPN
amfbr-200	107	40	,	,	PUNCT
amfbr-200	107	41	australia	australia	PROPN
amfbr-200	107	42	,	,	PUNCT
amfbr-200	107	43	japan	japan	PROPN
amfbr-200	107	44	and	and	CCONJ
amfbr-200	107	45	singapore	singapore	PROPN
amfbr-200	107	46	.	.	PUNCT
amfbr-200	108	1	using	use	VERB
amfbr-200	108	2	monthly	monthly	ADJ
amfbr-200	108	3	data	datum	NOUN
amfbr-200	108	4	for	for	ADP
amfbr-200	108	5	the	the	DET
amfbr-200	108	6	eight	eight	NUM
amfbr-200	108	7	developed	develop	VERB
amfbr-200	108	8	countries	country	NOUN
amfbr-200	108	9	from	from	ADP
amfbr-200	108	10	january	january	PROPN
amfbr-200	108	11	1991	1991	NUM
amfbr-200	108	12	to	to	ADP
amfbr-200	108	13	september	september	PROPN
amfbr-200	108	14	2013	2013	NUM
amfbr-200	108	15	and	and	CCONJ
amfbr-200	108	16	employing	employ	VERB
amfbr-200	108	17	the	the	DET
amfbr-200	108	18	methodology	methodology	NOUN
amfbr-200	108	19	of	of	ADP
amfbr-200	108	20	egarch	egarch	NOUN
amfbr-200	108	21	with	with	ADP
amfbr-200	108	22	an	an	DET
amfbr-200	108	23	arch	arch	ADJ
amfbr-200	108	24	-	-	PUNCT
amfbr-200	108	25	in	in	ADP
amfbr-200	108	26	-	-	PUNCT
amfbr-200	108	27	mean	mean	NOUN
amfbr-200	108	28	model	model	NOUN
amfbr-200	108	29	(	(	PUNCT
amfbr-200	108	30	egarch	egarch	NOUN
amfbr-200	108	31	-	-	PUNCT
amfbr-200	108	32	m	m	NOUN
amfbr-200	108	33	)	)	PUNCT
amfbr-200	108	34	,	,	PUNCT
amfbr-200	108	35	findings	finding	NOUN
amfbr-200	108	36	reveal	reveal	VERB
amfbr-200	108	37	that	that	SCONJ
amfbr-200	108	38	strong	strong	ADJ
amfbr-200	108	39	negative	negative	ADJ
amfbr-200	108	40	connections	connection	NOUN
amfbr-200	108	41	between	between	ADP
amfbr-200	108	42	oil	oil	NOUN
amfbr-200	108	43	price	price	NOUN
amfbr-200	108	44	and	and	CCONJ
amfbr-200	108	45	stock	stock	NOUN
amfbr-200	108	46	market	market	NOUN
amfbr-200	108	47	returns	return	NOUN
amfbr-200	108	48	are	be	AUX
amfbr-200	108	49	found	find	VERB
amfbr-200	108	50	in	in	ADP
amfbr-200	108	51	seven	seven	NUM
amfbr-200	108	52	of	of	ADP
amfbr-200	108	53	the	the	DET
amfbr-200	108	54	selected	select	VERB
amfbr-200	108	55	countries	country	NOUN
amfbr-200	108	56	.	.	PUNCT
amfbr-200	109	1	oil	oil	NOUN
amfbr-200	109	2	price	price	NOUN
amfbr-200	109	3	changes	change	NOUN
amfbr-200	109	4	are	be	AUX
amfbr-200	109	5	without	without	ADP
amfbr-200	109	6	significant	significant	ADJ
amfbr-200	109	7	effect	effect	NOUN
amfbr-200	109	8	on	on	ADP
amfbr-200	109	9	the	the	DET
amfbr-200	109	10	stock	stock	NOUN
amfbr-200	109	11	market	market	NOUN
amfbr-200	109	12	of	of	ADP
amfbr-200	109	13	singapore	singapore	PROPN
amfbr-200	109	14	.	.	PUNCT
amfbr-200	110	1	furthermore	furthermore	ADV
amfbr-200	110	2	,	,	PUNCT
amfbr-200	110	3	the	the	DET
amfbr-200	110	4	authors	author	NOUN
amfbr-200	110	5	report	report	VERB
amfbr-200	110	6	that	that	SCONJ
amfbr-200	110	7	on	on	ADP
amfbr-200	110	8	the	the	DET
amfbr-200	110	9	volatility	volatility	NOUN
amfbr-200	110	10	of	of	ADP
amfbr-200	110	11	returns	return	NOUN
amfbr-200	110	12	,	,	PUNCT
amfbr-200	110	13	the	the	DET
amfbr-200	110	14	changes	change	NOUN
amfbr-200	110	15	in	in	ADP
amfbr-200	110	16	oil	oil	NOUN
amfbr-200	110	17	prices	price	NOUN
amfbr-200	110	18	are	be	AUX
amfbr-200	110	19	significant	significant	ADJ
amfbr-200	110	20	for	for	ADP
amfbr-200	110	21	six	six	NUM
amfbr-200	110	22	markets	market	NOUN
amfbr-200	110	23	and	and	CCONJ
amfbr-200	110	24	they	they	PRON
amfbr-200	110	25	have	have	AUX
amfbr-200	110	26	not	not	PART
amfbr-200	110	27	much	much	ADJ
amfbr-200	110	28	effect	effect	NOUN
amfbr-200	110	29	on	on	ADP
amfbr-200	110	30	the	the	DET
amfbr-200	110	31	others	other	NOUN
amfbr-200	110	32	.	.	PUNCT
amfbr-200	111	1	berk	berk	PROPN
amfbr-200	111	2	and	and	CCONJ
amfbr-200	111	3	aydogan	aydogan	PROPN
amfbr-200	111	4	(	(	PUNCT
amfbr-200	111	5	2012	2012	NUM
amfbr-200	111	6	)	)	PUNCT
amfbr-200	111	7	in	in	ADP
amfbr-200	111	8	their	their	PRON
amfbr-200	111	9	paper	paper	NOUN
amfbr-200	111	10	investigated	investigate	VERB
amfbr-200	111	11	the	the	DET
amfbr-200	111	12	impact	impact	NOUN
amfbr-200	111	13	of	of	ADP
amfbr-200	111	14	crude	crude	ADJ
amfbr-200	111	15	oil	oil	NOUN
amfbr-200	111	16	price	price	NOUN
amfbr-200	111	17	variations	variation	NOUN
amfbr-200	111	18	on	on	ADP
amfbr-200	111	19	the	the	DET
amfbr-200	111	20	turkish	turkish	ADJ
amfbr-200	111	21	stock	stock	NOUN
amfbr-200	111	22	market	market	NOUN
amfbr-200	111	23	returns	return	NOUN
amfbr-200	111	24	.	.	PUNCT
amfbr-200	112	1	the	the	DET
amfbr-200	112	2	authors	author	NOUN
amfbr-200	112	3	employed	employ	VERB
amfbr-200	112	4	vector	vector	NOUN
amfbr-200	112	5	autoregression	autoregression	NOUN
amfbr-200	112	6	(	(	PUNCT
amfbr-200	112	7	var	var	NOUN
amfbr-200	112	8	)	)	PUNCT
amfbr-200	112	9	model	model	NOUN
amfbr-200	112	10	using	use	VERB
amfbr-200	112	11	daily	daily	ADJ
amfbr-200	112	12	observations	observation	NOUN
amfbr-200	112	13	of	of	ADP
amfbr-200	112	14	brent	brent	PROPN
amfbr-200	112	15	crude	crude	PROPN
amfbr-200	112	16	oil	oil	NOUN
amfbr-200	112	17	prices	price	NOUN
amfbr-200	112	18	and	and	CCONJ
amfbr-200	112	19	istanbul	istanbul	PROPN
amfbr-200	112	20	stock	stock	PROPN
amfbr-200	112	21	exchange	exchange	PROPN
amfbr-200	112	22	national	national	PROPN
amfbr-200	112	23	index	index	NOUN
amfbr-200	112	24	(	(	PUNCT
amfbr-200	112	25	ise-100	ise-100	NOUN
amfbr-200	112	26	)	)	PUNCT
amfbr-200	112	27	returns	return	NOUN
amfbr-200	112	28	for	for	ADP
amfbr-200	112	29	the	the	DET
amfbr-200	112	30	period	period	NOUN
amfbr-200	112	31	between	between	ADP
amfbr-200	112	32	january	january	PROPN
amfbr-200	112	33	2	2	NUM
amfbr-200	112	34	,	,	PUNCT
amfbr-200	112	35	1990	1990	NUM
amfbr-200	112	36	and	and	CCONJ
amfbr-200	112	37	november	november	PROPN
amfbr-200	112	38	1	1	NUM
amfbr-200	112	39	,	,	PUNCT
amfbr-200	112	40	2011	2011	NUM
amfbr-200	112	41	.	.	PUNCT
amfbr-200	113	1	in	in	ADP
amfbr-200	113	2	addition	addition	NOUN
amfbr-200	113	3	,	,	PUNCT
amfbr-200	113	4	they	they	PRON
amfbr-200	113	5	also	also	ADV
amfbr-200	113	6	tested	test	VERB
amfbr-200	113	7	the	the	DET
amfbr-200	113	8	relationship	relationship	NOUN
amfbr-200	113	9	between	between	ADP
amfbr-200	113	10	oil	oil	NOUN
amfbr-200	113	11	prices	price	NOUN
amfbr-200	113	12	and	and	CCONJ
amfbr-200	113	13	stock	stock	NOUN
amfbr-200	113	14	market	market	NOUN
amfbr-200	113	15	www.cribfb.com/journal/index.php/amfbr	www.cribfb.com/journal/index.php/amfbr	PROPN
amfbr-200	113	16	american	american	PROPN
amfbr-200	113	17	finance	finance	PROPN
amfbr-200	113	18	&	&	CCONJ
amfbr-200	113	19	banking	banking	PROPN
amfbr-200	113	20	review	review	PROPN
amfbr-200	113	21	vol	vol	NOUN
amfbr-200	113	22	.	.	PROPN
amfbr-200	114	1	3	3	NUM
amfbr-200	114	2	,	,	PUNCT
amfbr-200	114	3	no	no	INTJ
amfbr-200	114	4	.	.	NOUN
amfbr-200	114	5	1	1	NUM
amfbr-200	114	6	;	;	PUNCT
amfbr-200	114	7	2018	2018	NUM
amfbr-200	114	8	16	16	NUM
amfbr-200	114	9	returns	return	NOUN
amfbr-200	114	10	under	under	ADP
amfbr-200	114	11	global	global	ADJ
amfbr-200	114	12	liquidity	liquidity	NOUN
amfbr-200	114	13	conditions	condition	NOUN
amfbr-200	114	14	by	by	ADP
amfbr-200	114	15	incorporating	incorporate	VERB
amfbr-200	114	16	a	a	DET
amfbr-200	114	17	liquidity	liquidity	NOUN
amfbr-200	114	18	proxy	proxy	NOUN
amfbr-200	114	19	variable	variable	NOUN
amfbr-200	114	20	,	,	PUNCT
amfbr-200	114	21	chicago	chicago	PROPN
amfbr-200	114	22	board	board	PROPN
amfbr-200	114	23	of	of	ADP
amfbr-200	114	24	exchange	exchange	PROPN
amfbr-200	114	25	’s	’s	PART
amfbr-200	114	26	(	(	PUNCT
amfbr-200	114	27	cboe	cboe	PROPN
amfbr-200	114	28	)	)	PUNCT
amfbr-200	114	29	s&p	s&p	PROPN
amfbr-200	114	30	500	500	NUM
amfbr-200	114	31	market	market	NOUN
amfbr-200	114	32	volatility	volatility	NOUN
amfbr-200	114	33	index	index	NOUN
amfbr-200	114	34	(	(	PUNCT
amfbr-200	114	35	vix	vix	PROPN
amfbr-200	114	36	)	)	PUNCT
amfbr-200	114	37	,	,	PUNCT
amfbr-200	114	38	into	into	ADP
amfbr-200	114	39	the	the	DET
amfbr-200	114	40	model	model	NOUN
amfbr-200	114	41	.	.	PUNCT
amfbr-200	115	1	according	accord	VERB
amfbr-200	115	2	to	to	ADP
amfbr-200	115	3	the	the	DET
amfbr-200	115	4	authors	author	NOUN
amfbr-200	115	5	findings	finding	NOUN
amfbr-200	115	6	of	of	ADP
amfbr-200	115	7	the	the	DET
amfbr-200	115	8	variance	variance	NOUN
amfbr-200	115	9	decomposition	decomposition	NOUN
amfbr-200	115	10	test	test	NOUN
amfbr-200	115	11	suggest	suggest	VERB
amfbr-200	115	12	little	little	ADJ
amfbr-200	115	13	empirical	empirical	ADJ
amfbr-200	115	14	evidence	evidence	NOUN
amfbr-200	115	15	that	that	SCONJ
amfbr-200	115	16	crude	crude	ADJ
amfbr-200	115	17	oil	oil	NOUN
amfbr-200	115	18	price	price	NOUN
amfbr-200	115	19	shocks	shock	NOUN
amfbr-200	115	20	have	have	AUX
amfbr-200	115	21	been	be	AUX
amfbr-200	115	22	rationally	rationally	ADV
amfbr-200	115	23	evaluated	evaluate	VERB
amfbr-200	115	24	in	in	ADP
amfbr-200	115	25	the	the	DET
amfbr-200	115	26	turkish	turkish	ADJ
amfbr-200	115	27	stock	stock	NOUN
amfbr-200	115	28	market	market	NOUN
amfbr-200	115	29	.	.	PUNCT
amfbr-200	116	1	rather	rather	ADV
amfbr-200	116	2	,	,	PUNCT
amfbr-200	116	3	it	it	PRON
amfbr-200	116	4	was	be	AUX
amfbr-200	116	5	global	global	ADJ
amfbr-200	116	6	liquidity	liquidity	NOUN
amfbr-200	116	7	conditions	condition	NOUN
amfbr-200	116	8	that	that	PRON
amfbr-200	116	9	were	be	AUX
amfbr-200	116	10	found	find	VERB
amfbr-200	116	11	to	to	PART
amfbr-200	116	12	account	account	VERB
amfbr-200	116	13	for	for	ADP
amfbr-200	116	14	the	the	DET
amfbr-200	116	15	greatest	great	ADJ
amfbr-200	116	16	amount	amount	NOUN
amfbr-200	116	17	of	of	ADP
amfbr-200	116	18	variation	variation	NOUN
amfbr-200	116	19	in	in	ADP
amfbr-200	116	20	stock	stock	NOUN
amfbr-200	116	21	market	market	NOUN
amfbr-200	116	22	returns	return	NOUN
amfbr-200	116	23	.	.	PUNCT
amfbr-200	117	1	the	the	DET
amfbr-200	117	2	work	work	NOUN
amfbr-200	117	3	by	by	ADP
amfbr-200	117	4	hamma	hamma	PROPN
amfbr-200	117	5	,	,	PUNCT
amfbr-200	117	6	jarboui	jarboui	NOUN
amfbr-200	117	7	and	and	CCONJ
amfbr-200	117	8	ghorbel	ghorbel	PROPN
amfbr-200	117	9	(	(	PUNCT
amfbr-200	117	10	2014	2014	NUM
amfbr-200	117	11	)	)	PUNCT
amfbr-200	117	12	examined	examine	VERB
amfbr-200	117	13	the	the	DET
amfbr-200	117	14	links	link	NOUN
amfbr-200	117	15	and	and	CCONJ
amfbr-200	117	16	interaction	interaction	NOUN
amfbr-200	117	17	between	between	ADP
amfbr-200	117	18	oil	oil	NOUN
amfbr-200	117	19	and	and	CCONJ
amfbr-200	117	20	stock	stock	NOUN
amfbr-200	117	21	markets	market	NOUN
amfbr-200	117	22	in	in	ADP
amfbr-200	117	23	tunisian	tunisian	ADJ
amfbr-200	117	24	terms	term	NOUN
amfbr-200	117	25	of	of	ADP
amfbr-200	117	26	volatility	volatility	NOUN
amfbr-200	117	27	at	at	ADP
amfbr-200	117	28	the	the	DET
amfbr-200	117	29	sector	sector	NOUN
amfbr-200	117	30	-	-	PUNCT
amfbr-200	117	31	level	level	NOUN
amfbr-200	117	32	and	and	CCONJ
amfbr-200	117	33	secondly	secondly	ADV
amfbr-200	117	34	to	to	PART
amfbr-200	117	35	determine	determine	VERB
amfbr-200	117	36	the	the	DET
amfbr-200	117	37	best	good	ADJ
amfbr-200	117	38	hedging	hedging	NOUN
amfbr-200	117	39	strategy	strategy	NOUN
amfbr-200	117	40	for	for	ADP
amfbr-200	117	41	oil	oil	NOUN
amfbr-200	117	42	stock	stock	NOUN
amfbr-200	117	43	portfolio	portfolio	NOUN
amfbr-200	117	44	against	against	ADP
amfbr-200	117	45	the	the	DET
amfbr-200	117	46	risk	risk	NOUN
amfbr-200	117	47	of	of	ADP
amfbr-200	117	48	negative	negative	ADJ
amfbr-200	117	49	variation	variation	NOUN
amfbr-200	117	50	in	in	ADP
amfbr-200	117	51	stock	stock	NOUN
amfbr-200	117	52	market	market	NOUN
amfbr-200	117	53	prices	price	NOUN
amfbr-200	117	54	.	.	PUNCT
amfbr-200	118	1	the	the	DET
amfbr-200	118	2	authors	author	NOUN
amfbr-200	118	3	investigated	investigate	VERB
amfbr-200	118	4	seven	seven	NUM
amfbr-200	118	5	sectors	sector	NOUN
amfbr-200	118	6	namely	namely	ADV
amfbr-200	118	7	-	-	PUNCT
amfbr-200	118	8	automobile	automobile	NOUN
amfbr-200	118	9	&	&	CCONJ
amfbr-200	118	10	parts	part	NOUN
amfbr-200	118	11	,	,	PUNCT
amfbr-200	118	12	banks	bank	NOUN
amfbr-200	118	13	,	,	PUNCT
amfbr-200	118	14	basic	basic	ADJ
amfbr-200	118	15	materials	material	NOUN
amfbr-200	118	16	,	,	PUNCT
amfbr-200	118	17	utilities	utility	NOUN
amfbr-200	118	18	,	,	PUNCT
amfbr-200	118	19	industrials	industrial	NOUN
amfbr-200	118	20	,	,	PUNCT
amfbr-200	118	21	consumer	consumer	NOUN
amfbr-200	118	22	services	service	NOUN
amfbr-200	118	23	and	and	CCONJ
amfbr-200	118	24	financial	financial	ADJ
amfbr-200	118	25	services	service	NOUN
amfbr-200	118	26	using	use	VERB
amfbr-200	118	27	weekly	weekly	ADJ
amfbr-200	118	28	data	datum	NOUN
amfbr-200	118	29	from	from	ADP
amfbr-200	118	30	2	2	NUM
amfbr-200	118	31	nd	nd	ADP
amfbr-200	118	32	april	april	PROPN
amfbr-200	118	33	,	,	PUNCT
amfbr-200	118	34	2005	2005	NUM
amfbr-200	118	35	to	to	ADP
amfbr-200	118	36	12	12	NUM
amfbr-200	118	37	th	th	NUM
amfbr-200	118	38	july	july	PROPN
amfbr-200	118	39	,	,	PUNCT
amfbr-200	118	40	2012	2012	NUM
amfbr-200	118	41	.	.	PUNCT
amfbr-200	119	1	the	the	DET
amfbr-200	119	2	methodology	methodology	NOUN
amfbr-200	119	3	adopted	adopt	VERB
amfbr-200	119	4	is	be	AUX
amfbr-200	119	5	the	the	DET
amfbr-200	119	6	bivariate	bivariate	ADJ
amfbr-200	119	7	garch	garch	NOUN
amfbr-200	119	8	model	model	NOUN
amfbr-200	119	9	to	to	PART
amfbr-200	119	10	capture	capture	VERB
amfbr-200	119	11	the	the	DET
amfbr-200	119	12	effect	effect	NOUN
amfbr-200	119	13	in	in	ADP
amfbr-200	119	14	terms	term	NOUN
amfbr-200	119	15	of	of	ADP
amfbr-200	119	16	volatility	volatility	NOUN
amfbr-200	119	17	in	in	ADP
amfbr-200	119	18	the	the	DET
amfbr-200	119	19	variation	variation	NOUN
amfbr-200	119	20	of	of	ADP
amfbr-200	119	21	oil	oil	NOUN
amfbr-200	119	22	price	price	NOUN
amfbr-200	119	23	on	on	ADP
amfbr-200	119	24	the	the	DET
amfbr-200	119	25	different	different	ADJ
amfbr-200	119	26	sector	sector	NOUN
amfbr-200	119	27	index	index	NOUN
amfbr-200	119	28	,	,	PUNCT
amfbr-200	119	29	and	and	CCONJ
amfbr-200	119	30	to	to	PART
amfbr-200	119	31	use	use	VERB
amfbr-200	119	32	the	the	DET
amfbr-200	119	33	conditional	conditional	ADJ
amfbr-200	119	34	variances	variance	NOUN
amfbr-200	119	35	and	and	CCONJ
amfbr-200	119	36	conditional	conditional	ADJ
amfbr-200	119	37	correlation	correlation	NOUN
amfbr-200	119	38	to	to	PART
amfbr-200	119	39	calculate	calculate	VERB
amfbr-200	119	40	the	the	DET
amfbr-200	119	41	hedging	hedging	NOUN
amfbr-200	119	42	ratio	ratio	NOUN
amfbr-200	119	43	and	and	CCONJ
amfbr-200	119	44	then	then	ADV
amfbr-200	119	45	determine	determine	VERB
amfbr-200	119	46	the	the	DET
amfbr-200	119	47	best	good	ADJ
amfbr-200	119	48	hedging	hedging	NOUN
amfbr-200	119	49	strategy	strategy	NOUN
amfbr-200	119	50	.	.	PUNCT
amfbr-200	120	1	the	the	DET
amfbr-200	120	2	empirical	empirical	ADJ
amfbr-200	120	3	results	result	NOUN
amfbr-200	120	4	obtained	obtain	VERB
amfbr-200	120	5	indicate	indicate	VERB
amfbr-200	120	6	that	that	SCONJ
amfbr-200	120	7	the	the	DET
amfbr-200	120	8	majority	majority	NOUN
amfbr-200	120	9	of	of	ADP
amfbr-200	120	10	relationships	relationship	NOUN
amfbr-200	120	11	are	be	AUX
amfbr-200	120	12	unidirectional	unidirectional	ADJ
amfbr-200	120	13	from	from	ADP
amfbr-200	120	14	the	the	DET
amfbr-200	120	15	oil	oil	NOUN
amfbr-200	120	16	market	market	NOUN
amfbr-200	120	17	to	to	ADP
amfbr-200	120	18	tunisian	tunisian	ADJ
amfbr-200	120	19	stock	stock	NOUN
amfbr-200	120	20	market	market	NOUN
amfbr-200	120	21	.	.	PUNCT
amfbr-200	121	1	in	in	ADP
amfbr-200	121	2	addition	addition	NOUN
amfbr-200	121	3	,	,	PUNCT
amfbr-200	121	4	the	the	DET
amfbr-200	121	5	conditional	conditional	ADJ
amfbr-200	121	6	variance	variance	NOUN
amfbr-200	121	7	of	of	ADP
amfbr-200	121	8	a	a	DET
amfbr-200	121	9	stock	stock	NOUN
amfbr-200	121	10	sector	sector	NOUN
amfbr-200	121	11	returns	return	NOUN
amfbr-200	121	12	is	be	AUX
amfbr-200	121	13	affected	affect	VERB
amfbr-200	121	14	not	not	PART
amfbr-200	121	15	only	only	ADV
amfbr-200	121	16	by	by	ADP
amfbr-200	121	17	the	the	DET
amfbr-200	121	18	volatility	volatility	NOUN
amfbr-200	121	19	surprises	surprise	NOUN
amfbr-200	121	20	of	of	ADP
amfbr-200	121	21	the	the	DET
amfbr-200	121	22	stock	stock	NOUN
amfbr-200	121	23	market	market	NOUN
amfbr-200	121	24	,	,	PUNCT
amfbr-200	121	25	but	but	CCONJ
amfbr-200	121	26	also	also	ADV
amfbr-200	121	27	by	by	ADP
amfbr-200	121	28	those	those	PRON
amfbr-200	121	29	of	of	ADP
amfbr-200	121	30	oil	oil	NOUN
amfbr-200	121	31	market	market	NOUN
amfbr-200	121	32	.	.	PUNCT
amfbr-200	122	1	further	far	ADV
amfbr-200	122	2	empirical	empirical	ADJ
amfbr-200	122	3	research	research	NOUN
amfbr-200	122	4	on	on	ADP
amfbr-200	122	5	sectoral	sectoral	ADJ
amfbr-200	122	6	impact	impact	NOUN
amfbr-200	122	7	of	of	ADP
amfbr-200	122	8	oil	oil	NOUN
amfbr-200	122	9	price	price	NOUN
amfbr-200	122	10	volatility	volatility	NOUN
amfbr-200	122	11	include	include	VERB
amfbr-200	122	12	the	the	DET
amfbr-200	122	13	work	work	NOUN
amfbr-200	122	14	by	by	ADP
amfbr-200	122	15	caporale	caporale	NOUN
amfbr-200	122	16	,	,	PUNCT
amfbr-200	122	17	ali	ali	PROPN
amfbr-200	122	18	and	and	CCONJ
amfbr-200	122	19	spagnolo	spagnolo	PROPN
amfbr-200	122	20	(	(	PUNCT
amfbr-200	122	21	2015	2015	NUM
amfbr-200	122	22	)	)	PUNCT
amfbr-200	122	23	in	in	ADP
amfbr-200	122	24	which	which	PRON
amfbr-200	122	25	the	the	DET
amfbr-200	122	26	researchers	researcher	NOUN
amfbr-200	122	27	investigated	investigate	VERB
amfbr-200	122	28	the	the	DET
amfbr-200	122	29	time	time	NOUN
amfbr-200	122	30	-	-	PUNCT
amfbr-200	122	31	varying	vary	VERB
amfbr-200	122	32	impact	impact	NOUN
amfbr-200	122	33	of	of	ADP
amfbr-200	122	34	oil	oil	NOUN
amfbr-200	122	35	price	price	NOUN
amfbr-200	122	36	uncertainty	uncertainty	NOUN
amfbr-200	122	37	on	on	ADP
amfbr-200	122	38	stock	stock	NOUN
amfbr-200	122	39	prices	price	NOUN
amfbr-200	122	40	in	in	ADP
amfbr-200	122	41	china	china	PROPN
amfbr-200	122	42	using	use	VERB
amfbr-200	122	43	weekly	weekly	ADJ
amfbr-200	122	44	data	datum	NOUN
amfbr-200	122	45	on	on	ADP
amfbr-200	122	46	ten	ten	NUM
amfbr-200	122	47	sectoral	sectoral	ADJ
amfbr-200	122	48	indices	index	NOUN
amfbr-200	122	49	over	over	ADP
amfbr-200	122	50	the	the	DET
amfbr-200	122	51	period	period	NOUN
amfbr-200	122	52	january	january	PROPN
amfbr-200	122	53	1997	1997	NUM
amfbr-200	122	54	–	–	PUNCT
amfbr-200	122	55	february	february	PROPN
amfbr-200	122	56	2014	2014	NUM
amfbr-200	122	57	.	.	PUNCT
amfbr-200	123	1	they	they	PRON
amfbr-200	123	2	estimated	estimate	VERB
amfbr-200	123	3	a	a	DET
amfbr-200	123	4	bivariate	bivariate	ADJ
amfbr-200	123	5	var	var	ADJ
amfbr-200	123	6	-	-	PUNCT
amfbr-200	123	7	garch	garch	NOUN
amfbr-200	123	8	-	-	PUNCT
amfbr-200	123	9	in	in	ADP
amfbr-200	123	10	-	-	PUNCT
amfbr-200	123	11	mean	mean	NOUN
amfbr-200	123	12	model	model	NOUN
amfbr-200	123	13	and	and	CCONJ
amfbr-200	123	14	the	the	DET
amfbr-200	123	15	results	result	NOUN
amfbr-200	123	16	suggest	suggest	VERB
amfbr-200	123	17	that	that	SCONJ
amfbr-200	123	18	oil	oil	NOUN
amfbr-200	123	19	price	price	NOUN
amfbr-200	123	20	volatility	volatility	NOUN
amfbr-200	123	21	affects	affect	VERB
amfbr-200	123	22	stock	stock	NOUN
amfbr-200	123	23	returns	return	NOUN
amfbr-200	123	24	positively	positively	ADV
amfbr-200	123	25	during	during	ADP
amfbr-200	123	26	periods	period	NOUN
amfbr-200	123	27	characterized	characterize	VERB
amfbr-200	123	28	by	by	ADP
amfbr-200	123	29	demand	demand	NOUN
amfbr-200	123	30	-	-	PUNCT
amfbr-200	123	31	side	side	NOUN
amfbr-200	123	32	shocks	shock	NOUN
amfbr-200	123	33	in	in	ADP
amfbr-200	123	34	all	all	DET
amfbr-200	123	35	cases	case	NOUN
amfbr-200	123	36	except	except	SCONJ
amfbr-200	123	37	the	the	DET
amfbr-200	123	38	consumer	consumer	NOUN
amfbr-200	123	39	services	service	NOUN
amfbr-200	123	40	,	,	PUNCT
amfbr-200	123	41	financials	financial	NOUN
amfbr-200	123	42	,	,	PUNCT
amfbr-200	123	43	and	and	CCONJ
amfbr-200	123	44	oil	oil	NOUN
amfbr-200	123	45	and	and	CCONJ
amfbr-200	123	46	gas	gas	NOUN
amfbr-200	123	47	sectors	sector	NOUN
amfbr-200	123	48	.	.	PUNCT
amfbr-200	124	1	the	the	DET
amfbr-200	124	2	latter	latter	ADJ
amfbr-200	124	3	two	two	NUM
amfbr-200	124	4	sectors	sector	NOUN
amfbr-200	124	5	are	be	AUX
amfbr-200	124	6	found	find	VERB
amfbr-200	124	7	to	to	PART
amfbr-200	124	8	exhibit	exhibit	VERB
amfbr-200	124	9	a	a	DET
amfbr-200	124	10	negative	negative	ADJ
amfbr-200	124	11	response	response	NOUN
amfbr-200	124	12	to	to	ADP
amfbr-200	124	13	oil	oil	NOUN
amfbr-200	124	14	price	price	NOUN
amfbr-200	124	15	uncertainty	uncertainty	NOUN
amfbr-200	124	16	during	during	ADP
amfbr-200	124	17	periods	period	NOUN
amfbr-200	124	18	with	with	ADP
amfbr-200	124	19	supply	supply	NOUN
amfbr-200	124	20	-	-	PUNCT
amfbr-200	124	21	side	side	NOUN
amfbr-200	124	22	shocks	shock	NOUN
amfbr-200	124	23	instead	instead	ADV
amfbr-200	124	24	.	.	PUNCT
amfbr-200	125	1	by	by	ADP
amfbr-200	125	2	contrast	contrast	NOUN
amfbr-200	125	3	,	,	PUNCT
amfbr-200	125	4	the	the	DET
amfbr-200	125	5	impact	impact	NOUN
amfbr-200	125	6	of	of	ADP
amfbr-200	125	7	oil	oil	NOUN
amfbr-200	125	8	price	price	NOUN
amfbr-200	125	9	uncertainty	uncertainty	NOUN
amfbr-200	125	10	appears	appear	VERB
amfbr-200	125	11	to	to	PART
amfbr-200	125	12	be	be	AUX
amfbr-200	125	13	insignificant	insignificant	ADJ
amfbr-200	125	14	during	during	ADP
amfbr-200	125	15	periods	period	NOUN
amfbr-200	125	16	with	with	ADP
amfbr-200	125	17	precautionary	precautionary	ADJ
amfbr-200	125	18	demand	demand	NOUN
amfbr-200	125	19	shocks	shock	NOUN
amfbr-200	125	20	.	.	PUNCT
amfbr-200	126	1	the	the	DET
amfbr-200	126	2	paper	paper	NOUN
amfbr-200	126	3	by	by	ADP
amfbr-200	126	4	kang	kang	PROPN
amfbr-200	126	5	,	,	PUNCT
amfbr-200	126	6	ratti	ratti	NOUN
amfbr-200	126	7	and	and	CCONJ
amfbr-200	126	8	yoon	yoon	PROPN
amfbr-200	126	9	(	(	PUNCT
amfbr-200	126	10	2015	2015	NUM
amfbr-200	126	11	)	)	PUNCT
amfbr-200	126	12	examined	examine	VERB
amfbr-200	126	13	the	the	DET
amfbr-200	126	14	impact	impact	NOUN
amfbr-200	126	15	of	of	ADP
amfbr-200	126	16	structural	structural	ADJ
amfbr-200	126	17	oil	oil	NOUN
amfbr-200	126	18	price	price	NOUN
amfbr-200	126	19	shocks	shock	NOUN
amfbr-200	126	20	on	on	ADP
amfbr-200	126	21	the	the	DET
amfbr-200	126	22	covariance	covariance	NOUN
amfbr-200	126	23	of	of	ADP
amfbr-200	126	24	u.s	u.s	PROPN
amfbr-200	126	25	stock	stock	NOUN
amfbr-200	126	26	market	market	NOUN
amfbr-200	126	27	return	return	NOUN
amfbr-200	126	28	and	and	CCONJ
amfbr-200	126	29	stock	stock	NOUN
amfbr-200	126	30	market	market	NOUN
amfbr-200	126	31	volatility	volatility	NOUN
amfbr-200	126	32	.	.	PUNCT
amfbr-200	127	1	the	the	DET
amfbr-200	127	2	authors	author	NOUN
amfbr-200	127	3	constructed	construct	VERB
amfbr-200	127	4	from	from	ADP
amfbr-200	127	5	daily	daily	ADJ
amfbr-200	127	6	data	datum	NOUN
amfbr-200	127	7	on	on	ADP
amfbr-200	127	8	return	return	NOUN
amfbr-200	127	9	and	and	CCONJ
amfbr-200	127	10	volatility	volatility	NOUN
amfbr-200	127	11	the	the	DET
amfbr-200	127	12	covariance	covariance	NOUN
amfbr-200	127	13	of	of	ADP
amfbr-200	127	14	return	return	NOUN
amfbr-200	127	15	and	and	CCONJ
amfbr-200	127	16	volatility	volatility	NOUN
amfbr-200	127	17	at	at	ADP
amfbr-200	127	18	monthly	monthly	ADJ
amfbr-200	127	19	frequency	frequency	NOUN
amfbr-200	127	20	.	.	PUNCT
amfbr-200	128	1	the	the	DET
amfbr-200	128	2	measures	measure	NOUN
amfbr-200	128	3	of	of	ADP
amfbr-200	128	4	daily	daily	ADJ
amfbr-200	128	5	volatility	volatility	NOUN
amfbr-200	128	6	are	be	AUX
amfbr-200	128	7	realized	realize	VERB
amfbr-200	128	8	-	-	PUNCT
amfbr-200	128	9	volatility	volatility	NOUN
amfbr-200	128	10	at	at	ADP
amfbr-200	128	11	high	high	ADJ
amfbr-200	128	12	frequency	frequency	NOUN
amfbr-200	128	13	(	(	PUNCT
amfbr-200	128	14	normalized	normalize	VERB
amfbr-200	128	15	squared	square	VERB
amfbr-200	128	16	return	return	NOUN
amfbr-200	128	17	)	)	PUNCT
amfbr-200	128	18	,	,	PUNCT
amfbr-200	128	19	conditional	conditional	ADJ
amfbr-200	128	20	-	-	PUNCT
amfbr-200	128	21	volatility	volatility	NOUN
amfbr-200	128	22	recovered	recover	VERB
amfbr-200	128	23	from	from	ADP
amfbr-200	128	24	a	a	DET
amfbr-200	128	25	stochastic	stochastic	ADJ
amfbr-200	128	26	volatility	volatility	NOUN
amfbr-200	128	27	model	model	NOUN
amfbr-200	128	28	,	,	PUNCT
amfbr-200	128	29	and	and	CCONJ
amfbr-200	128	30	implied	imply	VERB
amfbr-200	128	31	-	-	PUNCT
amfbr-200	128	32	volatility	volatility	NOUN
amfbr-200	128	33	deduced	deduce	VERB
amfbr-200	128	34	from	from	ADP
amfbr-200	128	35	options	option	NOUN
amfbr-200	128	36	prices	price	NOUN
amfbr-200	128	37	.	.	PUNCT
amfbr-200	129	1	results	result	NOUN
amfbr-200	129	2	indicate	indicate	VERB
amfbr-200	129	3	that	that	SCONJ
amfbr-200	129	4	positive	positive	ADJ
amfbr-200	129	5	shocks	shock	NOUN
amfbr-200	129	6	to	to	PART
amfbr-200	129	7	aggregate	aggregate	VERB
amfbr-200	129	8	demand	demand	NOUN
amfbr-200	129	9	and	and	CCONJ
amfbr-200	129	10	to	to	ADP
amfbr-200	129	11	oil	oil	NOUN
amfbr-200	129	12	-	-	PUNCT
amfbr-200	129	13	market	market	NOUN
amfbr-200	129	14	specific	specific	ADJ
amfbr-200	129	15	demand	demand	NOUN
amfbr-200	129	16	are	be	AUX
amfbr-200	129	17	associated	associate	VERB
amfbr-200	129	18	with	with	ADP
amfbr-200	129	19	negative	negative	ADJ
amfbr-200	129	20	effects	effect	NOUN
amfbr-200	129	21	on	on	ADP
amfbr-200	129	22	the	the	DET
amfbr-200	129	23	covariance	covariance	NOUN
amfbr-200	129	24	of	of	ADP
amfbr-200	129	25	return	return	NOUN
amfbr-200	129	26	and	and	CCONJ
amfbr-200	129	27	volatility	volatility	NOUN
amfbr-200	129	28	while	while	SCONJ
amfbr-200	129	29	oil	oil	NOUN
amfbr-200	129	30	supply	supply	NOUN
amfbr-200	129	31	disruptions	disruption	NOUN
amfbr-200	129	32	are	be	AUX
amfbr-200	129	33	associated	associate	VERB
amfbr-200	129	34	with	with	ADP
amfbr-200	129	35	positive	positive	ADJ
amfbr-200	129	36	effects	effect	NOUN
amfbr-200	129	37	on	on	ADP
amfbr-200	129	38	the	the	DET
amfbr-200	129	39	covariance	covariance	NOUN
amfbr-200	129	40	of	of	ADP
amfbr-200	129	41	return	return	NOUN
amfbr-200	129	42	and	and	CCONJ
amfbr-200	129	43	volatility	volatility	NOUN
amfbr-200	129	44	.	.	PUNCT
amfbr-200	130	1	in	in	ADP
amfbr-200	130	2	addition	addition	NOUN
amfbr-200	130	3	,	,	PUNCT
amfbr-200	130	4	the	the	DET
amfbr-200	130	5	spillover	spillover	NOUN
amfbr-200	130	6	index	index	NOUN
amfbr-200	130	7	between	between	ADP
amfbr-200	130	8	the	the	DET
amfbr-200	130	9	structural	structural	ADJ
amfbr-200	130	10	oil	oil	NOUN
amfbr-200	130	11	price	price	NOUN
amfbr-200	130	12	shocks	shock	NOUN
amfbr-200	130	13	and	and	CCONJ
amfbr-200	130	14	covariance	covariance	NOUN
amfbr-200	130	15	of	of	ADP
amfbr-200	130	16	stock	stock	NOUN
amfbr-200	130	17	return	return	NOUN
amfbr-200	130	18	and	and	CCONJ
amfbr-200	130	19	volatility	volatility	NOUN
amfbr-200	130	20	is	be	AUX
amfbr-200	130	21	large	large	ADJ
amfbr-200	130	22	and	and	CCONJ
amfbr-200	130	23	highly	highly	ADV
amfbr-200	130	24	statistically	statistically	ADV
amfbr-200	130	25	significant	significant	ADJ
amfbr-200	130	26	.	.	PUNCT
amfbr-200	131	1	3	3	X
amfbr-200	131	2	.	.	X
amfbr-200	131	3	methodology	methodology	NOUN
amfbr-200	131	4	and	and	CCONJ
amfbr-200	131	5	data	datum	NOUN
amfbr-200	131	6	3.1	3.1	NUM
amfbr-200	131	7	.	.	PUNCT
amfbr-200	131	8	methodology	methodology	NOUN
amfbr-200	131	9	the	the	DET
amfbr-200	131	10	methodology	methodology	NOUN
amfbr-200	131	11	adopted	adopt	VERB
amfbr-200	131	12	for	for	ADP
amfbr-200	131	13	this	this	DET
amfbr-200	131	14	study	study	NOUN
amfbr-200	131	15	is	be	AUX
amfbr-200	131	16	the	the	DET
amfbr-200	131	17	econometric	econometric	ADJ
amfbr-200	131	18	investigative	investigative	ADJ
amfbr-200	131	19	enquiry	enquiry	NOUN
amfbr-200	131	20	which	which	PRON
amfbr-200	131	21	involves	involve	VERB
amfbr-200	131	22	the	the	DET
amfbr-200	131	23	application	application	NOUN
amfbr-200	131	24	of	of	ADP
amfbr-200	131	25	regression	regression	NOUN
amfbr-200	131	26	analysis	analysis	NOUN
amfbr-200	131	27	,	,	PUNCT
amfbr-200	131	28	unit	unit	NOUN
amfbr-200	131	29	root	root	NOUN
amfbr-200	131	30	tests	test	NOUN
amfbr-200	131	31	,	,	PUNCT
amfbr-200	131	32	johansen	johansen	PROPN
amfbr-200	131	33	co	co	NOUN
amfbr-200	131	34	-	-	NOUN
amfbr-200	131	35	integration	integration	NOUN
amfbr-200	131	36	tests	test	NOUN
amfbr-200	131	37	,	,	PUNCT
amfbr-200	131	38	the	the	DET
amfbr-200	131	39	error	error	NOUN
amfbr-200	131	40	correction	correction	NOUN
amfbr-200	131	41	mechanism	mechanism	NOUN
amfbr-200	131	42	(	(	PUNCT
amfbr-200	131	43	ecm	ecm	PROPN
amfbr-200	131	44	)	)	PUNCT
amfbr-200	131	45	,	,	PUNCT
amfbr-200	131	46	granger	granger	PROPN
amfbr-200	131	47	causality	causality	NOUN
amfbr-200	131	48	tests	test	NOUN
amfbr-200	131	49	and	and	CCONJ
amfbr-200	131	50	the	the	DET
amfbr-200	131	51	arch	arch	ADJ
amfbr-200	131	52	-	-	PUNCT
amfbr-200	131	53	garch(1,1	garch(1,1	NOUN
amfbr-200	131	54	)	)	PUNCT
amfbr-200	131	55	model	model	NOUN
amfbr-200	131	56	to	to	PART
amfbr-200	131	57	test	test	VERB
amfbr-200	131	58	for	for	ADP
amfbr-200	131	59	volatility	volatility	NOUN
amfbr-200	131	60	effect	effect	NOUN
amfbr-200	131	61	from	from	ADP
amfbr-200	131	62	changes	change	NOUN
amfbr-200	131	63	in	in	ADP
amfbr-200	131	64	crude	crude	ADJ
amfbr-200	131	65	oil	oil	NOUN
amfbr-200	131	66	price	price	NOUN
amfbr-200	131	67	and	and	CCONJ
amfbr-200	131	68	exchange	exchange	NOUN
amfbr-200	131	69	rates	rate	NOUN
amfbr-200	131	70	to	to	ADP
amfbr-200	131	71	stock	stock	NOUN
amfbr-200	131	72	market	market	NOUN
amfbr-200	131	73	prices	price	NOUN
amfbr-200	131	74	.	.	PUNCT
amfbr-200	132	1	in	in	ADP
amfbr-200	132	2	addition	addition	NOUN
amfbr-200	132	3	,	,	PUNCT
amfbr-200	132	4	the	the	DET
amfbr-200	132	5	paper	paper	NOUN
amfbr-200	132	6	employed	employ	VERB
amfbr-200	132	7	the	the	DET
amfbr-200	132	8	variance	variance	NOUN
amfbr-200	132	9	decomposition	decomposition	NOUN
amfbr-200	132	10	(	(	PUNCT
amfbr-200	132	11	vdc	vdc	NOUN
amfbr-200	132	12	)	)	PUNCT
amfbr-200	132	13	analysis	analysis	NOUN
amfbr-200	132	14	within	within	ADP
amfbr-200	132	15	an	an	DET
amfbr-200	132	16	unrestricted	unrestricted	ADJ
amfbr-200	132	17	var	var	NOUN
amfbr-200	132	18	setting	set	VERB
amfbr-200	132	19	to	to	PART
amfbr-200	132	20	examine	examine	VERB
amfbr-200	132	21	the	the	DET
amfbr-200	132	22	forecast	forecast	NOUN
amfbr-200	132	23	error	error	NOUN
amfbr-200	132	24	decomposition	decomposition	NOUN
amfbr-200	132	25	of	of	ADP
amfbr-200	132	26	the	the	DET
amfbr-200	132	27	variables	variable	NOUN
amfbr-200	132	28	ten	ten	NUM
amfbr-200	132	29	months	month	NOUN
amfbr-200	132	30	into	into	ADP
amfbr-200	132	31	the	the	DET
amfbr-200	132	32	future	future	NOUN
amfbr-200	132	33	.	.	PUNCT
amfbr-200	133	1	3.1.1model	3.1.1model	NUM
amfbr-200	133	2	specification	specification	NOUN
amfbr-200	133	3	the	the	DET
amfbr-200	133	4	functional	functional	ADJ
amfbr-200	133	5	relationship	relationship	NOUN
amfbr-200	133	6	describing	describe	VERB
amfbr-200	133	7	the	the	DET
amfbr-200	133	8	response	response	NOUN
amfbr-200	133	9	of	of	ADP
amfbr-200	133	10	stock	stock	NOUN
amfbr-200	133	11	market	market	NOUN
amfbr-200	133	12	prices	price	NOUN
amfbr-200	133	13	to	to	AUX
amfbr-200	133	14	changes	change	NOUN
amfbr-200	133	15	in	in	ADP
amfbr-200	133	16	the	the	DET
amfbr-200	133	17	international	international	ADJ
amfbr-200	133	18	crude	crude	ADJ
amfbr-200	133	19	oil	oil	NOUN
amfbr-200	133	20	prices	price	NOUN
amfbr-200	133	21	and	and	CCONJ
amfbr-200	133	22	exchange	exchange	NOUN
amfbr-200	133	23	rates	rate	NOUN
amfbr-200	133	24	can	can	AUX
amfbr-200	133	25	be	be	AUX
amfbr-200	133	26	stated	state	VERB
amfbr-200	133	27	as	as	ADP
amfbr-200	133	28	in	in	ADP
amfbr-200	133	29	equation	equation	NOUN
amfbr-200	133	30	(	(	PUNCT
amfbr-200	133	31	1	1	NUM
amfbr-200	133	32	)	)	PUNCT
amfbr-200	133	33	thus	thus	ADV
amfbr-200	133	34	:	:	PUNCT
amfbr-200	133	35	asi	asi	PROPN
amfbr-200	133	36	=	=	SYM
amfbr-200	133	37	f(dpo	f(dpo	PROPN
amfbr-200	133	38	,	,	PUNCT
amfbr-200	133	39	fxr)	fxr)	PROPN
amfbr-200	133	40	…	…	X
amfbr-200	133	41	…	…	SYM
amfbr-200	133	42	…	…	PUNCT
amfbr-200	133	43	…	…	PUNCT
amfbr-200	133	44	…	…	PUNCT
amfbr-200	133	45	…	…	PUNCT
amfbr-200	133	46	…	…	PUNCT
amfbr-200	133	47	…	…	PUNCT
amfbr-200	133	48	…	…	PUNCT
amfbr-200	133	49	…	…	PUNCT
amfbr-200	133	50	…	…	PUNCT
amfbr-200	133	51	…	…	PUNCT
amfbr-200	133	52	…	…	PUNCT
amfbr-200	133	53	…	…	PUNCT
amfbr-200	133	54	…	…	PUNCT
amfbr-200	133	55	…	…	PUNCT
amfbr-200	133	56	…	…	PUNCT
amfbr-200	133	57	…	…	PUNCT
amfbr-200	133	58	…	…	PUNCT
amfbr-200	133	59	…	…	PUNCT
amfbr-200	133	60	…	…	PUNCT
amfbr-200	133	61	…	…	PUNCT
amfbr-200	133	62	…	…	PUNCT
amfbr-200	133	63	…	…	PUNCT
amfbr-200	133	64	…	…	PUNCT
amfbr-200	133	65	…	…	PUNCT
amfbr-200	133	66	.(1	.(1	NUM
amfbr-200	133	67	)	)	PUNCT
amfbr-200	133	68	while	while	SCONJ
amfbr-200	133	69	the	the	DET
amfbr-200	133	70	functional	functional	ADJ
amfbr-200	133	71	model	model	NOUN
amfbr-200	133	72	is	be	AUX
amfbr-200	133	73	specified	specify	VERB
amfbr-200	133	74	as	as	ADP
amfbr-200	133	75	asi	asi	NOUN
amfbr-200	133	76	=	=	PROPN
amfbr-200	133	77	β0	β0	PROPN
amfbr-200	134	1	+	+	CCONJ
amfbr-200	134	2	β1dpo	β1dpo	NUM
amfbr-200	135	1	+	+	NUM
amfbr-200	135	2	β2fxr	β2fxr	VERB
amfbr-200	136	1	+	+	ADJ
amfbr-200	136	2	μ	μ	X
amfbr-200	136	3	…	…	SYM
amfbr-200	136	4	…	…	PUNCT
amfbr-200	136	5	…	…	PUNCT
amfbr-200	136	6	…	…	PUNCT
amfbr-200	136	7	…	…	PUNCT
amfbr-200	136	8	…	…	PUNCT
amfbr-200	136	9	…	…	PUNCT
amfbr-200	136	10	…	…	PUNCT
amfbr-200	136	11	…	…	PUNCT
amfbr-200	136	12	…	…	PUNCT
amfbr-200	136	13	…	…	PUNCT
amfbr-200	136	14	…	…	PUNCT
amfbr-200	136	15	…	…	PUNCT
amfbr-200	136	16	…	…	PUNCT
amfbr-200	136	17	…	…	PUNCT
amfbr-200	136	18	…	…	PUNCT
amfbr-200	136	19	…	…	PUNCT
amfbr-200	136	20	…	…	PUNCT
amfbr-200	136	21	…	…	PUNCT
amfbr-200	136	22	.(2	.(2	NOUN
amfbr-200	136	23	)	)	PUNCT
amfbr-200	136	24	where	where	SCONJ
amfbr-200	136	25	:	:	PUNCT
amfbr-200	136	26	asi=	asi=	PROPN
amfbr-200	136	27	nigerian	nigerian	ADJ
amfbr-200	136	28	stock	stock	NOUN
amfbr-200	136	29	exchange	exchange	PROPN
amfbr-200	136	30	all	all	DET
amfbr-200	136	31	-	-	PUNCT
amfbr-200	136	32	share	share	NOUN
amfbr-200	136	33	index	index	NOUN
amfbr-200	136	34	dpo=	dpo=	PROPN
amfbr-200	136	35	nigerian	nigerian	ADJ
amfbr-200	136	36	crude	crude	ADJ
amfbr-200	136	37	oil	oil	NOUN
amfbr-200	136	38	price	price	NOUN
amfbr-200	136	39	in	in	ADP
amfbr-200	136	40	the	the	DET
amfbr-200	136	41	international	international	ADJ
amfbr-200	136	42	market	market	NOUN
amfbr-200	136	43	fxr=	fxr=	PROPN
amfbr-200	136	44	exchange	exchange	NOUN
amfbr-200	136	45	rate	rate	NOUN
amfbr-200	136	46	of	of	ADP
amfbr-200	136	47	the	the	DET
amfbr-200	136	48	naira	naira	NOUN
amfbr-200	136	49	to	to	ADP
amfbr-200	136	50	the	the	DET
amfbr-200	136	51	us	us	PROPN
amfbr-200	136	52	dollar	dollar	NOUN
amfbr-200	136	53	www.cribfb.com/journal/index.php/amfbr	www.cribfb.com/journal/index.php/amfbr	PROPN
amfbr-200	136	54	american	american	PROPN
amfbr-200	136	55	finance	finance	PROPN
amfbr-200	136	56	&	&	CCONJ
amfbr-200	136	57	banking	banking	PROPN
amfbr-200	136	58	review	review	PROPN
amfbr-200	136	59	vol	vol	NOUN
amfbr-200	136	60	.	.	PROPN
amfbr-200	136	61	3	3	NUM
amfbr-200	136	62	,	,	PUNCT
amfbr-200	136	63	no	no	INTJ
amfbr-200	136	64	.	.	NOUN
amfbr-200	136	65	1	1	NUM
amfbr-200	136	66	;	;	PUNCT
amfbr-200	136	67	2018	2018	NUM
amfbr-200	136	68	17	17	NUM
amfbr-200	136	69	the	the	DET
amfbr-200	136	70	apriori	apriori	ADV
amfbr-200	136	71	theoretical	theoretical	ADJ
amfbr-200	136	72	expectation	expectation	NOUN
amfbr-200	136	73	about	about	ADP
amfbr-200	136	74	the	the	DET
amfbr-200	136	75	signs	sign	NOUN
amfbr-200	136	76	of	of	ADP
amfbr-200	136	77	the	the	DET
amfbr-200	136	78	parameter	parameter	NOUN
amfbr-200	136	79	coefficients	coefficient	NOUN
amfbr-200	136	80	are	be	AUX
amfbr-200	136	81	given	give	VERB
amfbr-200	136	82	as	as	ADP
amfbr-200	136	83	β1	β1	PROPN
amfbr-200	136	84	>	>	X
amfbr-200	136	85	0	0	PUNCT
amfbr-200	136	86	and	and	CCONJ
amfbr-200	136	87	β2<0	β2<0	PROPN
amfbr-200	136	88	given	give	VERB
amfbr-200	136	89	that	that	SCONJ
amfbr-200	136	90	nigeria	nigeria	PROPN
amfbr-200	136	91	is	be	AUX
amfbr-200	136	92	an	an	DET
amfbr-200	136	93	oil	oil	NOUN
amfbr-200	136	94	-	-	PUNCT
amfbr-200	136	95	exporting	export	VERB
amfbr-200	136	96	nation	nation	NOUN
amfbr-200	136	97	,	,	PUNCT
amfbr-200	136	98	increase	increase	NOUN
amfbr-200	136	99	in	in	ADP
amfbr-200	136	100	oil	oil	NOUN
amfbr-200	136	101	prices	price	NOUN
amfbr-200	136	102	leads	lead	VERB
amfbr-200	136	103	to	to	PART
amfbr-200	136	104	increase	increase	VERB
amfbr-200	136	105	in	in	ADP
amfbr-200	136	106	aggregate	aggregate	ADJ
amfbr-200	136	107	income	income	NOUN
amfbr-200	136	108	and	and	CCONJ
amfbr-200	136	109	cash	cash	NOUN
amfbr-200	136	110	flows	flow	NOUN
amfbr-200	136	111	and	and	CCONJ
amfbr-200	136	112	hence	hence	ADV
amfbr-200	136	113	a	a	DET
amfbr-200	136	114	bullish	bullish	ADJ
amfbr-200	136	115	stock	stock	NOUN
amfbr-200	136	116	market	market	NOUN
amfbr-200	136	117	,	,	PUNCT
amfbr-200	136	118	all	all	DET
amfbr-200	136	119	things	thing	NOUN
amfbr-200	136	120	being	be	AUX
amfbr-200	136	121	equal	equal	ADJ
amfbr-200	136	122	.	.	PUNCT
amfbr-200	137	1	3.1.2	3.1.2	NUM
amfbr-200	137	2	unit	unit	NOUN
amfbr-200	137	3	root	root	NOUN
amfbr-200	137	4	test	test	NOUN
amfbr-200	137	5	the	the	DET
amfbr-200	137	6	unit	unit	NOUN
amfbr-200	137	7	root	root	NOUN
amfbr-200	137	8	test	test	NOUN
amfbr-200	137	9	has	have	AUX
amfbr-200	137	10	become	become	VERB
amfbr-200	137	11	a	a	DET
amfbr-200	137	12	popular	popular	ADJ
amfbr-200	137	13	test	test	NOUN
amfbr-200	137	14	of	of	ADP
amfbr-200	137	15	the	the	DET
amfbr-200	137	16	stationarity	stationarity	NOUN
amfbr-200	137	17	or	or	CCONJ
amfbr-200	137	18	otherwise	otherwise	ADV
amfbr-200	137	19	of	of	ADP
amfbr-200	137	20	time	time	NOUN
amfbr-200	137	21	series	series	PROPN
amfbr-200	137	22	data	datum	NOUN
amfbr-200	137	23	in	in	ADP
amfbr-200	137	24	many	many	ADJ
amfbr-200	137	25	econometric	econometric	ADJ
amfbr-200	137	26	studies	study	NOUN
amfbr-200	137	27	given	give	VERB
amfbr-200	137	28	the	the	DET
amfbr-200	137	29	time	time	NOUN
amfbr-200	137	30	-	-	PUNCT
amfbr-200	137	31	dependent	dependent	ADJ
amfbr-200	137	32	nature	nature	NOUN
amfbr-200	137	33	of	of	ADP
amfbr-200	137	34	many	many	ADJ
amfbr-200	137	35	economic	economic	ADJ
amfbr-200	137	36	variables	variable	NOUN
amfbr-200	137	37	.	.	PUNCT
amfbr-200	138	1	some	some	PRON
amfbr-200	138	2	of	of	ADP
amfbr-200	138	3	the	the	DET
amfbr-200	138	4	most	most	ADV
amfbr-200	138	5	popular	popular	ADJ
amfbr-200	138	6	tests	test	NOUN
amfbr-200	138	7	for	for	ADP
amfbr-200	138	8	unit	unit	NOUN
amfbr-200	138	9	root	root	NOUN
amfbr-200	138	10	are	be	AUX
amfbr-200	138	11	the	the	DET
amfbr-200	138	12	augmented	augment	VERB
amfbr-200	138	13	dickey	dickey	NOUN
amfbr-200	138	14	-	-	PUNCT
amfbr-200	138	15	fuller	full	ADJ
amfbr-200	138	16	(	(	PUNCT
amfbr-200	138	17	adf	adf	NOUN
amfbr-200	138	18	)	)	PUNCT
amfbr-200	138	19	test	test	NOUN
amfbr-200	138	20	,	,	PUNCT
amfbr-200	138	21	the	the	DET
amfbr-200	138	22	phillips	phillips	PROPN
amfbr-200	138	23	-	-	PUNCT
amfbr-200	138	24	perron	perron	PROPN
amfbr-200	138	25	(	(	PUNCT
amfbr-200	138	26	p	p	NOUN
amfbr-200	138	27	-	-	PUNCT
amfbr-200	138	28	p	p	NOUN
amfbr-200	138	29	)	)	PUNCT
amfbr-200	138	30	test	test	NOUN
amfbr-200	138	31	and	and	CCONJ
amfbr-200	138	32	the	the	DET
amfbr-200	138	33	kwiatkowski	kwiatkowski	PROPN
amfbr-200	138	34	-	-	PUNCT
amfbr-200	138	35	phillips	phillip	NOUN
amfbr-200	138	36	-	-	PUNCT
amfbr-200	138	37	schmidt	schmidt	ADJ
amfbr-200	138	38	-	-	PUNCT
amfbr-200	138	39	shin	shin	NOUN
amfbr-200	138	40	(	(	PUNCT
amfbr-200	138	41	kpss	kpss	PROPN
amfbr-200	138	42	)	)	PUNCT
amfbr-200	138	43	test	test	NOUN
amfbr-200	138	44	the	the	DET
amfbr-200	138	45	adf	adf	PROPN
amfbr-200	138	46	unit	unit	NOUN
amfbr-200	138	47	root	root	PROPN
amfbr-200	138	48	test	test	NOUN
amfbr-200	138	49	is	be	AUX
amfbr-200	138	50	adopted	adopt	VERB
amfbr-200	138	51	in	in	ADP
amfbr-200	138	52	this	this	DET
amfbr-200	138	53	study	study	NOUN
amfbr-200	138	54	.	.	PUNCT
amfbr-200	139	1	the	the	DET
amfbr-200	139	2	tests	test	NOUN
amfbr-200	139	3	usually	usually	ADV
amfbr-200	139	4	consist	consist	VERB
amfbr-200	139	5	of	of	ADP
amfbr-200	139	6	estimating	estimate	VERB
amfbr-200	139	7	the	the	DET
amfbr-200	139	8	regression	regression	NOUN
amfbr-200	139	9	:	:	PUNCT
amfbr-200	139	10	n	n	DET
amfbr-200	139	11	∆yt	∆yt	NOUN
amfbr-200	139	12	=	=	SYM
amfbr-200	139	13	β1	β1	PROPN
amfbr-200	139	14	+	+	CCONJ
amfbr-200	139	15	β2	β2	PROPN
amfbr-200	139	16	t	t	PROPN
amfbr-200	139	17	+	+	CCONJ
amfbr-200	139	18	δyt-1	δyt-1	X
amfbr-200	139	19	+	+	CCONJ
amfbr-200	139	20	∑αi∆yt-1	∑αi∆yt-1	PUNCT
amfbr-200	139	21	+	+	NUM
amfbr-200	139	22	εt	εt	NUM
amfbr-200	139	23	…	…	SYM
amfbr-200	139	24	…	…	PUNCT
amfbr-200	139	25	…	…	PUNCT
amfbr-200	139	26	…	…	PUNCT
amfbr-200	139	27	…	…	PUNCT
amfbr-200	139	28	.(3	.(3	SYM
amfbr-200	139	29	)	)	PUNCT
amfbr-200	140	1	i=1	i=1	PROPN
amfbr-200	140	2	where	where	SCONJ
amfbr-200	140	3	εt	εt	PROPN
amfbr-200	140	4	is	be	AUX
amfbr-200	140	5	a	a	DET
amfbr-200	140	6	pure	pure	ADJ
amfbr-200	140	7	white	white	ADJ
amfbr-200	140	8	noise	noise	NOUN
amfbr-200	140	9	error	error	NOUN
amfbr-200	140	10	term	term	NOUN
amfbr-200	140	11	and	and	CCONJ
amfbr-200	140	12	∆yt-1	∆yt-1	NOUN
amfbr-200	140	13	=	=	SYM
amfbr-200	140	14	(	(	PUNCT
amfbr-200	140	15	yt-1	yt-1	ADV
amfbr-200	140	16	–	–	PUNCT
amfbr-200	140	17	yt-2	yt-2	NOUN
amfbr-200	140	18	)	)	PUNCT
amfbr-200	140	19	,	,	PUNCT
amfbr-200	140	20	∆yt-2	∆yt-2	PROPN
amfbr-200	140	21	=	=	PUNCT
amfbr-200	140	22	(	(	PUNCT
amfbr-200	140	23	yt-2	yt-2	NOUN
amfbr-200	140	24	–	–	PUNCT
amfbr-200	140	25	yt-3	yt-3	NUM
amfbr-200	140	26	)	)	PUNCT
amfbr-200	140	27	,	,	PUNCT
amfbr-200	140	28	and	and	CCONJ
amfbr-200	140	29	so	so	ADV
amfbr-200	140	30	on	on	ADV
amfbr-200	140	31	with	with	ADP
amfbr-200	140	32	a	a	DET
amfbr-200	140	33	number	number	NOUN
amfbr-200	140	34	of	of	ADP
amfbr-200	140	35	lagged	lag	VERB
amfbr-200	140	36	difference	difference	NOUN
amfbr-200	140	37	terms	term	NOUN
amfbr-200	140	38	included	include	VERB
amfbr-200	140	39	so	so	SCONJ
amfbr-200	140	40	that	that	SCONJ
amfbr-200	140	41	the	the	DET
amfbr-200	140	42	error	error	NOUN
amfbr-200	140	43	term	term	NOUN
amfbr-200	140	44	is	be	AUX
amfbr-200	140	45	serially	serially	ADV
amfbr-200	140	46	uncorrelated	uncorrelated	ADJ
amfbr-200	140	47	to	to	PART
amfbr-200	140	48	enable	enable	VERB
amfbr-200	140	49	the	the	DET
amfbr-200	140	50	researcher	researcher	NOUN
amfbr-200	140	51	obtain	obtain	VERB
amfbr-200	140	52	an	an	DET
amfbr-200	140	53	unbiased	unbiased	ADJ
amfbr-200	140	54	estimate	estimate	NOUN
amfbr-200	140	55	of	of	ADP
amfbr-200	140	56	δ	δ	PROPN
amfbr-200	140	57	,	,	PUNCT
amfbr-200	140	58	the	the	DET
amfbr-200	140	59	coefficient	coefficient	NOUN
amfbr-200	140	60	of	of	ADP
amfbr-200	140	61	lagged	lag	VERB
amfbr-200	140	62	yt-1	yt-1	ADV
amfbr-200	140	63	in	in	ADP
amfbr-200	140	64	equation	equation	NOUN
amfbr-200	140	65	(	(	PUNCT
amfbr-200	140	66	3	3	NUM
amfbr-200	140	67	)	)	PUNCT
amfbr-200	140	68	above	above	ADV
amfbr-200	140	69	(	(	PUNCT
amfbr-200	140	70	gujarati	gujarati	PROPN
amfbr-200	140	71	and	and	CCONJ
amfbr-200	140	72	porter	porter	NOUN
amfbr-200	140	73	,	,	PUNCT
amfbr-200	140	74	2009	2009	NUM
amfbr-200	140	75	)	)	PUNCT
amfbr-200	140	76	.	.	PUNCT
amfbr-200	141	1	in	in	ADP
amfbr-200	141	2	testing	testing	NOUN
amfbr-200	141	3	for	for	ADP
amfbr-200	141	4	unit	unit	NOUN
amfbr-200	141	5	root	root	NOUN
amfbr-200	141	6	,	,	PUNCT
amfbr-200	141	7	the	the	DET
amfbr-200	141	8	null	null	ADJ
amfbr-200	141	9	and	and	CCONJ
amfbr-200	141	10	alternative	alternative	ADJ
amfbr-200	141	11	hypotheses	hypothesis	NOUN
amfbr-200	141	12	are	be	AUX
amfbr-200	141	13	stated	state	VERB
amfbr-200	141	14	as	as	ADP
amfbr-200	141	15	ho	ho	ADJ
amfbr-200	141	16	:	:	PUNCT
amfbr-200	141	17	η	η	PROPN
amfbr-200	141	18	=	=	SYM
amfbr-200	141	19	1	1	NUM
amfbr-200	141	20	(	(	PUNCT
amfbr-200	141	21	unit	unit	NOUN
amfbr-200	141	22	root	root	NOUN
amfbr-200	141	23	exists	exist	VERB
amfbr-200	141	24	and	and	CCONJ
amfbr-200	141	25	series	series	NOUN
amfbr-200	141	26	is	be	AUX
amfbr-200	141	27	nonstationary	nonstationary	ADJ
amfbr-200	141	28	)	)	PUNCT
amfbr-200	141	29	as	as	ADP
amfbr-200	141	30	against	against	ADP
amfbr-200	141	31	h1	h1	PROPN
amfbr-200	141	32	:	:	PUNCT
amfbr-200	141	33	η	η	PROPN
amfbr-200	141	34	=	=	SYM
amfbr-200	141	35	0	0	PUNCT
amfbr-200	141	36	(	(	PUNCT
amfbr-200	141	37	no	no	DET
amfbr-200	141	38	unit	unit	NOUN
amfbr-200	141	39	root	root	NOUN
amfbr-200	141	40	,	,	PUNCT
amfbr-200	141	41	series	series	NOUN
amfbr-200	141	42	is	be	AUX
amfbr-200	141	43	stationary	stationary	ADJ
amfbr-200	141	44	)	)	PUNCT
amfbr-200	141	45	.	.	PUNCT
amfbr-200	142	1	3.1.3	3.1.3	NUM
amfbr-200	142	2	the	the	DET
amfbr-200	142	3	granger	granger	PROPN
amfbr-200	142	4	causality	causality	PROPN
amfbr-200	142	5	test	test	NOUN
amfbr-200	142	6	the	the	DET
amfbr-200	142	7	granger	granger	PROPN
amfbr-200	142	8	causality	causality	NOUN
amfbr-200	142	9	test	test	NOUN
amfbr-200	142	10	is	be	AUX
amfbr-200	142	11	used	use	VERB
amfbr-200	142	12	for	for	ADP
amfbr-200	142	13	testing	test	VERB
amfbr-200	142	14	the	the	DET
amfbr-200	142	15	direction	direction	NOUN
amfbr-200	142	16	of	of	ADP
amfbr-200	142	17	causality	causality	NOUN
amfbr-200	142	18	between	between	ADP
amfbr-200	142	19	variables	variable	NOUN
amfbr-200	142	20	say	say	VERB
amfbr-200	142	21	y	y	PROPN
amfbr-200	142	22	and	and	CCONJ
amfbr-200	142	23	x	x	PROPN
amfbr-200	142	24	(	(	PUNCT
amfbr-200	142	25	granger,1969	granger,1969	NOUN
amfbr-200	142	26	)	)	PUNCT
amfbr-200	142	27	.	.	PUNCT
amfbr-200	143	1	the	the	DET
amfbr-200	143	2	test	test	NOUN
amfbr-200	143	3	is	be	AUX
amfbr-200	143	4	based	base	VERB
amfbr-200	143	5	on	on	ADP
amfbr-200	143	6	estimating	estimate	VERB
amfbr-200	143	7	the	the	DET
amfbr-200	143	8	following	follow	VERB
amfbr-200	143	9	bivariate	bivariate	ADJ
amfbr-200	143	10	regressions	regression	NOUN
amfbr-200	143	11	.	.	PUNCT
amfbr-200	144	1	n	n	CCONJ
amfbr-200	144	2	n	n	ADV
amfbr-200	144	3	yt=	yt=	NOUN
amfbr-200	144	4	∑	∑	ADV
amfbr-200	144	5	αixt	αixt	VERB
amfbr-200	144	6	-	-	PUNCT
amfbr-200	144	7	i	i	PRON
amfbr-200	144	8	+	+	CCONJ
amfbr-200	144	9	∑	∑	PROPN
amfbr-200	144	10	βjyt	βjyt	PROPN
amfbr-200	144	11	-	-	PUNCT
amfbr-200	144	12	j	j	PROPN
amfbr-200	144	13	+	+	NUM
amfbr-200	144	14	u1	u1	PROPN
amfbr-200	144	15	t	t	PROPN
amfbr-200	144	16	…	…	PUNCT
amfbr-200	144	17	…	…	PUNCT
amfbr-200	144	18	…	…	PUNCT
amfbr-200	144	19	…	…	PUNCT
amfbr-200	144	20	…	…	PUNCT
amfbr-200	144	21	…	…	PUNCT
amfbr-200	144	22	…	…	PUNCT
amfbr-200	144	23	…	…	PUNCT
amfbr-200	144	24	……	……	NOUN
amfbr-200	144	25	……	……	NOUN
amfbr-200	144	26	……	……	NOUN
amfbr-200	144	27	……	……	NOUN
amfbr-200	144	28	.	.	PUNCT
amfbr-200	145	1	(	(	PUNCT
amfbr-200	145	2	4	4	NUM
amfbr-200	145	3	)	)	PUNCT
amfbr-200	145	4	i=1	i=1	PROPN
amfbr-200	146	1	j=1	j=1	PROPN
amfbr-200	146	2	n	n	CCONJ
amfbr-200	146	3	n	n	NOUN
amfbr-200	146	4	xt	xt	X
amfbr-200	146	5	=	=	SYM
amfbr-200	146	6	∑	∑	PUNCT
amfbr-200	146	7	δiyt	δiyt	X
amfbr-200	146	8	-	-	PUNCT
amfbr-200	146	9	i	i	PRON
amfbr-200	146	10	+	+	NUM
amfbr-200	146	11	∑	∑	NUM
amfbr-200	146	12	λjxt	λjxt	NOUN
amfbr-200	146	13	-	-	PROPN
amfbr-200	146	14	j	j	NOUN
amfbr-200	146	15	+	+	PROPN
amfbr-200	146	16	u2	u2	PROPN
amfbr-200	146	17	t	t	PROPN
amfbr-200	146	18	…	…	PUNCT
amfbr-200	146	19	…	…	PUNCT
amfbr-200	146	20	…	…	PUNCT
amfbr-200	146	21	…	…	PUNCT
amfbr-200	146	22	…	…	PUNCT
amfbr-200	146	23	…	…	PUNCT
amfbr-200	146	24	…	…	PUNCT
amfbr-200	146	25	…	…	PUNCT
amfbr-200	146	26	…	…	PUNCT
amfbr-200	146	27	…	…	PUNCT
amfbr-200	146	28	…	…	PUNCT
amfbr-200	146	29	…	…	PUNCT
amfbr-200	146	30	…	…	PUNCT
amfbr-200	146	31	…	…	PUNCT
amfbr-200	146	32	…	…	PUNCT
amfbr-200	146	33	…	…	PUNCT
amfbr-200	146	34	…	…	PUNCT
amfbr-200	146	35	(	(	PUNCT
amfbr-200	146	36	5	5	NUM
amfbr-200	146	37	)	)	PUNCT
amfbr-200	146	38	i=1	i=1	PART
amfbr-200	147	1	j=1	j=1	PROPN
amfbr-200	147	2	where	where	SCONJ
amfbr-200	147	3	yt	yt	PROPN
amfbr-200	147	4	and	and	CCONJ
amfbr-200	147	5	xt	xt	X
amfbr-200	147	6	are	be	AUX
amfbr-200	147	7	the	the	DET
amfbr-200	147	8	variables	variable	NOUN
amfbr-200	147	9	of	of	ADP
amfbr-200	147	10	interest	interest	NOUN
amfbr-200	147	11	while	while	SCONJ
amfbr-200	147	12	u1	u1	PROPN
amfbr-200	147	13	t	t	PROPN
amfbr-200	147	14	and	and	CCONJ
amfbr-200	147	15	u2	u2	PROPN
amfbr-200	147	16	t	t	PROPN
amfbr-200	147	17	are	be	AUX
amfbr-200	147	18	the	the	DET
amfbr-200	147	19	disturbance	disturbance	NOUN
amfbr-200	147	20	terms	term	NOUN
amfbr-200	147	21	assumed	assume	VERB
amfbr-200	147	22	to	to	PART
amfbr-200	147	23	be	be	AUX
amfbr-200	147	24	uncorrelated	uncorrelate	VERB
amfbr-200	147	25	.	.	PUNCT
amfbr-200	148	1	the	the	DET
amfbr-200	148	2	present	present	ADJ
amfbr-200	148	3	study	study	NOUN
amfbr-200	148	4	employed	employ	VERB
amfbr-200	148	5	the	the	DET
amfbr-200	148	6	granger	granger	PROPN
amfbr-200	148	7	causality	causality	PROPN
amfbr-200	148	8	test	test	NOUN
amfbr-200	148	9	to	to	PART
amfbr-200	148	10	estimate	estimate	VERB
amfbr-200	148	11	the	the	DET
amfbr-200	148	12	degree	degree	NOUN
amfbr-200	148	13	of	of	ADP
amfbr-200	148	14	causality	causality	NOUN
amfbr-200	148	15	between	between	ADP
amfbr-200	148	16	stock	stock	NOUN
amfbr-200	148	17	market	market	NOUN
amfbr-200	148	18	prices	price	NOUN
amfbr-200	148	19	,	,	PUNCT
amfbr-200	148	20	crude	crude	ADJ
amfbr-200	148	21	oil	oil	NOUN
amfbr-200	148	22	prices	price	NOUN
amfbr-200	148	23	and	and	CCONJ
amfbr-200	148	24	exchange	exchange	NOUN
amfbr-200	148	25	rates	rate	NOUN
amfbr-200	148	26	(	(	PUNCT
amfbr-200	148	27	brooks	brooks	PROPN
amfbr-200	148	28	,	,	PUNCT
amfbr-200	148	29	2008	2008	NUM
amfbr-200	148	30	)	)	PUNCT
amfbr-200	148	31	.	.	PUNCT
amfbr-200	149	1	3.1.4	3.1.4	NUM
amfbr-200	149	2	the	the	DET
amfbr-200	149	3	arch	arch	ADJ
amfbr-200	149	4	-	-	PUNCT
amfbr-200	149	5	garch	garch	NOUN
amfbr-200	149	6	test	test	NOUN
amfbr-200	149	7	the	the	DET
amfbr-200	149	8	development	development	NOUN
amfbr-200	149	9	of	of	ADP
amfbr-200	149	10	the	the	DET
amfbr-200	149	11	autoregressive	autoregressive	ADJ
amfbr-200	149	12	conditional	conditional	ADJ
amfbr-200	149	13	heteroscedasticity	heteroscedasticity	NOUN
amfbr-200	149	14	(	(	PUNCT
amfbr-200	149	15	arch	arch	NOUN
amfbr-200	149	16	)	)	PUNCT
amfbr-200	149	17	model	model	NOUN
amfbr-200	149	18	is	be	AUX
amfbr-200	149	19	usually	usually	ADV
amfbr-200	149	20	attributed	attribute	VERB
amfbr-200	149	21	to	to	ADP
amfbr-200	149	22	engle	engle	PROPN
amfbr-200	149	23	(	(	PUNCT
amfbr-200	149	24	1982	1982	NUM
amfbr-200	149	25	)	)	PUNCT
amfbr-200	149	26	who	who	PRON
amfbr-200	149	27	developed	develop	VERB
amfbr-200	149	28	the	the	DET
amfbr-200	149	29	arch	arch	ADJ
amfbr-200	149	30	model	model	NOUN
amfbr-200	149	31	to	to	PART
amfbr-200	149	32	capture	capture	VERB
amfbr-200	149	33	the	the	DET
amfbr-200	149	34	effect	effect	NOUN
amfbr-200	149	35	of	of	ADP
amfbr-200	149	36	serially	serially	ADV
amfbr-200	149	37	correlation	correlation	NOUN
amfbr-200	149	38	of	of	ADP
amfbr-200	149	39	volatility	volatility	NOUN
amfbr-200	149	40	in	in	ADP
amfbr-200	149	41	time	time	NOUN
amfbr-200	149	42	series	series	PROPN
amfbr-200	149	43	data	data	PROPN
amfbr-200	149	44	according	accord	VERB
amfbr-200	149	45	to	to	ADP
amfbr-200	149	46	which	which	PRON
amfbr-200	149	47	the	the	DET
amfbr-200	149	48	arch	arch	ADJ
amfbr-200	149	49	model	model	NOUN
amfbr-200	149	50	expresses	express	VERB
amfbr-200	149	51	conditional	conditional	ADJ
amfbr-200	149	52	variance	variance	NOUN
amfbr-200	149	53	as	as	ADP
amfbr-200	149	54	a	a	DET
amfbr-200	149	55	distributed	distribute	VERB
amfbr-200	149	56	lag	lag	NOUN
amfbr-200	149	57	of	of	ADP
amfbr-200	149	58	past	past	ADJ
amfbr-200	149	59	squared	square	VERB
amfbr-200	149	60	innovations	innovation	NOUN
amfbr-200	149	61	.	.	PUNCT
amfbr-200	150	1	(	(	PUNCT
amfbr-200	150	2	goudarzi	goudarzi	NOUN
amfbr-200	150	3	,	,	PUNCT
amfbr-200	150	4	2013	2013	NUM
amfbr-200	150	5	)	)	PUNCT
amfbr-200	150	6	.	.	PUNCT
amfbr-200	151	1	in	in	ADP
amfbr-200	151	2	developing	develop	VERB
amfbr-200	151	3	the	the	DET
amfbr-200	151	4	arch	arch	ADJ
amfbr-200	151	5	model	model	NOUN
amfbr-200	151	6	,	,	PUNCT
amfbr-200	151	7	the	the	DET
amfbr-200	151	8	conditional	conditional	ADJ
amfbr-200	151	9	return	return	NOUN
amfbr-200	151	10	must	must	AUX
amfbr-200	151	11	be	be	AUX
amfbr-200	151	12	modeled	model	VERB
amfbr-200	151	13	first	first	ADV
amfbr-200	151	14	by	by	ADP
amfbr-200	151	15	stating	state	VERB
amfbr-200	151	16	the	the	DET
amfbr-200	151	17	return	return	NOUN
amfbr-200	151	18	relationship	relationship	NOUN
amfbr-200	151	19	as	as	ADP
amfbr-200	151	20	an	an	DET
amfbr-200	151	21	autoregressive	autoregressive	ADJ
amfbr-200	151	22	ar(p	ar(p	NOUN
amfbr-200	151	23	)	)	PUNCT
amfbr-200	151	24	process	process	NOUN
amfbr-200	151	25	with	with	ADP
amfbr-200	151	26	lags	lag	NOUN
amfbr-200	151	27	up	up	ADP
amfbr-200	151	28	to	to	ADP
amfbr-200	151	29	(	(	PUNCT
amfbr-200	151	30	p	p	NOUN
amfbr-200	151	31	)	)	PUNCT
amfbr-200	151	32	stated	state	VERB
amfbr-200	151	33	as	as	SCONJ
amfbr-200	151	34	follows	follow	VERB
amfbr-200	151	35	say	say	VERB
amfbr-200	151	36	:	:	PUNCT
amfbr-200	151	37	asit=	asit=	PROPN
amfbr-200	151	38	αo	αo	NUM
amfbr-200	151	39	+	+	CCONJ
amfbr-200	151	40	∑	∑	PROPN
amfbr-200	151	41	αt	αt	PROPN
amfbr-200	151	42	asit-1	asit-1	PROPN
amfbr-200	151	43	+	+	CCONJ
amfbr-200	151	44	εt	εt	PROPN
amfbr-200	151	45	…	…	PUNCT
amfbr-200	151	46	…	…	PUNCT
amfbr-200	151	47	…	…	PUNCT
amfbr-200	151	48	…	…	PUNCT
amfbr-200	151	49	…	…	PUNCT
amfbr-200	151	50	…	…	PUNCT
amfbr-200	151	51	…	…	PUNCT
amfbr-200	151	52	…	…	PUNCT
amfbr-200	151	53	…	…	PUNCT
amfbr-200	151	54	…	…	PUNCT
amfbr-200	151	55	…	…	PUNCT
amfbr-200	151	56	…	…	PUNCT
amfbr-200	151	57	…	…	PUNCT
amfbr-200	151	58	…	…	PUNCT
amfbr-200	151	59	…	…	PUNCT
amfbr-200	151	60	…	…	PUNCT
amfbr-200	151	61	…	…	PUNCT
amfbr-200	151	62	(	(	PUNCT
amfbr-200	151	63	6	6	NUM
amfbr-200	151	64	)	)	PUNCT
amfbr-200	151	65	where	where	SCONJ
amfbr-200	151	66	asit	asit	NOUN
amfbr-200	151	67	is	be	AUX
amfbr-200	151	68	current	current	ADJ
amfbr-200	151	69	stock	stock	NOUN
amfbr-200	151	70	market	market	NOUN
amfbr-200	151	71	price	price	NOUN
amfbr-200	151	72	in	in	ADP
amfbr-200	151	73	period	period	NOUN
amfbr-200	151	74	t.	t.	NOUN
amfbr-200	151	75	equation	equation	NOUN
amfbr-200	151	76	(	(	PUNCT
amfbr-200	151	77	8)	8)	NUM
amfbr-200	151	78	above	above	ADV
amfbr-200	151	79	implies	imply	VERB
amfbr-200	151	80	that	that	SCONJ
amfbr-200	151	81	asit	asit	NOUN
amfbr-200	151	82	depends	depend	VERB
amfbr-200	151	83	not	not	PART
amfbr-200	151	84	only	only	ADV
amfbr-200	151	85	on	on	ADP
amfbr-200	151	86	(	(	PUNCT
amfbr-200	151	87	asit-1	asit-1	PROPN
amfbr-200	151	88	)	)	PUNCT
amfbr-200	151	89	but	but	CCONJ
amfbr-200	151	90	also	also	ADV
amfbr-200	151	91	on	on	ADP
amfbr-200	151	92	previous	previous	ADJ
amfbr-200	151	93	prices	price	NOUN
amfbr-200	151	94	(	(	PUNCT
amfbr-200	151	95	asit	asit	NOUN
amfbr-200	151	96	-	-	PUNCT
amfbr-200	151	97	p	p	PROPN
amfbr-200	151	98	)	)	PUNCT
amfbr-200	151	99	.	.	PUNCT
amfbr-200	152	1	given	give	VERB
amfbr-200	152	2	that	that	SCONJ
amfbr-200	152	3	the	the	DET
amfbr-200	152	4	arch	arch	ADJ
amfbr-200	152	5	model	model	NOUN
amfbr-200	152	6	assumes	assume	VERB
amfbr-200	152	7	that	that	SCONJ
amfbr-200	152	8	the	the	DET
amfbr-200	152	9	residuals	residual	NOUN
amfbr-200	152	10	(	(	PUNCT
amfbr-200	152	11	ε	ε	PROPN
amfbr-200	152	12	’s	’s	PART
amfbr-200	152	13	)	)	PUNCT
amfbr-200	152	14	have	have	VERB
amfbr-200	152	15	no	no	DET
amfbr-200	152	16	constant	constant	ADJ
amfbr-200	152	17	variance	variance	NOUN
amfbr-200	152	18	,	,	PUNCT
amfbr-200	152	19	the	the	DET
amfbr-200	152	20	conditional	conditional	ADJ
amfbr-200	152	21	variance	variance	NOUN
amfbr-200	152	22	is	be	AUX
amfbr-200	152	23	modeled	model	VERB
amfbr-200	152	24	to	to	PART
amfbr-200	152	25	incorporate	incorporate	VERB
amfbr-200	152	26	the	the	DET
amfbr-200	152	27	arch	arch	ADJ
amfbr-200	152	28	process	process	NOUN
amfbr-200	152	29	of	of	ADP
amfbr-200	152	30	(	(	PUNCT
amfbr-200	152	31	ε	ε	PROPN
amfbr-200	152	32	2	2	NUM
amfbr-200	152	33	)	)	PUNCT
amfbr-200	152	34	in	in	ADP
amfbr-200	152	35	the	the	DET
amfbr-200	152	36	conditional	conditional	ADJ
amfbr-200	152	37	variance	variance	NOUN
amfbr-200	152	38	with	with	ADP
amfbr-200	152	39	(	(	PUNCT
amfbr-200	152	40	q	q	NOUN
amfbr-200	152	41	)	)	PUNCT
amfbr-200	152	42	lagged	lag	VERB
amfbr-200	152	43	values	value	NOUN
amfbr-200	152	44	of	of	ADP
amfbr-200	152	45	the	the	DET
amfbr-200	152	46	residuals	residual	NOUN
amfbr-200	152	47	(	(	PUNCT
amfbr-200	152	48	ε	ε	PROPN
amfbr-200	152	49	2	2	NUM
amfbr-200	152	50	)	)	PUNCT
amfbr-200	152	51	as	as	SCONJ
amfbr-200	152	52	stated	state	VERB
amfbr-200	152	53	in	in	ADP
amfbr-200	152	54	equation	equation	NOUN
amfbr-200	152	55	(	(	PUNCT
amfbr-200	152	56	7	7	NUM
amfbr-200	152	57	)	)	PUNCT
amfbr-200	152	58	.	.	PUNCT
amfbr-200	153	1	σt	σt	ADP
amfbr-200	153	2	2	2	NUM
amfbr-200	153	3	=	=	SYM
amfbr-200	153	4	αo	αo	PROPN
amfbr-200	153	5	+	+	CCONJ
amfbr-200	153	6	α1εt-1	α1εt-1	PROPN
amfbr-200	153	7	2	2	NUM
amfbr-200	153	8	+	+	NOUN
amfbr-200	153	9	…	…	PUNCT
amfbr-200	153	10	+	+	NUM
amfbr-200	153	11	αp	αp	NOUN
amfbr-200	153	12	εt	εt	VERB
amfbr-200	153	13	-	-	PUNCT
amfbr-200	153	14	p	p	NOUN
amfbr-200	153	15	2	2	NUM
amfbr-200	153	16	…	…	SYM
amfbr-200	153	17	…	…	PUNCT
amfbr-200	153	18	…	…	PUNCT
amfbr-200	153	19	…	…	PUNCT
amfbr-200	153	20	…	…	PUNCT
amfbr-200	153	21	…	…	PUNCT
amfbr-200	153	22	…	…	PUNCT
amfbr-200	153	23	…	…	PUNCT
amfbr-200	153	24	…	…	PUNCT
amfbr-200	153	25	…	…	PUNCT
amfbr-200	153	26	…	…	PUNCT
amfbr-200	153	27	…	…	PUNCT
amfbr-200	153	28	…	…	PUNCT
amfbr-200	153	29	(	(	PUNCT
amfbr-200	153	30	7	7	NUM
amfbr-200	153	31	)	)	PUNCT
amfbr-200	153	32	however	however	ADV
amfbr-200	153	33	,	,	PUNCT
amfbr-200	153	34	bollerslev	bollerslev	ADJ
amfbr-200	153	35	(	(	PUNCT
amfbr-200	153	36	1986	1986	NUM
amfbr-200	153	37	)	)	PUNCT
amfbr-200	153	38	as	as	ADV
amfbr-200	153	39	well	well	ADV
amfbr-200	153	40	as	as	ADP
amfbr-200	153	41	bollerslev	bollerslev	ADJ
amfbr-200	153	42	,	,	PUNCT
amfbr-200	153	43	chou	chou	NOUN
amfbr-200	153	44	and	and	CCONJ
amfbr-200	153	45	kroner	kroner	PROPN
amfbr-200	153	46	(	(	PUNCT
amfbr-200	153	47	1992	1992	NUM
amfbr-200	153	48	)	)	PUNCT
amfbr-200	153	49	refined	refined	ADJ
amfbr-200	153	50	engle	engle	NOUN
amfbr-200	153	51	(	(	PUNCT
amfbr-200	153	52	1982	1982	NUM
amfbr-200	153	53	)	)	PUNCT
amfbr-200	153	54	linear	linear	NOUN
amfbr-200	153	55	arch	arch	NOUN
amfbr-200	153	56	(	(	PUNCT
amfbr-200	153	57	q	q	NOUN
amfbr-200	153	58	)	)	PUNCT
amfbr-200	153	59	model	model	NOUN
amfbr-200	153	60	as	as	SCONJ
amfbr-200	153	61	represented	represent	VERB
amfbr-200	153	62	in	in	ADP
amfbr-200	153	63	equation	equation	NOUN
amfbr-200	153	64	(	(	PUNCT
amfbr-200	153	65	6	6	NUM
amfbr-200	153	66	)	)	PUNCT
amfbr-200	153	67	above	above	ADV
amfbr-200	153	68	to	to	PART
amfbr-200	153	69	remove	remove	VERB
amfbr-200	153	70	its	its	PRON
amfbr-200	153	71	long	long	ADJ
amfbr-200	153	72	lag	lag	NOUN
amfbr-200	153	73	structure	structure	NOUN
amfbr-200	153	74	by	by	ADP
amfbr-200	153	75	including	include	VERB
amfbr-200	153	76	the	the	DET
amfbr-200	153	77	lagged	lag	VERB
amfbr-200	153	78	values	value	NOUN
amfbr-200	153	79	of	of	ADP
amfbr-200	153	80	the	the	DET
amfbr-200	153	81	conditional	conditional	ADJ
amfbr-200	153	82	variance	variance	NOUN
amfbr-200	153	83	in	in	ADP
amfbr-200	153	84	his	his	PRON
amfbr-200	153	85	formulation	formulation	NOUN
amfbr-200	153	86	which	which	DET
amfbr-200	153	87	bollerslev	bollerslev	NOUN
amfbr-200	153	88	called	call	VERB
amfbr-200	153	89	the	the	DET
amfbr-200	153	90	generalized	generalized	ADJ
amfbr-200	153	91	conditional	conditional	ADJ
amfbr-200	153	92	heteroscedasticity	heteroscedasticity	NOUN
amfbr-200	153	93	(	(	PUNCT
amfbr-200	153	94	garch	garch	NOUN
amfbr-200	153	95	)	)	PUNCT
amfbr-200	153	96	model	model	NOUN
amfbr-200	153	97	.	.	PUNCT
amfbr-200	154	1	that	that	PRON
amfbr-200	154	2	is	is	ADV
amfbr-200	154	3	,	,	PUNCT
amfbr-200	154	4	the	the	DET
amfbr-200	154	5	garch	garch	NOUN
amfbr-200	154	6	(	(	PUNCT
amfbr-200	154	7	p	p	X
amfbr-200	154	8	,	,	PUNCT
amfbr-200	154	9	q	q	NOUN
amfbr-200	154	10	)	)	PUNCT
amfbr-200	154	11	model	model	NOUN
amfbr-200	154	12	specifies	specifie	NOUN
amfbr-200	154	13	the	the	DET
amfbr-200	154	14	conditional	conditional	ADJ
amfbr-200	154	15	variance	variance	NOUN
amfbr-200	154	16	to	to	PART
amfbr-200	154	17	be	be	AUX
amfbr-200	154	18	a	a	DET
amfbr-200	154	19	linear	linear	ADJ
amfbr-200	154	20	combination	combination	NOUN
amfbr-200	154	21	of	of	ADP
amfbr-200	154	22	(	(	PUNCT
amfbr-200	154	23	q	q	NOUN
amfbr-200	154	24	)	)	PUNCT
amfbr-200	154	25	lags	lag	NOUN
amfbr-200	154	26	of	of	ADP
amfbr-200	154	27	the	the	DET
amfbr-200	154	28	squared	square	VERB
amfbr-200	154	29	residuals	residual	NOUN
amfbr-200	154	30	(	(	PUNCT
amfbr-200	154	31	ε	ε	PROPN
amfbr-200	154	32	2	2	NUM
amfbr-200	154	33	t	t	PROPN
amfbr-200	154	34	)	)	PUNCT
amfbr-200	154	35	from	from	ADP
amfbr-200	154	36	the	the	DET
amfbr-200	154	37	conditional	conditional	ADJ
amfbr-200	154	38	return	return	NOUN
amfbr-200	154	39	equation	equation	NOUN
amfbr-200	154	40	and	and	CCONJ
amfbr-200	154	41	(	(	PUNCT
amfbr-200	154	42	p	p	NOUN
amfbr-200	154	43	)	)	PUNCT
amfbr-200	154	44	lags	lag	NOUN
amfbr-200	154	45	from	from	ADP
amfbr-200	154	46	the	the	DET
amfbr-200	154	47	conditional	conditional	ADJ
amfbr-200	154	48	variance	variance	NOUN
amfbr-200	154	49	(	(	PUNCT
amfbr-200	154	50	σt	σt	ADP
amfbr-200	154	51	-	-	ADJ
amfbr-200	154	52	j	j	NOUN
amfbr-200	154	53	2	2	NUM
amfbr-200	154	54	)	)	PUNCT
amfbr-200	154	55	.	.	PUNCT
amfbr-200	155	1	the	the	DET
amfbr-200	155	2	garch	garch	NOUN
amfbr-200	155	3	(	(	PUNCT
amfbr-200	155	4	p	p	X
amfbr-200	155	5	,	,	PUNCT
amfbr-200	155	6	q	q	NOUN
amfbr-200	155	7	)	)	PUNCT
amfbr-200	155	8	model	model	NOUN
amfbr-200	155	9	is	be	AUX
amfbr-200	155	10	then	then	ADV
amfbr-200	155	11	written	write	VERB
amfbr-200	155	12	as	as	SCONJ
amfbr-200	155	13	follows	follow	VERB
amfbr-200	155	14	:	:	PUNCT
amfbr-200	155	15	σt	σt	ADP
amfbr-200	155	16	2	2	NUM
amfbr-200	155	17	=	=	SYM
amfbr-200	155	18	αo	αo	NOUN
amfbr-200	155	19	+	+	CCONJ
amfbr-200	155	20	∑αiεt	∑αiεt	PROPN
amfbr-200	155	21	-	-	ADJ
amfbr-200	155	22	i	i	VERB
amfbr-200	155	23	2	2	NUM
amfbr-200	155	24	+	+	CCONJ
amfbr-200	155	25	∑βjσt	∑βjσt	PROPN
amfbr-200	155	26	-	-	PUNCT
amfbr-200	155	27	j	j	NOUN
amfbr-200	155	28	2	2	NUM
amfbr-200	155	29	…	…	SYM
amfbr-200	155	30	…	…	PUNCT
amfbr-200	155	31	…	…	PUNCT
amfbr-200	155	32	…	…	PUNCT
amfbr-200	155	33	…	…	PUNCT
amfbr-200	155	34	…	…	PUNCT
amfbr-200	155	35	…	…	PUNCT
amfbr-200	155	36	…	…	PUNCT
amfbr-200	155	37	…	…	PUNCT
amfbr-200	155	38	…	…	PUNCT
amfbr-200	155	39	…	…	PUNCT
amfbr-200	155	40	…	…	PUNCT
amfbr-200	155	41	…	…	PUNCT
amfbr-200	155	42	…	…	PUNCT
amfbr-200	155	43	…	…	PUNCT
amfbr-200	155	44	…	…	PUNCT
amfbr-200	155	45	.(8	.(8	NUM
amfbr-200	155	46	)	)	PUNCT
amfbr-200	155	47	where	where	SCONJ
amfbr-200	155	48	αi	αi	VERB
amfbr-200	155	49	,	,	PUNCT
amfbr-200	155	50	βj>0	βj>0	ADJ
amfbr-200	155	51	and	and	CCONJ
amfbr-200	155	52	αi	αi	PROPN
amfbr-200	155	53	,	,	PUNCT
amfbr-200	155	54	βj	βj	PRON
amfbr-200	155	55	<	<	X
amfbr-200	155	56	1	1	NUM
amfbr-200	155	57	to	to	PART
amfbr-200	155	58	avoid	avoid	VERB
amfbr-200	155	59	the	the	DET
amfbr-200	155	60	possibility	possibility	NOUN
amfbr-200	155	61	of	of	ADP
amfbr-200	155	62	negative	negative	ADJ
amfbr-200	155	63	conditional	conditional	ADJ
amfbr-200	155	64	variance	variance	NOUN
amfbr-200	155	65	.	.	PUNCT
amfbr-200	156	1	from	from	ADP
amfbr-200	156	2	equation	equation	NOUN
amfbr-200	156	3	(	(	PUNCT
amfbr-200	156	4	8)	8)	NUM
amfbr-200	156	5	,	,	PUNCT
amfbr-200	156	6	it	it	PRON
amfbr-200	156	7	means	mean	VERB
amfbr-200	156	8	that	that	SCONJ
amfbr-200	156	9	the	the	DET
amfbr-200	156	10	current	current	ADJ
amfbr-200	156	11	value	value	NOUN
amfbr-200	156	12	of	of	ADP
amfbr-200	156	13	the	the	DET
amfbr-200	156	14	conditional	conditional	ADJ
amfbr-200	156	15	variance	variance	NOUN
amfbr-200	156	16	is	be	AUX
amfbr-200	156	17	a	a	DET
amfbr-200	156	18	function	function	NOUN
amfbr-200	156	19	of	of	ADP
amfbr-200	156	20	a	a	DET
amfbr-200	156	21	constant	constant	ADJ
amfbr-200	156	22	and	and	CCONJ
amfbr-200	156	23	values	value	NOUN
amfbr-200	156	24	of	of	ADP
amfbr-200	156	25	the	the	DET
amfbr-200	156	26	squared	square	VERB
amfbr-200	156	27	residuals	residual	NOUN
amfbr-200	156	28	from	from	ADP
amfbr-200	156	29	the	the	DET
amfbr-200	156	30	conditional	conditional	ADJ
amfbr-200	156	31	return	return	NOUN
amfbr-200	156	32	equation	equation	NOUN
amfbr-200	156	33	plus	plus	CCONJ
amfbr-200	156	34	values	value	NOUN
amfbr-200	156	35	of	of	ADP
amfbr-200	156	36	the	the	DET
amfbr-200	156	37	previous	previous	ADJ
amfbr-200	156	38	conditional	conditional	ADJ
amfbr-200	156	39	variance	variance	NOUN
amfbr-200	156	40	.	.	PUNCT
amfbr-200	157	1	(	(	PUNCT
amfbr-200	157	2	goudarzi	goudarzi	NOUN
amfbr-200	157	3	,	,	PUNCT
amfbr-200	157	4	2013	2013	NUM
amfbr-200	157	5	)	)	PUNCT
amfbr-200	157	6	.	.	PUNCT
amfbr-200	158	1	thus	thus	ADV
amfbr-200	158	2	,	,	PUNCT
amfbr-200	158	3	given	give	VERB
amfbr-200	158	4	the	the	DET
amfbr-200	158	5	standard	standard	ADJ
amfbr-200	158	6	garch	garch	NOUN
amfbr-200	158	7	(	(	PUNCT
amfbr-200	158	8	p	p	X
amfbr-200	158	9	,	,	PUNCT
amfbr-200	158	10	q	q	NOUN
amfbr-200	158	11	)	)	PUNCT
amfbr-200	158	12	model	model	NOUN
amfbr-200	158	13	,	,	PUNCT
amfbr-200	158	14	if	if	SCONJ
amfbr-200	158	15	both	both	DET
amfbr-200	158	16	the	the	DET
amfbr-200	158	17	arch	arch	ADJ
amfbr-200	158	18	and	and	CCONJ
amfbr-200	158	19	garch	garch	NOUN
amfbr-200	158	20	coefficients	coefficient	NOUN
amfbr-200	158	21	are	be	AUX
amfbr-200	158	22	significant	significant	ADJ
amfbr-200	158	23	then	then	ADV
amfbr-200	158	24	there	there	PRON
amfbr-200	158	25	is	be	VERB
amfbr-200	158	26	evidence	evidence	NOUN
amfbr-200	158	27	of	of	ADP
amfbr-200	158	28	volatility	volatility	NOUN
amfbr-200	158	29	in	in	ADP
amfbr-200	158	30	the	the	DET
amfbr-200	158	31	squared	square	VERB
amfbr-200	158	32	series	series	NOUN
amfbr-200	158	33	.	.	PUNCT
amfbr-200	159	1	in	in	ADP
amfbr-200	159	2	addition	addition	NOUN
amfbr-200	159	3	,	,	PUNCT
amfbr-200	159	4	the	the	DET
amfbr-200	159	5	garch	garch	NOUN
amfbr-200	159	6	model	model	NOUN
amfbr-200	159	7	can	can	AUX
amfbr-200	159	8	be	be	AUX
amfbr-200	159	9	utilized	utilize	VERB
amfbr-200	159	10	to	to	PART
amfbr-200	159	11	model	model	VERB
amfbr-200	159	12	volatility	volatility	NOUN
amfbr-200	159	13	clustering	cluster	VERB
amfbr-200	159	14	.	.	PUNCT
amfbr-200	160	1	if	if	SCONJ
amfbr-200	160	2	the	the	DET
amfbr-200	160	3	coefficients	coefficient	NOUN
amfbr-200	160	4	of	of	ADP
amfbr-200	160	5	the	the	DET
amfbr-200	160	6	arch	arch	ADJ
amfbr-200	160	7	and	and	CCONJ
amfbr-200	160	8	garch	garch	NOUN
amfbr-200	160	9	terms	term	NOUN
amfbr-200	160	10	sum	sum	VERB
amfbr-200	160	11	up	up	ADP
amfbr-200	160	12	www.cribfb.com/journal/index.php/amfbr	www.cribfb.com/journal/index.php/amfbr	PROPN
amfbr-200	160	13	american	american	PROPN
amfbr-200	160	14	finance	finance	PROPN
amfbr-200	160	15	&	&	CCONJ
amfbr-200	160	16	banking	banking	PROPN
amfbr-200	160	17	review	review	PROPN
amfbr-200	160	18	vol	vol	NOUN
amfbr-200	160	19	.	.	PROPN
amfbr-200	161	1	3	3	NUM
amfbr-200	161	2	,	,	PUNCT
amfbr-200	161	3	no	no	INTJ
amfbr-200	161	4	.	.	NOUN
amfbr-200	161	5	1	1	NUM
amfbr-200	161	6	;	;	PUNCT
amfbr-200	161	7	2018	2018	NUM
amfbr-200	161	8	18	18	NUM
amfbr-200	161	9	to	to	PART
amfbr-200	161	10	1	1	NUM
amfbr-200	161	11	,	,	PUNCT
amfbr-200	161	12	then	then	ADV
amfbr-200	161	13	there	there	PRON
amfbr-200	161	14	is	be	VERB
amfbr-200	161	15	volatility	volatility	NOUN
amfbr-200	161	16	clustering	cluster	VERB
amfbr-200	161	17	and	and	CCONJ
amfbr-200	161	18	confirms	confirm	VERB
amfbr-200	161	19	the	the	DET
amfbr-200	161	20	presence	presence	NOUN
amfbr-200	161	21	of	of	ADP
amfbr-200	161	22	arch	arch	ADJ
amfbr-200	161	23	and	and	CCONJ
amfbr-200	161	24	garch	garch	NOUN
amfbr-200	161	25	effects	effect	NOUN
amfbr-200	161	26	in	in	ADP
amfbr-200	161	27	the	the	DET
amfbr-200	161	28	variable	variable	NOUN
amfbr-200	161	29	(	(	PUNCT
amfbr-200	161	30	s	s	NOUN
amfbr-200	161	31	)	)	PUNCT
amfbr-200	161	32	of	of	ADP
amfbr-200	161	33	interest	interest	NOUN
amfbr-200	161	34	.	.	PUNCT
amfbr-200	162	1	3.2	3.2	NUM
amfbr-200	162	2	data	datum	NOUN
amfbr-200	162	3	data	datum	NOUN
amfbr-200	162	4	for	for	ADP
amfbr-200	162	5	the	the	DET
amfbr-200	162	6	study	study	NOUN
amfbr-200	162	7	are	be	AUX
amfbr-200	162	8	secondary	secondary	ADJ
amfbr-200	162	9	data	datum	NOUN
amfbr-200	162	10	(	(	PUNCT
amfbr-200	162	11	monthly	monthly	ADV
amfbr-200	162	12	)	)	PUNCT
amfbr-200	162	13	sourced	source	VERB
amfbr-200	162	14	from	from	ADP
amfbr-200	162	15	the	the	DET
amfbr-200	162	16	nse	nse	NOUN
amfbr-200	162	17	official	official	ADJ
amfbr-200	162	18	daily	daily	ADJ
amfbr-200	162	19	stock	stock	NOUN
amfbr-200	162	20	market	market	NOUN
amfbr-200	162	21	price	price	NOUN
amfbr-200	162	22	list	list	NOUN
amfbr-200	162	23	of	of	ADP
amfbr-200	162	24	the	the	DET
amfbr-200	162	25	nse	nse	NOUN
amfbr-200	162	26	from	from	ADP
amfbr-200	162	27	january	january	PROPN
amfbr-200	162	28	,	,	PUNCT
amfbr-200	162	29	1985	1985	NUM
amfbr-200	162	30	to	to	ADP
amfbr-200	162	31	august	august	PROPN
amfbr-200	162	32	,	,	PUNCT
amfbr-200	162	33	2017	2017	NUM
amfbr-200	162	34	.	.	PUNCT
amfbr-200	163	1	the	the	DET
amfbr-200	163	2	data	datum	NOUN
amfbr-200	163	3	on	on	ADP
amfbr-200	163	4	crude	crude	ADJ
amfbr-200	163	5	oil	oil	NOUN
amfbr-200	163	6	prices	price	NOUN
amfbr-200	163	7	and	and	CCONJ
amfbr-200	163	8	foreign	foreign	ADJ
amfbr-200	163	9	exchange	exchange	NOUN
amfbr-200	163	10	rates	rate	NOUN
amfbr-200	163	11	were	be	AUX
amfbr-200	163	12	extracted	extract	VERB
amfbr-200	163	13	from	from	ADP
amfbr-200	163	14	the	the	DET
amfbr-200	163	15	cbn	cbn	PROPN
amfbr-200	163	16	statistical	statistical	ADJ
amfbr-200	163	17	bulletin	bulletin	NOUN
amfbr-200	163	18	.	.	PUNCT
amfbr-200	164	1	the	the	DET
amfbr-200	164	2	summary	summary	NOUN
amfbr-200	164	3	descriptive	descriptive	ADJ
amfbr-200	164	4	statistics	statistic	NOUN
amfbr-200	164	5	for	for	ADP
amfbr-200	164	6	the	the	DET
amfbr-200	164	7	data	data	NOUN
amfbr-200	164	8	series	series	NOUN
amfbr-200	164	9	on	on	ADP
amfbr-200	164	10	asi	asi	PROPN
amfbr-200	164	11	,	,	PUNCT
amfbr-200	164	12	dpo	dpo	PROPN
amfbr-200	164	13	and	and	CCONJ
amfbr-200	164	14	fxr	fxr	NOUN
amfbr-200	164	15	are	be	AUX
amfbr-200	164	16	as	as	SCONJ
amfbr-200	164	17	presented	present	VERB
amfbr-200	164	18	in	in	ADP
amfbr-200	164	19	table	table	NOUN
amfbr-200	164	20	1	1	NUM
amfbr-200	164	21	.	.	PUNCT
amfbr-200	165	1	the	the	DET
amfbr-200	165	2	raw	raw	ADJ
amfbr-200	165	3	data	datum	NOUN
amfbr-200	165	4	are	be	AUX
amfbr-200	165	5	presented	present	VERB
amfbr-200	165	6	in	in	ADP
amfbr-200	165	7	the	the	DET
amfbr-200	165	8	appendixes	appendix	NOUN
amfbr-200	165	9	.	.	PUNCT
amfbr-200	166	1	table	table	NOUN
amfbr-200	166	2	3.1	3.1	NUM
amfbr-200	166	3	presents	present	VERB
amfbr-200	166	4	the	the	DET
amfbr-200	166	5	summary	summary	NOUN
amfbr-200	166	6	statistics	statistic	NOUN
amfbr-200	166	7	for	for	ADP
amfbr-200	166	8	the	the	DET
amfbr-200	166	9	variables	variable	NOUN
amfbr-200	166	10	for	for	ADP
amfbr-200	166	11	the	the	DET
amfbr-200	166	12	period	period	NOUN
amfbr-200	166	13	under	under	ADP
amfbr-200	166	14	study	study	NOUN
amfbr-200	166	15	.	.	PUNCT
amfbr-200	167	1	the	the	DET
amfbr-200	167	2	mean	mean	NOUN
amfbr-200	167	3	of	of	ADP
amfbr-200	167	4	asi	asi	NOUN
amfbr-200	167	5	is	be	AUX
amfbr-200	167	6	15349.46	15349.46	NUM
amfbr-200	167	7	with	with	ADP
amfbr-200	167	8	a	a	DET
amfbr-200	167	9	standard	standard	ADJ
amfbr-200	167	10	deviation	deviation	NOUN
amfbr-200	167	11	of	of	ADP
amfbr-200	167	12	15135.06	15135.06	NUM
amfbr-200	167	13	.	.	PUNCT
amfbr-200	168	1	for	for	ADP
amfbr-200	168	2	dpo	dpo	NOUN
amfbr-200	168	3	,	,	PUNCT
amfbr-200	168	4	the	the	DET
amfbr-200	168	5	mean	mean	ADJ
amfbr-200	168	6	dollar	dollar	NOUN
amfbr-200	168	7	price	price	NOUN
amfbr-200	168	8	of	of	ADP
amfbr-200	168	9	crude	crude	ADJ
amfbr-200	168	10	oil	oil	NOUN
amfbr-200	168	11	is	be	AUX
amfbr-200	168	12	38.88	38.88	NUM
amfbr-200	168	13	us$	us$	NUM
amfbr-200	168	14	and	and	CCONJ
amfbr-200	168	15	standard	standard	ADJ
amfbr-200	168	16	deviation	deviation	NOUN
amfbr-200	168	17	of	of	ADP
amfbr-200	168	18	29.7us$.	29.7us$.	NUM
amfbr-200	168	19	the	the	DET
amfbr-200	168	20	mean	mean	NOUN
amfbr-200	168	21	of	of	ADP
amfbr-200	168	22	fxr	fxr	PROPN
amfbr-200	168	23	is	be	AUX
amfbr-200	168	24	n90.5607	n90.5607	PROPN
amfbr-200	168	25	to	to	ADP
amfbr-200	168	26	$	$	SYM
amfbr-200	168	27	1	1	NUM
amfbr-200	168	28	with	with	ADP
amfbr-200	168	29	a	a	DET
amfbr-200	168	30	standard	standard	ADJ
amfbr-200	168	31	deviation	deviation	NOUN
amfbr-200	168	32	of	of	ADP
amfbr-200	168	33	n76.3737	n76.3737	DET
amfbr-200	168	34	to$1	to$1	NOUN
amfbr-200	168	35	.	.	PUNCT
amfbr-200	169	1	the	the	DET
amfbr-200	169	2	j	j	PROPN
amfbr-200	169	3	-	-	PUNCT
amfbr-200	169	4	b	b	PROPN
amfbr-200	169	5	statistic	statistic	NOUN
amfbr-200	169	6	for	for	ADP
amfbr-200	169	7	all	all	DET
amfbr-200	169	8	the	the	DET
amfbr-200	169	9	series	series	NOUN
amfbr-200	169	10	show	show	VERB
amfbr-200	169	11	that	that	SCONJ
amfbr-200	169	12	they	they	PRON
amfbr-200	169	13	are	be	AUX
amfbr-200	169	14	all	all	ADV
amfbr-200	169	15	not	not	PART
amfbr-200	169	16	normally	normally	ADV
amfbr-200	169	17	distributed	distribute	VERB
amfbr-200	169	18	.	.	PUNCT
amfbr-200	170	1	table	table	NOUN
amfbr-200	170	2	1	1	NUM
amfbr-200	170	3	:	:	PUNCT
amfbr-200	170	4	summary	summary	NOUN
amfbr-200	170	5	statistics	statistic	NOUN
amfbr-200	170	6	(	(	PUNCT
amfbr-200	170	7	1985:1	1985:1	NUM
amfbr-200	170	8	-	-	PUNCT
amfbr-200	170	9	2017:8	2017:8	NUM
amfbr-200	170	10	)	)	PUNCT
amfbr-200	170	11	asi	asi	PROPN
amfbr-200	170	12	dpo	dpo	PROPN
amfbr-200	170	13	fxr	fxr	PROPN
amfbr-200	170	14	mean	mean	PROPN
amfbr-200	170	15	15349.46	15349.46	NUM
amfbr-200	170	16	38.88087	38.88087	NUM
amfbr-200	170	17	90.56069	90.56069	NUM
amfbr-200	170	18	median	median	NOUN
amfbr-200	170	19	9872.700	9872.700	NUM
amfbr-200	170	20	24.26500	24.26500	NUM
amfbr-200	170	21	111.6000	111.6000	NUM
amfbr-200	170	22	maximum	maximum	NOUN
amfbr-200	170	23	65652.40	65652.40	NUM
amfbr-200	170	24	128.0800	128.0800	NUM
amfbr-200	170	25	309.7300	309.7300	NUM
amfbr-200	170	26	minimum	minimum	ADJ
amfbr-200	170	27	111.3000	111.3000	NUM
amfbr-200	170	28	8.030000	8.030000	NUM
amfbr-200	170	29	0.820300	0.820300	NUM
amfbr-200	170	30	std	std	NOUN
amfbr-200	170	31	.	.	PUNCT
amfbr-200	170	32	dev	dev	PROPN
amfbr-200	170	33	.	.	PROPN
amfbr-200	171	1	15135.06	15135.06	NUM
amfbr-200	171	2	29.70307	29.70307	NUM
amfbr-200	171	3	76.37374	76.37374	NUM
amfbr-200	171	4	skewness	skewness	NOUN
amfbr-200	171	5	0.863020	0.863020	NUM
amfbr-200	171	6	1.024385	1.024385	NUM
amfbr-200	171	7	0.594463	0.594463	NUM
amfbr-200	171	8	kurtosis	kurtosis	NOUN
amfbr-200	171	9	3.009841	3.009841	NUM
amfbr-200	171	10	2.789413	2.789413	NUM
amfbr-200	171	11	3.008463	3.008463	NUM
amfbr-200	171	12	jarque	jarque	NOUN
amfbr-200	171	13	-	-	PUNCT
amfbr-200	171	14	bera	bera	NOUN
amfbr-200	171	15	48.66207	48.66207	NUM
amfbr-200	171	16	69.28283	69.28283	NUM
amfbr-200	171	17	23.08907	23.08907	NUM
amfbr-200	171	18	probability	probability	NOUN
amfbr-200	171	19	0.000000	0.000000	NUM
amfbr-200	171	20	0.000000	0.000000	NUM
amfbr-200	171	21	0.000010	0.000010	NUM
amfbr-200	171	22	sum	sum	NOUN
amfbr-200	171	23	6016988	6016988	NUM
amfbr-200	171	24	.	.	PUNCT
amfbr-200	172	1	15241.30	15241.30	NUM
amfbr-200	172	2	35499.79	35499.79	NUM
amfbr-200	172	3	sum	sum	NOUN
amfbr-200	172	4	sq	sq	PROPN
amfbr-200	172	5	.	.	PROPN
amfbr-200	172	6	dev	dev	PROPN
amfbr-200	172	7	.	.	PUNCT
amfbr-200	173	1	8.96e+10	8.96e+10	NUM
amfbr-200	173	2	344968.6	344968.6	NUM
amfbr-200	173	3	2280683	2280683	NUM
amfbr-200	173	4	.	.	PUNCT
amfbr-200	174	1	observations	observation	NOUN
amfbr-200	174	2	392	392	NUM
amfbr-200	174	3	392	392	NUM
amfbr-200	174	4	392	392	NUM
amfbr-200	174	5	4	4	NUM
amfbr-200	174	6	.	.	PUNCT
amfbr-200	174	7	results	result	NOUN
amfbr-200	174	8	and	and	CCONJ
amfbr-200	174	9	discussion	discussion	NOUN
amfbr-200	174	10	4.1	4.1	NUM
amfbr-200	174	11	unit	unit	NOUN
amfbr-200	174	12	root	root	NOUN
amfbr-200	174	13	test	test	NOUN
amfbr-200	174	14	results	result	NOUN
amfbr-200	174	15	table	table	NOUN
amfbr-200	174	16	2	2	NUM
amfbr-200	174	17	shows	show	VERB
amfbr-200	174	18	a	a	DET
amfbr-200	174	19	summary	summary	NOUN
amfbr-200	174	20	of	of	ADP
amfbr-200	174	21	the	the	DET
amfbr-200	174	22	adf	adf	PROPN
amfbr-200	174	23	unit	unit	NOUN
amfbr-200	174	24	root	root	PROPN
amfbr-200	174	25	test	test	NOUN
amfbr-200	174	26	results	result	NOUN
amfbr-200	174	27	obtained	obtain	VERB
amfbr-200	174	28	using	use	VERB
amfbr-200	174	29	the	the	DET
amfbr-200	174	30	e	e	NOUN
amfbr-200	174	31	-	-	NOUN
amfbr-200	174	32	views	view	NOUN
amfbr-200	174	33	version	version	NOUN
amfbr-200	174	34	9.0	9.0	NUM
amfbr-200	174	35	statistical	statistical	ADJ
amfbr-200	174	36	package	package	NOUN
amfbr-200	174	37	.	.	PUNCT
amfbr-200	175	1	the	the	DET
amfbr-200	175	2	results	result	NOUN
amfbr-200	175	3	indicate	indicate	VERB
amfbr-200	175	4	that	that	SCONJ
amfbr-200	175	5	all	all	DET
amfbr-200	175	6	the	the	DET
amfbr-200	175	7	variables	variable	NOUN
amfbr-200	175	8	are	be	AUX
amfbr-200	175	9	integrated	integrate	VERB
amfbr-200	175	10	of	of	ADP
amfbr-200	175	11	order	order	NOUN
amfbr-200	175	12	one	one	NUM
amfbr-200	175	13	.	.	PUNCT
amfbr-200	176	1	that	that	PRON
amfbr-200	176	2	is	be	AUX
amfbr-200	176	3	,	,	PUNCT
amfbr-200	176	4	they	they	PRON
amfbr-200	176	5	all	all	PRON
amfbr-200	176	6	become	become	VERB
amfbr-200	176	7	stationary	stationary	ADJ
amfbr-200	176	8	after	after	ADP
amfbr-200	176	9	the	the	DET
amfbr-200	176	10	first	first	ADJ
amfbr-200	176	11	differencing	differencing	NOUN
amfbr-200	176	12	.	.	PUNCT
amfbr-200	177	1	table	table	NOUN
amfbr-200	177	2	2	2	NUM
amfbr-200	177	3	adf	adf	NOUN
amfbr-200	177	4	unit	unit	NOUN
amfbr-200	177	5	root	root	PROPN
amfbr-200	177	6	test	test	NOUN
amfbr-200	177	7	results	result	VERB
amfbr-200	177	8	variable	variable	ADJ
amfbr-200	177	9	adf	adf	PROPN
amfbr-200	177	10	test	test	NOUN
amfbr-200	177	11	statistic	statistic	NOUN
amfbr-200	177	12	at	at	ADP
amfbr-200	177	13	1st	1st	ADJ
amfbr-200	177	14	diff	diff	NOUN
amfbr-200	177	15	order	order	NOUN
amfbr-200	177	16	of	of	ADP
amfbr-200	177	17	integration	integration	NOUN
amfbr-200	177	18	asi	asi	NOUN
amfbr-200	177	19	-8.153873	-8.153873	PROPN
amfbr-200	177	20	1(1	1(1	NUM
amfbr-200	177	21	)	)	PUNCT
amfbr-200	177	22	dpo	dpo	NOUN
amfbr-200	177	23	-10.615780	-10.615780	PUNCT
amfbr-200	177	24	1(1	1(1	NUM
amfbr-200	177	25	)	)	PUNCT
amfbr-200	177	26	fxr	fxr	NOUN
amfbr-200	177	27	-14.243390	-14.243390	NUM
amfbr-200	177	28	1(1	1(1	NUM
amfbr-200	177	29	)	)	PUNCT
amfbr-200	177	30	critical	critical	ADJ
amfbr-200	177	31	values	value	NOUN
amfbr-200	177	32	:	:	PUNCT
amfbr-200	177	33	1	1	NUM
amfbr-200	177	34	%	%	NOUN
amfbr-200	177	35	-3.447036	-3.447036	NOUN
amfbr-200	177	36	;	;	PUNCT
amfbr-200	177	37	5	5	NUM
amfbr-200	177	38	%	%	NOUN
amfbr-200	177	39	-2.868790	-2.868790	NOUN
amfbr-200	177	40	;	;	PUNCT
amfbr-200	177	41	10	10	NUM
amfbr-200	177	42	%	%	NOUN
amfbr-200	177	43	-2.570698	-2.570698	NOUN
amfbr-200	177	44	source	source	NOUN
amfbr-200	177	45	:	:	PUNCT
amfbr-200	177	46	author	author	NOUN
amfbr-200	177	47	’s	’s	PART
amfbr-200	177	48	computation	computation	NOUN
amfbr-200	177	49	4.2	4.2	NUM
amfbr-200	177	50	co	co	NOUN
amfbr-200	177	51	-	-	NOUN
amfbr-200	177	52	integration	integration	NOUN
amfbr-200	177	53	test	test	NOUN
amfbr-200	177	54	results	result	NOUN
amfbr-200	177	55	having	having	AUX
amfbr-200	177	56	established	establish	VERB
amfbr-200	177	57	that	that	SCONJ
amfbr-200	177	58	the	the	DET
amfbr-200	177	59	series	serie	NOUN
amfbr-200	177	60	are	be	AUX
amfbr-200	177	61	integrated	integrate	VERB
amfbr-200	177	62	of	of	ADP
amfbr-200	177	63	the	the	DET
amfbr-200	177	64	same	same	ADJ
amfbr-200	177	65	order	order	NOUN
amfbr-200	177	66	,	,	PUNCT
amfbr-200	177	67	it	it	PRON
amfbr-200	177	68	becomes	become	VERB
amfbr-200	177	69	plausible	plausible	ADJ
amfbr-200	177	70	to	to	PART
amfbr-200	177	71	apply	apply	VERB
amfbr-200	177	72	the	the	DET
amfbr-200	177	73	johansenjoseluis	johansenjoseluis	ADJ
amfbr-200	177	74	co	co	NOUN
amfbr-200	177	75	-	-	NOUN
amfbr-200	177	76	integration	integration	NOUN
amfbr-200	177	77	test	test	NOUN
amfbr-200	177	78	to	to	PART
amfbr-200	177	79	determine	determine	VERB
amfbr-200	177	80	whether	whether	SCONJ
amfbr-200	177	81	there	there	PRON
amfbr-200	177	82	is	be	VERB
amfbr-200	177	83	any	any	DET
amfbr-200	177	84	long	long	ADV
amfbr-200	177	85	-	-	PUNCT
amfbr-200	177	86	run	run	VERB
amfbr-200	177	87	dynamic	dynamic	ADJ
amfbr-200	177	88	relationship	relationship	NOUN
amfbr-200	177	89	among	among	ADP
amfbr-200	177	90	the	the	DET
amfbr-200	177	91	variables	variable	NOUN
amfbr-200	177	92	.	.	PUNCT
amfbr-200	178	1	in	in	ADP
amfbr-200	178	2	table	table	NOUN
amfbr-200	178	3	3	3	NUM
amfbr-200	178	4	,	,	PUNCT
amfbr-200	178	5	the	the	DET
amfbr-200	178	6	johansen	johansen	PROPN
amfbr-200	178	7	co	co	NOUN
amfbr-200	178	8	-	-	NOUN
amfbr-200	178	9	integration	integration	NOUN
amfbr-200	178	10	test	test	NOUN
amfbr-200	178	11	results	result	NOUN
amfbr-200	178	12	are	be	AUX
amfbr-200	178	13	presented	present	VERB
amfbr-200	178	14	.	.	PUNCT
amfbr-200	179	1	the	the	DET
amfbr-200	179	2	results	result	NOUN
amfbr-200	179	3	show	show	VERB
amfbr-200	179	4	that	that	SCONJ
amfbr-200	179	5	there	there	PRON
amfbr-200	179	6	is	be	VERB
amfbr-200	179	7	one	one	NUM
amfbr-200	179	8	long	long	ADV
amfbr-200	179	9	-	-	PUNCT
amfbr-200	179	10	run	run	VERB
amfbr-200	179	11	cointegration	cointegration	NOUN
amfbr-200	179	12	relationship	relationship	NOUN
amfbr-200	179	13	between	between	ADP
amfbr-200	179	14	stock	stock	NOUN
amfbr-200	179	15	market	market	NOUN
amfbr-200	179	16	prices	price	NOUN
amfbr-200	179	17	,	,	PUNCT
amfbr-200	179	18	crude	crude	ADJ
amfbr-200	179	19	oil	oil	NOUN
amfbr-200	179	20	price	price	NOUN
amfbr-200	179	21	and	and	CCONJ
amfbr-200	179	22	exchange	exchange	NOUN
amfbr-200	179	23	rates	rate	NOUN
amfbr-200	179	24	for	for	ADP
amfbr-200	179	25	both	both	CCONJ
amfbr-200	179	26	the	the	DET
amfbr-200	179	27	trace	trace	NOUN
amfbr-200	179	28	test	test	NOUN
amfbr-200	179	29	and	and	CCONJ
amfbr-200	179	30	the	the	DET
amfbr-200	179	31	maximum	maximum	PROPN
amfbr-200	179	32	eigenvalue	eigenvalue	PROPN
amfbr-200	179	33	test	test	NOUN
amfbr-200	179	34	.	.	PUNCT
amfbr-200	180	1	the	the	DET
amfbr-200	180	2	test	test	NOUN
amfbr-200	180	3	assumes	assume	VERB
amfbr-200	180	4	a	a	DET
amfbr-200	180	5	linear	linear	ADJ
amfbr-200	180	6	deterministic	deterministic	ADJ
amfbr-200	180	7	trend	trend	NOUN
amfbr-200	180	8	and	and	CCONJ
amfbr-200	180	9	was	be	AUX
amfbr-200	180	10	estimated	estimate	VERB
amfbr-200	180	11	with	with	ADP
amfbr-200	180	12	lag	lag	NOUN
amfbr-200	180	13	interval	interval	NOUN
amfbr-200	180	14	of	of	ADP
amfbr-200	180	15	1	1	NUM
amfbr-200	180	16	to	to	PART
amfbr-200	180	17	8	8	NUM
amfbr-200	180	18	.	.	PUNCT
amfbr-200	180	19	table	table	NOUN
amfbr-200	180	20	3	3	NUM
amfbr-200	180	21	:	:	PUNCT
amfbr-200	180	22	johansen	johansen	PROPN
amfbr-200	180	23	co	co	PROPN
amfbr-200	180	24	-	-	NOUN
amfbr-200	180	25	integration	integration	NOUN
amfbr-200	180	26	test	test	NOUN
amfbr-200	180	27	results	result	NOUN
amfbr-200	180	28	sample	sample	NOUN
amfbr-200	180	29	(	(	PUNCT
amfbr-200	180	30	adjusted	adjust	VERB
amfbr-200	180	31	):	):	PUNCT
amfbr-200	180	32	10	10	NUM
amfbr-200	180	33	392	392	NUM
amfbr-200	180	34	included	include	VERB
amfbr-200	180	35	observations	observation	NOUN
amfbr-200	180	36	:	:	PUNCT
amfbr-200	180	37	383	383	NUM
amfbr-200	180	38	after	after	ADP
amfbr-200	180	39	adjustments	adjustment	NOUN
amfbr-200	180	40	trend	trend	NOUN
amfbr-200	180	41	assumption	assumption	NOUN
amfbr-200	180	42	:	:	PUNCT
amfbr-200	180	43	linear	linear	ADJ
amfbr-200	180	44	deterministic	deterministic	ADJ
amfbr-200	180	45	trend	trend	NOUN
amfbr-200	180	46	series	series	NOUN
amfbr-200	180	47	:	:	PUNCT
amfbr-200	180	48	asi	asi	PROPN
amfbr-200	180	49	dpo	dpo	PROPN
amfbr-200	180	50	fxr	fxr	PROPN
amfbr-200	180	51	www.cribfb.com/journal/index.php/amfbr	www.cribfb.com/journal/index.php/amfbr	PROPN
amfbr-200	180	52	american	american	PROPN
amfbr-200	180	53	finance	finance	PROPN
amfbr-200	180	54	&	&	CCONJ
amfbr-200	180	55	banking	banking	PROPN
amfbr-200	180	56	review	review	PROPN
amfbr-200	180	57	vol	vol	NOUN
amfbr-200	180	58	.	.	PROPN
amfbr-200	181	1	3	3	NUM
amfbr-200	181	2	,	,	PUNCT
amfbr-200	181	3	no	no	INTJ
amfbr-200	181	4	.	.	NOUN
amfbr-200	181	5	1	1	NUM
amfbr-200	181	6	;	;	PUNCT
amfbr-200	181	7	2018	2018	NUM
amfbr-200	181	8	19	19	NUM
amfbr-200	181	9	lags	lag	NOUN
amfbr-200	181	10	interval	interval	NOUN
amfbr-200	181	11	(	(	PUNCT
amfbr-200	181	12	in	in	ADP
amfbr-200	181	13	first	first	ADJ
amfbr-200	181	14	differences	difference	NOUN
amfbr-200	181	15	):	):	PUNCT
amfbr-200	181	16	1	1	NUM
amfbr-200	181	17	to	to	PART
amfbr-200	181	18	8	8	NUM
amfbr-200	181	19	unrestricted	unrestricted	ADJ
amfbr-200	181	20	cointegration	cointegration	NOUN
amfbr-200	181	21	rank	rank	NOUN
amfbr-200	181	22	test	test	NOUN
amfbr-200	181	23	(	(	PUNCT
amfbr-200	181	24	trace	trace	NOUN
amfbr-200	181	25	)	)	PUNCT
amfbr-200	181	26	hypothesized	hypothesize	VERB
amfbr-200	181	27	trace	trace	NOUN
amfbr-200	181	28	0.05	0.05	NUM
amfbr-200	181	29	no	no	NOUN
amfbr-200	181	30	.	.	PUNCT
amfbr-200	181	31	of	of	ADP
amfbr-200	181	32	ce(s	ce(s	ADV
amfbr-200	181	33	)	)	PUNCT
amfbr-200	181	34	eigenvalue	eigenvalue	NOUN
amfbr-200	181	35	statistic	statistic	ADJ
amfbr-200	181	36	critical	critical	ADJ
amfbr-200	181	37	value	value	NOUN
amfbr-200	181	38	prob	prob	NOUN
amfbr-200	181	39	.	.	PUNCT
amfbr-200	182	1	*	*	PUNCT
amfbr-200	183	1	*	*	PUNCT
amfbr-200	183	2	none	none	NOUN
amfbr-200	183	3	*	*	PUNCT
amfbr-200	183	4	0.062490	0.062490	NUM
amfbr-200	183	5	34.88953	34.88953	NUM
amfbr-200	183	6	29.79707	29.79707	NUM
amfbr-200	183	7	0.0119	0.0119	NUM
amfbr-200	183	8	at	at	ADP
amfbr-200	183	9	most	most	ADJ
amfbr-200	183	10	1	1	NUM
amfbr-200	183	11	0.023737	0.023737	NUM
amfbr-200	183	12	10.17525	10.17525	NUM
amfbr-200	183	13	15.49471	15.49471	NUM
amfbr-200	183	14	0.2675	0.2675	NUM
amfbr-200	183	15	at	at	ADP
amfbr-200	183	16	most	most	ADJ
amfbr-200	183	17	2	2	NUM
amfbr-200	183	18	0.002540	0.002540	NUM
amfbr-200	183	19	0.974171	0.974171	NUM
amfbr-200	183	20	3.841466	3.841466	NUM
amfbr-200	183	21	0.3236	0.3236	NUM
amfbr-200	183	22	trace	trace	NOUN
amfbr-200	183	23	test	test	NOUN
amfbr-200	183	24	indicates	indicate	VERB
amfbr-200	183	25	1	1	NUM
amfbr-200	183	26	cointegrating	cointegrate	VERB
amfbr-200	183	27	eqn(s	eqn(s	PROPN
amfbr-200	183	28	)	)	PUNCT
amfbr-200	183	29	at	at	ADP
amfbr-200	183	30	the	the	DET
amfbr-200	183	31	0.05	0.05	NUM
amfbr-200	183	32	level	level	NOUN
amfbr-200	183	33	*	*	PUNCT
amfbr-200	183	34	denotes	denote	NOUN
amfbr-200	183	35	rejection	rejection	NOUN
amfbr-200	183	36	of	of	ADP
amfbr-200	183	37	the	the	DET
amfbr-200	183	38	hypothesis	hypothesis	NOUN
amfbr-200	183	39	at	at	ADP
amfbr-200	183	40	the	the	DET
amfbr-200	183	41	0.05	0.05	NUM
amfbr-200	183	42	level	level	NOUN
amfbr-200	183	43	*	*	NOUN
amfbr-200	183	44	*	*	PUNCT
amfbr-200	183	45	mackinnon	mackinnon	NOUN
amfbr-200	183	46	-	-	PUNCT
amfbr-200	183	47	haug	haug	NOUN
amfbr-200	183	48	-	-	PUNCT
amfbr-200	183	49	michelis	michelis	PROPN
amfbr-200	183	50	(	(	PUNCT
amfbr-200	183	51	1999	1999	NUM
amfbr-200	183	52	)	)	PUNCT
amfbr-200	183	53	p	p	X
amfbr-200	183	54	-	-	PUNCT
amfbr-200	183	55	values	value	NOUN
amfbr-200	183	56	unrestricted	unrestricted	ADJ
amfbr-200	183	57	cointegration	cointegration	NOUN
amfbr-200	183	58	rank	rank	NOUN
amfbr-200	183	59	test	test	NOUN
amfbr-200	183	60	(	(	PUNCT
amfbr-200	183	61	maximum	maximum	PROPN
amfbr-200	183	62	eigenvalue	eigenvalue	NOUN
amfbr-200	183	63	)	)	PUNCT
amfbr-200	183	64	hypothesized	hypothesize	VERB
amfbr-200	183	65	max	max	PROPN
amfbr-200	183	66	-	-	PUNCT
amfbr-200	183	67	eigen	eigen	PROPN
amfbr-200	183	68	0.05	0.05	NUM
amfbr-200	183	69	no	no	NOUN
amfbr-200	183	70	.	.	PUNCT
amfbr-200	183	71	of	of	ADP
amfbr-200	183	72	ce(s	ce(s	ADV
amfbr-200	183	73	)	)	PUNCT
amfbr-200	183	74	eigenvalue	eigenvalue	NOUN
amfbr-200	183	75	statistic	statistic	ADJ
amfbr-200	183	76	critical	critical	ADJ
amfbr-200	183	77	value	value	NOUN
amfbr-200	183	78	prob	prob	NOUN
amfbr-200	183	79	.	.	PUNCT
amfbr-200	184	1	*	*	PUNCT
amfbr-200	185	1	*	*	PUNCT
amfbr-200	185	2	none	none	NOUN
amfbr-200	185	3	*	*	PUNCT
amfbr-200	185	4	0.062490	0.062490	NUM
amfbr-200	185	5	24.71428	24.71428	NUM
amfbr-200	185	6	21.13162	21.13162	NUM
amfbr-200	185	7	0.0150	0.0150	NUM
amfbr-200	185	8	at	at	ADP
amfbr-200	185	9	most	most	ADJ
amfbr-200	185	10	1	1	NUM
amfbr-200	185	11	0.023737	0.023737	NUM
amfbr-200	185	12	9.201075	9.201075	NUM
amfbr-200	185	13	14.26460	14.26460	NUM
amfbr-200	185	14	0.2698	0.2698	NUM
amfbr-200	185	15	at	at	ADP
amfbr-200	185	16	most	most	ADJ
amfbr-200	185	17	2	2	NUM
amfbr-200	185	18	0.002540	0.002540	NUM
amfbr-200	185	19	0.974171	0.974171	NUM
amfbr-200	185	20	3.841466	3.841466	NUM
amfbr-200	185	21	0.3236	0.3236	NUM
amfbr-200	185	22	max	max	PROPN
amfbr-200	185	23	-	-	PUNCT
amfbr-200	185	24	eigenvalue	eigenvalue	ADJ
amfbr-200	185	25	test	test	NOUN
amfbr-200	185	26	indicates	indicate	VERB
amfbr-200	185	27	1	1	NUM
amfbr-200	185	28	cointegrating	cointegrate	VERB
amfbr-200	185	29	eqn(s	eqn(s	PROPN
amfbr-200	185	30	)	)	PUNCT
amfbr-200	185	31	at	at	ADP
amfbr-200	185	32	the	the	DET
amfbr-200	185	33	0.05	0.05	NUM
amfbr-200	185	34	level	level	NOUN
amfbr-200	185	35	*	*	PUNCT
amfbr-200	185	36	denotes	denote	NOUN
amfbr-200	185	37	rejection	rejection	NOUN
amfbr-200	185	38	of	of	ADP
amfbr-200	185	39	the	the	DET
amfbr-200	185	40	hypothesis	hypothesis	NOUN
amfbr-200	185	41	at	at	ADP
amfbr-200	185	42	the	the	DET
amfbr-200	185	43	0.05	0.05	NUM
amfbr-200	185	44	level	level	NOUN
amfbr-200	185	45	*	*	NOUN
amfbr-200	185	46	*	*	PUNCT
amfbr-200	185	47	mackinnon	mackinnon	NOUN
amfbr-200	185	48	-	-	PUNCT
amfbr-200	185	49	haug	haug	NOUN
amfbr-200	185	50	-	-	PUNCT
amfbr-200	185	51	michelis	michelis	PROPN
amfbr-200	185	52	(	(	PUNCT
amfbr-200	185	53	1999	1999	NUM
amfbr-200	185	54	)	)	PUNCT
amfbr-200	185	55	p	p	NOUN
amfbr-200	185	56	-	-	PUNCT
amfbr-200	185	57	values	value	NOUN
amfbr-200	185	58	source	source	NOUN
amfbr-200	185	59	:	:	PUNCT
amfbr-200	185	60	author	author	NOUN
amfbr-200	185	61	’s	’s	PART
amfbr-200	185	62	computation	computation	NOUN
amfbr-200	185	63	4.3	4.3	NUM
amfbr-200	185	64	error	error	NOUN
amfbr-200	185	65	correction	correction	NOUN
amfbr-200	185	66	model	model	NOUN
amfbr-200	185	67	having	having	AUX
amfbr-200	185	68	established	establish	VERB
amfbr-200	185	69	that	that	SCONJ
amfbr-200	185	70	there	there	PRON
amfbr-200	185	71	exists	exist	VERB
amfbr-200	185	72	long	long	ADJ
amfbr-200	185	73	run	run	NOUN
amfbr-200	185	74	relationship	relationship	NOUN
amfbr-200	185	75	among	among	ADP
amfbr-200	185	76	the	the	DET
amfbr-200	185	77	variables	variable	NOUN
amfbr-200	185	78	,	,	PUNCT
amfbr-200	185	79	the	the	DET
amfbr-200	185	80	oil	oil	NOUN
amfbr-200	185	81	price	price	NOUN
amfbr-200	185	82	-	-	PUNCT
amfbr-200	185	83	stock	stock	NOUN
amfbr-200	185	84	market	market	NOUN
amfbr-200	185	85	price	price	NOUN
amfbr-200	185	86	linkage	linkage	NOUN
amfbr-200	185	87	under	under	ADP
amfbr-200	185	88	investigation	investigation	NOUN
amfbr-200	185	89	is	be	AUX
amfbr-200	185	90	then	then	ADV
amfbr-200	185	91	specified	specify	VERB
amfbr-200	185	92	in	in	ADP
amfbr-200	185	93	an	an	DET
amfbr-200	185	94	ecm	ecm	NOUN
amfbr-200	185	95	incorporating	incorporate	VERB
amfbr-200	185	96	a	a	DET
amfbr-200	185	97	fourperiod	fourperiod	NOUN
amfbr-200	185	98	lagged	lag	VERB
amfbr-200	185	99	residual	residual	ADJ
amfbr-200	185	100	.	.	PUNCT
amfbr-200	186	1	the	the	DET
amfbr-200	186	2	ecm	ecm	PROPN
amfbr-200	186	3	is	be	AUX
amfbr-200	186	4	employed	employ	VERB
amfbr-200	186	5	to	to	PART
amfbr-200	186	6	capture	capture	VERB
amfbr-200	186	7	the	the	DET
amfbr-200	186	8	short	short	ADJ
amfbr-200	186	9	-	-	PUNCT
amfbr-200	186	10	run	run	NOUN
amfbr-200	186	11	deviations	deviation	NOUN
amfbr-200	186	12	of	of	ADP
amfbr-200	186	13	the	the	DET
amfbr-200	186	14	parameters	parameter	NOUN
amfbr-200	186	15	from	from	ADP
amfbr-200	186	16	the	the	DET
amfbr-200	186	17	long	long	ADV
amfbr-200	186	18	-	-	PUNCT
amfbr-200	186	19	run	run	NOUN
amfbr-200	186	20	equilibrium	equilibrium	NOUN
amfbr-200	186	21	within	within	ADP
amfbr-200	186	22	the	the	DET
amfbr-200	186	23	framework	framework	NOUN
amfbr-200	186	24	of	of	ADP
amfbr-200	186	25	an	an	DET
amfbr-200	186	26	ardl	ardl	NOUN
amfbr-200	186	27	technique	technique	NOUN
amfbr-200	186	28	to	to	PART
amfbr-200	186	29	obtain	obtain	VERB
amfbr-200	186	30	an	an	DET
amfbr-200	186	31	overparameterized	overparameterize	VERB
amfbr-200	186	32	ecm	ecm	NOUN
amfbr-200	186	33	and	and	CCONJ
amfbr-200	186	34	then	then	ADV
amfbr-200	186	35	arriving	arrive	VERB
amfbr-200	186	36	at	at	ADP
amfbr-200	186	37	the	the	DET
amfbr-200	186	38	parsimonious	parsimonious	ADJ
amfbr-200	186	39	error	error	NOUN
amfbr-200	186	40	correction	correction	NOUN
amfbr-200	186	41	result	result	VERB
amfbr-200	186	42	using	use	VERB
amfbr-200	186	43	the	the	DET
amfbr-200	186	44	general	general	ADJ
amfbr-200	186	45	specific	specific	ADJ
amfbr-200	186	46	approach	approach	NOUN
amfbr-200	186	47	.	.	PUNCT
amfbr-200	187	1	table	table	NOUN
amfbr-200	187	2	4	4	NUM
amfbr-200	187	3	:	:	PUNCT
amfbr-200	187	4	parsimonious	parsimonious	ADJ
amfbr-200	187	5	ecm	ecm	NOUN
amfbr-200	187	6	result	result	VERB
amfbr-200	187	7	dependent	dependent	ADJ
amfbr-200	187	8	variable	variable	NOUN
amfbr-200	187	9	:	:	PUNCT
amfbr-200	187	10	d(asi	d(asi	ADJ
amfbr-200	187	11	)	)	PUNCT
amfbr-200	187	12	method	method	NOUN
amfbr-200	187	13	:	:	PUNCT
amfbr-200	187	14	least	least	ADJ
amfbr-200	187	15	squares	square	NOUN
amfbr-200	187	16	date	date	NOUN
amfbr-200	187	17	:	:	PUNCT
amfbr-200	187	18	09/03/17	09/03/17	PRON
amfbr-200	187	19	time	time	NOUN
amfbr-200	187	20	:	:	PUNCT
amfbr-200	187	21	22:25	22:25	NUM
amfbr-200	187	22	sample	sample	NOUN
amfbr-200	187	23	(	(	PUNCT
amfbr-200	187	24	adjusted	adjust	VERB
amfbr-200	187	25	):	):	PUNCT
amfbr-200	187	26	6	6	NUM
amfbr-200	187	27	392	392	NUM
amfbr-200	187	28	included	include	VERB
amfbr-200	187	29	observations	observation	NOUN
amfbr-200	187	30	:	:	PUNCT
amfbr-200	187	31	387	387	NUM
amfbr-200	187	32	after	after	ADP
amfbr-200	187	33	adjustments	adjustment	NOUN
amfbr-200	187	34	variable	variable	ADJ
amfbr-200	187	35	coefficien	coefficien	NOUN
amfbr-200	187	36	t	t	PROPN
amfbr-200	187	37	std	std	PROPN
amfbr-200	187	38	.	.	PUNCT
amfbr-200	187	39	error	error	NOUN
amfbr-200	187	40	t	t	NOUN
amfbr-200	187	41	-	-	PUNCT
amfbr-200	187	42	statistic	statistic	NOUN
amfbr-200	187	43	prob	prob	NOUN
amfbr-200	187	44	.	.	PUNCT
amfbr-200	188	1	c	c	NOUN
amfbr-200	188	2	92.45219	92.45219	NUM
amfbr-200	188	3	78.76416	78.76416	NUM
amfbr-200	188	4	1.173785	1.173785	NUM
amfbr-200	188	5	0.2412	0.2412	NUM
amfbr-200	188	6	d(asi(-1	d(asi(-1	NUM
amfbr-200	188	7	)	)	PUNCT
amfbr-200	188	8	)	)	PUNCT
amfbr-200	189	1	0.056604	0.056604	NUM
amfbr-200	189	2	0.051333	0.051333	NUM
amfbr-200	189	3	1.102690	1.102690	NUM
amfbr-200	189	4	0.2709	0.2709	NUM
amfbr-200	189	5	d(asi(-2	d(asi(-2	NOUN
amfbr-200	189	6	)	)	PUNCT
amfbr-200	189	7	)	)	PUNCT
amfbr-200	190	1	0.170585	0.170585	NUM
amfbr-200	190	2	0.050269	0.050269	NUM
amfbr-200	190	3	3.393427	3.393427	NUM
amfbr-200	190	4	0.0008	0.0008	NUM
amfbr-200	190	5	d(asi(-3	d(asi(-3	PROPN
amfbr-200	190	6	)	)	PUNCT
amfbr-200	190	7	)	)	PUNCT
amfbr-200	191	1	0.210106	0.210106	NUM
amfbr-200	192	1	0.050362	0.050362	NUM
amfbr-200	192	2	4.171922	4.171922	NUM
amfbr-200	192	3	0.0000	0.0000	NUM
amfbr-200	192	4	d(asi(-4	d(asi(-4	NUM
amfbr-200	192	5	)	)	PUNCT
amfbr-200	192	6	)	)	PUNCT
amfbr-200	192	7	-0.137790	-0.137790	NOUN
amfbr-200	192	8	0.052094	0.052094	NUM
amfbr-200	192	9	-2.645016	-2.645016	VERB
amfbr-200	192	10	0.0085	0.0085	NUM
amfbr-200	192	11	d(dpo	d(dpo	NOUN
amfbr-200	192	12	)	)	PUNCT
amfbr-200	192	13	65.86481	65.86481	NUM
amfbr-200	192	14	17.39081	17.39081	NUM
amfbr-200	192	15	3.787335	3.787335	NUM
amfbr-200	192	16	0.0002	0.0002	NUM
amfbr-200	192	17	d(dpo(-1	d(dpo(-1	NOUN
amfbr-200	192	18	)	)	PUNCT
amfbr-200	192	19	)	)	PUNCT
amfbr-200	192	20	23.24333	23.24333	NUM
amfbr-200	192	21	17.79356	17.79356	NUM
amfbr-200	192	22	1.306278	1.306278	NUM
amfbr-200	192	23	0.1923	0.1923	NUM
amfbr-200	192	24	d(dpo(-4	d(dpo(-4	PROPN
amfbr-200	192	25	)	)	PUNCT
amfbr-200	192	26	)	)	PUNCT
amfbr-200	192	27	-28.88898	-28.88898	PUNCT
amfbr-200	192	28	17.53848	17.53848	NUM
amfbr-200	192	29	-1.647177	-1.647177	ADJ
amfbr-200	192	30	0.1004	0.1004	NUM
amfbr-200	192	31	d(fxr	d(fxr	NOUN
amfbr-200	192	32	)	)	PUNCT
amfbr-200	192	33	-14.95351	-14.95351	PUNCT
amfbr-200	192	34	15.42477	15.42477	NUM
amfbr-200	192	35	-0.969448	-0.969448	X
amfbr-200	192	36	0.3329	0.3329	NUM
amfbr-200	192	37	d(fxr(-1	d(fxr(-1	NOUN
amfbr-200	192	38	)	)	PUNCT
amfbr-200	192	39	)	)	PUNCT
amfbr-200	192	40	-8.333265	-8.333265	ADP
amfbr-200	193	1	15.43510	15.43510	NUM
amfbr-200	193	2	-0.539890	-0.539890	NOUN
amfbr-200	193	3	0.5896	0.5896	NUM
amfbr-200	193	4	www.cribfb.com/journal/index.php/amfbr	www.cribfb.com/journal/index.php/amfbr	ADJ
amfbr-200	193	5	american	american	PROPN
amfbr-200	193	6	finance	finance	PROPN
amfbr-200	193	7	&	&	CCONJ
amfbr-200	193	8	banking	banking	PROPN
amfbr-200	193	9	review	review	PROPN
amfbr-200	193	10	vol	vol	NOUN
amfbr-200	193	11	.	.	PROPN
amfbr-200	194	1	3	3	NUM
amfbr-200	194	2	,	,	PUNCT
amfbr-200	194	3	no	no	INTJ
amfbr-200	194	4	.	.	NOUN
amfbr-200	194	5	1	1	NUM
amfbr-200	194	6	;	;	PUNCT
amfbr-200	194	7	2018	2018	NUM
amfbr-200	194	8	20	20	NUM
amfbr-200	194	9	d(fxr(-3	d(fxr(-3	NOUN
amfbr-200	194	10	)	)	PUNCT
amfbr-200	194	11	)	)	PUNCT
amfbr-200	195	1	-13.43361	-13.43361	PUNCT
amfbr-200	195	2	14.72812	14.72812	NUM
amfbr-200	195	3	-0.912106	-0.912106	NOUN
amfbr-200	195	4	0.3623	0.3623	NUM
amfbr-200	195	5	ecm(-1	ecm(-1	ADJ
amfbr-200	195	6	)	)	PUNCT
amfbr-200	195	7	-0.025511	-0.025511	NOUN
amfbr-200	196	1	0.010777	0.010777	NUM
amfbr-200	196	2	-2.367129	-2.367129	NOUN
amfbr-200	196	3	0.0184	0.0184	NUM
amfbr-200	196	4	r	r	NOUN
amfbr-200	196	5	-	-	PUNCT
amfbr-200	196	6	squared	square	VERB
amfbr-200	196	7	0.176671	0.176671	NUM
amfbr-200	196	8	mean	mean	NOUN
amfbr-200	196	9	dependent	dependent	ADJ
amfbr-200	196	10	var	var	NOUN
amfbr-200	196	11	93.15098	93.15098	NUM
amfbr-200	197	1	adjusted	adjusted	ADJ
amfbr-200	197	2	r	r	NOUN
amfbr-200	197	3	-	-	PUNCT
amfbr-200	197	4	squared	square	VERB
amfbr-200	197	5	0.152520	0.152520	NUM
amfbr-200	197	6	s.d	s.d	PROPN
amfbr-200	197	7	.	.	PUNCT
amfbr-200	197	8	dependent	dependent	ADJ
amfbr-200	197	9	var	var	NOUN
amfbr-200	198	1	1628.564	1628.564	NUM
amfbr-200	198	2	s.e	s.e	PROPN
amfbr-200	198	3	.	.	PROPN
amfbr-200	198	4	of	of	ADP
amfbr-200	198	5	regression	regression	NOUN
amfbr-200	198	6	1499.235	1499.235	NUM
amfbr-200	198	7	akaike	akaike	ADJ
amfbr-200	198	8	info	info	NOUN
amfbr-200	198	9	criterion	criterion	NOUN
amfbr-200	198	10	17.49381	17.49381	NUM
amfbr-200	198	11	sum	sum	NOUN
amfbr-200	198	12	squared	square	VERB
amfbr-200	198	13	resid	resid	NOUN
amfbr-200	198	14	8.43e+08	8.43e+08	NUM
amfbr-200	198	15	schwarz	schwarz	PROPN
amfbr-200	198	16	criterion	criterion	NOUN
amfbr-200	198	17	17.61656	17.61656	NUM
amfbr-200	198	18	log	log	NOUN
amfbr-200	198	19	likelihood	likelihood	NOUN
amfbr-200	198	20	-3373.053	-3373.053	PUNCT
amfbr-200	198	21	hannan	hannan	PROPN
amfbr-200	198	22	-	-	PUNCT
amfbr-200	198	23	quinn	quinn	PROPN
amfbr-200	198	24	criter	criter	NOUN
amfbr-200	198	25	.	.	PUNCT
amfbr-200	199	1	17.54248	17.54248	NUM
amfbr-200	199	2	f	f	X
amfbr-200	199	3	-	-	PUNCT
amfbr-200	199	4	statistic	statistic	ADJ
amfbr-200	199	5	7.315248	7.315248	NUM
amfbr-200	199	6	durbin	durbin	ADJ
amfbr-200	199	7	-	-	PUNCT
amfbr-200	199	8	watson	watson	NOUN
amfbr-200	199	9	stat	stat	NOUN
amfbr-200	199	10	1.973917	1.973917	NUM
amfbr-200	199	11	prob(f	prob(f	NOUN
amfbr-200	199	12	-	-	PUNCT
amfbr-200	199	13	statistic	statistic	NOUN
amfbr-200	199	14	)	)	PUNCT
amfbr-200	199	15	0.000000	0.000000	NUM
amfbr-200	199	16	source	source	NOUN
amfbr-200	199	17	:	:	PUNCT
amfbr-200	199	18	author	author	NOUN
amfbr-200	199	19	’s	’s	PART
amfbr-200	199	20	computation	computation	NOUN
amfbr-200	199	21	table	table	NOUN
amfbr-200	199	22	4	4	NUM
amfbr-200	199	23	presents	present	VERB
amfbr-200	199	24	the	the	DET
amfbr-200	199	25	results	result	NOUN
amfbr-200	199	26	of	of	ADP
amfbr-200	199	27	the	the	DET
amfbr-200	199	28	parsimonious	parsimonious	ADJ
amfbr-200	199	29	ecm	ecm	NOUN
amfbr-200	199	30	estimated	estimate	VERB
amfbr-200	199	31	using	use	VERB
amfbr-200	199	32	difference	difference	NOUN
amfbr-200	199	33	data	datum	NOUN
amfbr-200	199	34	of	of	ADP
amfbr-200	199	35	the	the	DET
amfbr-200	199	36	variables	variable	NOUN
amfbr-200	199	37	.	.	PUNCT
amfbr-200	200	1	from	from	ADP
amfbr-200	200	2	the	the	DET
amfbr-200	200	3	results	result	NOUN
amfbr-200	200	4	,	,	PUNCT
amfbr-200	200	5	it	it	PRON
amfbr-200	200	6	is	be	AUX
amfbr-200	200	7	evident	evident	ADJ
amfbr-200	200	8	that	that	SCONJ
amfbr-200	200	9	changes	change	NOUN
amfbr-200	200	10	in	in	ADP
amfbr-200	200	11	crude	crude	ADJ
amfbr-200	200	12	oil	oil	NOUN
amfbr-200	200	13	prices	price	NOUN
amfbr-200	200	14	(	(	PUNCT
amfbr-200	200	15	dpo	dpo	NOUN
amfbr-200	200	16	)	)	PUNCT
amfbr-200	200	17	have	have	VERB
amfbr-200	200	18	a	a	DET
amfbr-200	200	19	significant	significant	ADJ
amfbr-200	200	20	and	and	CCONJ
amfbr-200	200	21	positive	positive	ADJ
amfbr-200	200	22	impact	impact	NOUN
amfbr-200	200	23	on	on	ADP
amfbr-200	200	24	stock	stock	NOUN
amfbr-200	200	25	market	market	NOUN
amfbr-200	200	26	prices	price	NOUN
amfbr-200	200	27	(	(	PUNCT
amfbr-200	200	28	asi	asi	NOUN
amfbr-200	200	29	)	)	PUNCT
amfbr-200	200	30	.	.	PUNCT
amfbr-200	201	1	changes	change	NOUN
amfbr-200	201	2	in	in	ADP
amfbr-200	201	3	foreign	foreign	ADJ
amfbr-200	201	4	exchange	exchange	NOUN
amfbr-200	201	5	rates	rate	NOUN
amfbr-200	201	6	are	be	AUX
amfbr-200	201	7	positive	positive	ADJ
amfbr-200	201	8	but	but	CCONJ
amfbr-200	201	9	not	not	PART
amfbr-200	201	10	significant	significant	ADJ
amfbr-200	201	11	.	.	PUNCT
amfbr-200	202	1	the	the	DET
amfbr-200	202	2	adjusted	adjust	VERB
amfbr-200	202	3	r	r	NOUN
amfbr-200	202	4	2	2	NUM
amfbr-200	202	5	is	be	AUX
amfbr-200	202	6	approximately	approximately	ADV
amfbr-200	202	7	15.25	15.25	NUM
amfbr-200	202	8	%	%	NOUN
amfbr-200	202	9	while	while	SCONJ
amfbr-200	202	10	the	the	DET
amfbr-200	202	11	d	d	PROPN
amfbr-200	202	12	-	-	PUNCT
amfbr-200	202	13	w	w	NOUN
amfbr-200	202	14	statistics	statistic	NOUN
amfbr-200	202	15	of	of	ADP
amfbr-200	202	16	1.97	1.97	NUM
amfbr-200	202	17	shows	show	VERB
amfbr-200	202	18	the	the	DET
amfbr-200	202	19	absence	absence	NOUN
amfbr-200	202	20	of	of	ADP
amfbr-200	202	21	autocorrelation	autocorrelation	NOUN
amfbr-200	202	22	in	in	ADP
amfbr-200	202	23	the	the	DET
amfbr-200	202	24	residuals	residual	NOUN
amfbr-200	202	25	.	.	PUNCT
amfbr-200	203	1	the	the	DET
amfbr-200	203	2	ecm	ecm	PROPN
amfbr-200	203	3	coefficient	coefficient	PROPN
amfbr-200	203	4	value	value	NOUN
amfbr-200	203	5	of	of	ADP
amfbr-200	203	6	-0.0256	-0.0256	NOUN
amfbr-200	203	7	approximately	approximately	ADV
amfbr-200	203	8	,	,	PUNCT
amfbr-200	203	9	is	be	AUX
amfbr-200	203	10	appropriately	appropriately	ADV
amfbr-200	203	11	signed	sign	VERB
amfbr-200	203	12	and	and	CCONJ
amfbr-200	203	13	significant	significant	ADJ
amfbr-200	203	14	and	and	CCONJ
amfbr-200	203	15	indicates	indicate	VERB
amfbr-200	203	16	that	that	SCONJ
amfbr-200	203	17	the	the	DET
amfbr-200	203	18	speed	speed	NOUN
amfbr-200	203	19	of	of	ADP
amfbr-200	203	20	adjustment	adjustment	NOUN
amfbr-200	203	21	of	of	ADP
amfbr-200	203	22	the	the	DET
amfbr-200	203	23	model	model	NOUN
amfbr-200	203	24	back	back	ADV
amfbr-200	203	25	to	to	ADP
amfbr-200	203	26	the	the	DET
amfbr-200	203	27	long	long	ADV
amfbr-200	203	28	-	-	PUNCT
amfbr-200	203	29	run	run	NOUN
amfbr-200	203	30	equilibrium	equilibrium	NOUN
amfbr-200	203	31	when	when	SCONJ
amfbr-200	203	32	disturbed	disturb	VERB
amfbr-200	203	33	by	by	ADP
amfbr-200	203	34	any	any	DET
amfbr-200	203	35	short	short	ADJ
amfbr-200	203	36	-	-	PUNCT
amfbr-200	203	37	run	run	NOUN
amfbr-200	203	38	shock	shock	NOUN
amfbr-200	203	39	is	be	AUX
amfbr-200	203	40	2.56	2.56	NUM
amfbr-200	203	41	%	%	NOUN
amfbr-200	203	42	per	per	ADP
amfbr-200	203	43	month	month	NOUN
amfbr-200	203	44	.	.	PUNCT
amfbr-200	204	1	4.4	4.4	NUM
amfbr-200	204	2	granger	granger	PROPN
amfbr-200	204	3	causality	causality	PROPN
amfbr-200	204	4	test	test	NOUN
amfbr-200	204	5	results	result	NOUN
amfbr-200	204	6	as	as	SCONJ
amfbr-200	204	7	mentioned	mention	VERB
amfbr-200	204	8	in	in	ADP
amfbr-200	204	9	3.1.3	3.1.3	NUM
amfbr-200	204	10	,	,	PUNCT
amfbr-200	204	11	granger	granger	PROPN
amfbr-200	204	12	causality	causality	PROPN
amfbr-200	204	13	test	test	NOUN
amfbr-200	204	14	is	be	AUX
amfbr-200	204	15	employed	employ	VERB
amfbr-200	204	16	to	to	PART
amfbr-200	204	17	examine	examine	VERB
amfbr-200	204	18	the	the	DET
amfbr-200	204	19	direction	direction	NOUN
amfbr-200	204	20	of	of	ADP
amfbr-200	204	21	causality	causality	NOUN
amfbr-200	204	22	between	between	ADP
amfbr-200	204	23	two	two	NUM
amfbr-200	204	24	variables	variable	NOUN
amfbr-200	204	25	of	of	ADP
amfbr-200	204	26	interest	interest	NOUN
amfbr-200	204	27	.	.	PUNCT
amfbr-200	205	1	in	in	ADP
amfbr-200	205	2	table	table	NOUN
amfbr-200	205	3	5	5	NUM
amfbr-200	205	4	the	the	DET
amfbr-200	205	5	results	result	NOUN
amfbr-200	205	6	of	of	ADP
amfbr-200	205	7	the	the	DET
amfbr-200	205	8	granger	granger	PROPN
amfbr-200	205	9	causality	causality	NOUN
amfbr-200	205	10	tests	test	NOUN
amfbr-200	205	11	are	be	AUX
amfbr-200	205	12	exhibited	exhibit	VERB
amfbr-200	205	13	.	.	PUNCT
amfbr-200	206	1	the	the	DET
amfbr-200	206	2	results	result	NOUN
amfbr-200	206	3	report	report	VERB
amfbr-200	206	4	a	a	DET
amfbr-200	206	5	bidirectional	bidirectional	ADJ
amfbr-200	206	6	causality	causality	NOUN
amfbr-200	206	7	relationship	relationship	NOUN
amfbr-200	206	8	between	between	ADP
amfbr-200	206	9	crude	crude	ADJ
amfbr-200	206	10	oil	oil	NOUN
amfbr-200	206	11	price	price	NOUN
amfbr-200	206	12	(	(	PUNCT
amfbr-200	206	13	dpo	dpo	NOUN
amfbr-200	206	14	)	)	PUNCT
amfbr-200	206	15	and	and	CCONJ
amfbr-200	206	16	stock	stock	NOUN
amfbr-200	206	17	market	market	NOUN
amfbr-200	206	18	prices	price	NOUN
amfbr-200	206	19	(	(	PUNCT
amfbr-200	206	20	asi	asi	NOUN
amfbr-200	206	21	)	)	PUNCT
amfbr-200	206	22	while	while	SCONJ
amfbr-200	206	23	the	the	DET
amfbr-200	206	24	causality	causality	NOUN
amfbr-200	206	25	relationship	relationship	NOUN
amfbr-200	206	26	between	between	ADP
amfbr-200	206	27	asi	asi	NOUN
amfbr-200	206	28	and	and	CCONJ
amfbr-200	206	29	fxr	fxr	NOUN
amfbr-200	206	30	is	be	AUX
amfbr-200	206	31	uni	uni	ADJ
amfbr-200	206	32	-	-	ADJ
amfbr-200	206	33	directional	directional	ADJ
amfbr-200	206	34	running	run	VERB
amfbr-200	206	35	from	from	ADP
amfbr-200	206	36	foreign	foreign	ADJ
amfbr-200	206	37	exchange	exchange	NOUN
amfbr-200	206	38	rates	rate	NOUN
amfbr-200	206	39	(	(	PUNCT
amfbr-200	206	40	fxr	fxr	NOUN
amfbr-200	206	41	)	)	PUNCT
amfbr-200	206	42	to	to	ADP
amfbr-200	206	43	asi	asi	PROPN
amfbr-200	206	44	.	.	PUNCT
amfbr-200	207	1	there	there	PRON
amfbr-200	207	2	is	be	VERB
amfbr-200	207	3	no	no	DET
amfbr-200	207	4	significant	significant	ADJ
amfbr-200	207	5	causality	causality	NOUN
amfbr-200	207	6	relationship	relationship	NOUN
amfbr-200	207	7	between	between	ADP
amfbr-200	207	8	fxr	fxr	PROPN
amfbr-200	207	9	and	and	CCONJ
amfbr-200	207	10	dpo	dpo	PROPN
amfbr-200	207	11	.	.	PUNCT
amfbr-200	207	12	table	table	NOUN
amfbr-200	207	13	5	5	NUM
amfbr-200	207	14	:	:	PUNCT
amfbr-200	207	15	granger	granger	PROPN
amfbr-200	207	16	causality	causality	PROPN
amfbr-200	207	17	test	test	NOUN
amfbr-200	207	18	results	result	NOUN
amfbr-200	207	19	sample	sample	NOUN
amfbr-200	207	20	:	:	PUNCT
amfbr-200	207	21	1	1	NUM
amfbr-200	207	22	392	392	NUM
amfbr-200	207	23	lags	lag	NOUN
amfbr-200	207	24	:	:	PUNCT
amfbr-200	207	25	2	2	NUM
amfbr-200	207	26	null	null	ADJ
amfbr-200	207	27	hypothesis	hypothesis	NOUN
amfbr-200	207	28	:	:	PUNCT
amfbr-200	207	29	obs	obs	PROPN
amfbr-200	207	30	fstatistic	fstatistic	PROPN
amfbr-200	207	31	prob	prob	PROPN
amfbr-200	207	32	.	.	PUNCT
amfbr-200	208	1	dpo	dpo	PROPN
amfbr-200	208	2	does	do	AUX
amfbr-200	208	3	not	not	PART
amfbr-200	208	4	granger	granger	PROPN
amfbr-200	208	5	cause	cause	VERB
amfbr-200	208	6	asi	asi	NOUN
amfbr-200	208	7	390	390	NUM
amfbr-200	208	8	4.64971	4.64971	NUM
amfbr-200	208	9	0.0101	0.0101	NUM
amfbr-200	208	10	asi	asi	NOUN
amfbr-200	208	11	does	do	AUX
amfbr-200	208	12	not	not	PART
amfbr-200	208	13	granger	granger	AUX
amfbr-200	208	14	cause	cause	VERB
amfbr-200	208	15	dpo	dpo	PROPN
amfbr-200	208	16	10.7126	10.7126	NUM
amfbr-200	208	17	3.e-05	3.e-05	NUM
amfbr-200	208	18	fxr	fxr	NOUN
amfbr-200	208	19	does	do	AUX
amfbr-200	208	20	not	not	PART
amfbr-200	208	21	granger	granger	PROPN
amfbr-200	208	22	cause	cause	VERB
amfbr-200	208	23	asi	asi	NOUN
amfbr-200	208	24	390	390	NUM
amfbr-200	208	25	3.70910	3.70910	NUM
amfbr-200	208	26	0.0254	0.0254	NUM
amfbr-200	208	27	asi	asi	NOUN
amfbr-200	208	28	does	do	AUX
amfbr-200	208	29	not	not	PART
amfbr-200	208	30	granger	granger	VERB
amfbr-200	208	31	cause	cause	VERB
amfbr-200	208	32	fxr	fxr	NOUN
amfbr-200	208	33	0.14697	0.14697	NUM
amfbr-200	208	34	0.8634	0.8634	NUM
amfbr-200	208	35	fxr	fxr	NOUN
amfbr-200	208	36	does	do	AUX
amfbr-200	208	37	not	not	PART
amfbr-200	208	38	granger	granger	AUX
amfbr-200	208	39	cause	cause	VERB
amfbr-200	208	40	dpo	dpo	NOUN
amfbr-200	208	41	390	390	NUM
amfbr-200	208	42	2.70202	2.70202	NUM
amfbr-200	208	43	0.0683	0.0683	NUM
amfbr-200	208	44	dpo	dpo	NOUN
amfbr-200	208	45	does	do	AUX
amfbr-200	208	46	not	not	PART
amfbr-200	208	47	granger	granger	VERB
amfbr-200	208	48	cause	cause	VERB
amfbr-200	208	49	fxr	fxr	PROPN
amfbr-200	208	50	1.16005	1.16005	NUM
amfbr-200	208	51	0.3146	0.3146	NUM
amfbr-200	208	52	source	source	NOUN
amfbr-200	208	53	:	:	PUNCT
amfbr-200	208	54	author	author	NOUN
amfbr-200	208	55	’s	’s	PART
amfbr-200	208	56	computation	computation	NOUN
amfbr-200	208	57	4.5	4.5	NUM
amfbr-200	208	58	arch	arch	ADJ
amfbr-200	208	59	-	-	PUNCT
amfbr-200	208	60	garch	garch	NOUN
amfbr-200	208	61	test	test	NOUN
amfbr-200	208	62	results	result	NOUN
amfbr-200	208	63	for	for	ADP
amfbr-200	208	64	volatility	volatility	NOUN
amfbr-200	208	65	the	the	DET
amfbr-200	208	66	test	test	NOUN
amfbr-200	208	67	for	for	ADP
amfbr-200	208	68	the	the	DET
amfbr-200	208	69	presence	presence	NOUN
amfbr-200	208	70	of	of	ADP
amfbr-200	208	71	volatility	volatility	NOUN
amfbr-200	208	72	and	and	CCONJ
amfbr-200	208	73	its	its	PRON
amfbr-200	208	74	transmission	transmission	NOUN
amfbr-200	208	75	effect	effect	NOUN
amfbr-200	208	76	in	in	ADP
amfbr-200	208	77	the	the	DET
amfbr-200	208	78	crude	crude	ADJ
amfbr-200	208	79	oil	oil	NOUN
amfbr-200	208	80	price	price	NOUN
amfbr-200	208	81	-	-	PUNCT
amfbr-200	208	82	stock	stock	NOUN
amfbr-200	208	83	market	market	NOUN
amfbr-200	208	84	price	price	NOUN
amfbr-200	208	85	relationship	relationship	NOUN
amfbr-200	208	86	is	be	AUX
amfbr-200	208	87	modeled	model	VERB
amfbr-200	208	88	using	use	VERB
amfbr-200	208	89	the	the	DET
amfbr-200	208	90	arch	arch	ADJ
amfbr-200	208	91	-	-	PUNCT
amfbr-200	208	92	garch(1,1	garch(1,1	NOUN
amfbr-200	208	93	)	)	PUNCT
amfbr-200	208	94	technique	technique	NOUN
amfbr-200	208	95	.	.	PUNCT
amfbr-200	209	1	the	the	DET
amfbr-200	209	2	first	first	ADJ
amfbr-200	209	3	step	step	NOUN
amfbr-200	209	4	in	in	ADP
amfbr-200	209	5	the	the	DET
amfbr-200	209	6	volatility	volatility	NOUN
amfbr-200	209	7	analysis	analysis	NOUN
amfbr-200	209	8	is	be	AUX
amfbr-200	209	9	to	to	PART
amfbr-200	209	10	establish	establish	VERB
amfbr-200	209	11	whether	whether	SCONJ
amfbr-200	209	12	the	the	DET
amfbr-200	209	13	residuals	residual	NOUN
amfbr-200	209	14	in	in	ADP
amfbr-200	209	15	the	the	DET
amfbr-200	209	16	crude	crude	ADJ
amfbr-200	209	17	oil	oil	NOUN
amfbr-200	209	18	price	price	NOUN
amfbr-200	209	19	-	-	PUNCT
amfbr-200	209	20	stock	stock	NOUN
amfbr-200	209	21	market	market	NOUN
amfbr-200	209	22	price	price	NOUN
amfbr-200	209	23	model	model	NOUN
amfbr-200	209	24	possess	possess	VERB
amfbr-200	209	25	any	any	DET
amfbr-200	209	26	arch	arch	ADJ
amfbr-200	209	27	effect	effect	NOUN
amfbr-200	209	28	.	.	PUNCT
amfbr-200	210	1	table	table	NOUN
amfbr-200	210	2	6	6	NUM
amfbr-200	210	3	presents	present	VERB
amfbr-200	210	4	the	the	DET
amfbr-200	210	5	results	result	NOUN
amfbr-200	210	6	of	of	ADP
amfbr-200	210	7	the	the	DET
amfbr-200	210	8	heteroskedasticity	heteroskedasticity	NOUN
amfbr-200	210	9	test	test	NOUN
amfbr-200	210	10	which	which	PRON
amfbr-200	210	11	indicates	indicate	VERB
amfbr-200	210	12	significant	significant	ADJ
amfbr-200	210	13	arch	arch	ADJ
amfbr-200	210	14	effect	effect	NOUN
amfbr-200	210	15	in	in	ADP
amfbr-200	210	16	our	our	PRON
amfbr-200	210	17	model	model	NOUN
amfbr-200	210	18	.	.	PUNCT
amfbr-200	211	1	that	that	PRON
amfbr-200	211	2	is	is	ADV
amfbr-200	211	3	,	,	PUNCT
amfbr-200	211	4	the	the	DET
amfbr-200	211	5	variances	variance	NOUN
amfbr-200	211	6	of	of	ADP
amfbr-200	211	7	the	the	DET
amfbr-200	211	8	residuals	residual	NOUN
amfbr-200	211	9	are	be	AUX
amfbr-200	211	10	not	not	PART
amfbr-200	211	11	constant	constant	ADJ
amfbr-200	211	12	from	from	ADP
amfbr-200	211	13	one	one	NUM
amfbr-200	211	14	period	period	NOUN
amfbr-200	211	15	to	to	ADP
amfbr-200	211	16	another	another	PRON
amfbr-200	211	17	thus	thus	ADV
amfbr-200	211	18	confirming	confirm	VERB
amfbr-200	211	19	the	the	DET
amfbr-200	211	20	presence	presence	NOUN
amfbr-200	211	21	of	of	ADP
amfbr-200	211	22	high	high	ADJ
amfbr-200	211	23	volatility	volatility	NOUN
amfbr-200	211	24	in	in	ADP
amfbr-200	211	25	the	the	DET
amfbr-200	211	26	series	series	NOUN
amfbr-200	211	27	.	.	PUNCT
amfbr-200	212	1	www.cribfb.com/journal/index.php/amfbr	www.cribfb.com/journal/index.php/amfbr	PROPN
amfbr-200	213	1	american	american	PROPN
amfbr-200	213	2	finance	finance	PROPN
amfbr-200	213	3	&	&	CCONJ
amfbr-200	213	4	banking	banking	PROPN
amfbr-200	213	5	review	review	PROPN
amfbr-200	213	6	vol	vol	NOUN
amfbr-200	213	7	.	.	PROPN
amfbr-200	214	1	3	3	NUM
amfbr-200	214	2	,	,	PUNCT
amfbr-200	214	3	no	no	INTJ
amfbr-200	214	4	.	.	NOUN
amfbr-200	214	5	1	1	NUM
amfbr-200	214	6	;	;	PUNCT
amfbr-200	214	7	2018	2018	NUM
amfbr-200	214	8	21	21	NUM
amfbr-200	214	9	table	table	NOUN
amfbr-200	214	10	6	6	NUM
amfbr-200	214	11	:	:	PUNCT
amfbr-200	214	12	heteroskedasticity	heteroskedasticity	NOUN
amfbr-200	214	13	test	test	NOUN
amfbr-200	214	14	:	:	PUNCT
amfbr-200	214	15	arch	arch	VERB
amfbr-200	214	16	f	f	X
amfbr-200	214	17	-	-	PUNCT
amfbr-200	214	18	statistic	statistic	ADJ
amfbr-200	214	19	1714.830	1714.830	NUM
amfbr-200	214	20	prob	prob	NOUN
amfbr-200	214	21	.	.	PUNCT
amfbr-200	215	1	f(1,389	f(1,389	NOUN
amfbr-200	215	2	)	)	PUNCT
amfbr-200	215	3	0.0000	0.0000	NUM
amfbr-200	215	4	obs*r	obs*r	VERB
amfbr-200	215	5	-	-	PUNCT
amfbr-200	215	6	squared	square	VERB
amfbr-200	215	7	318.7038	318.7038	NUM
amfbr-200	215	8	prob	prob	NOUN
amfbr-200	215	9	.	.	PUNCT
amfbr-200	216	1	chi	chi	PROPN
amfbr-200	216	2	-	-	PUNCT
amfbr-200	216	3	square(1	square(1	PROPN
amfbr-200	216	4	)	)	PUNCT
amfbr-200	216	5	0.0000	0.0000	NUM
amfbr-200	216	6	test	test	NOUN
amfbr-200	216	7	equation	equation	NOUN
amfbr-200	216	8	:	:	PUNCT
amfbr-200	216	9	dependent	dependent	ADJ
amfbr-200	216	10	variable	variable	NOUN
amfbr-200	216	11	:	:	PUNCT
amfbr-200	216	12	resid^2	resid^2	NOUN
amfbr-200	216	13	method	method	NOUN
amfbr-200	216	14	:	:	PUNCT
amfbr-200	216	15	least	least	ADJ
amfbr-200	216	16	squares	square	NOUN
amfbr-200	216	17	date	date	NOUN
amfbr-200	216	18	:	:	PUNCT
amfbr-200	216	19	09/03/17	09/03/17	PRON
amfbr-200	216	20	time	time	NOUN
amfbr-200	216	21	:	:	PUNCT
amfbr-200	216	22	22:33	22:33	NUM
amfbr-200	216	23	sample	sample	NOUN
amfbr-200	216	24	(	(	PUNCT
amfbr-200	216	25	adjusted	adjust	VERB
amfbr-200	216	26	):	):	PUNCT
amfbr-200	216	27	2	2	NUM
amfbr-200	216	28	392	392	NUM
amfbr-200	216	29	included	include	VERB
amfbr-200	216	30	observations	observation	NOUN
amfbr-200	216	31	:	:	PUNCT
amfbr-200	216	32	391	391	NUM
amfbr-200	216	33	after	after	ADP
amfbr-200	216	34	adjustments	adjustment	NOUN
amfbr-200	216	35	variable	variable	ADJ
amfbr-200	216	36	coefficien	coefficien	NOUN
amfbr-200	216	37	t	t	PROPN
amfbr-200	216	38	std	std	PROPN
amfbr-200	216	39	.	.	PUNCT
amfbr-200	216	40	error	error	NOUN
amfbr-200	216	41	t	t	NOUN
amfbr-200	216	42	-	-	PUNCT
amfbr-200	216	43	statistic	statistic	NOUN
amfbr-200	216	44	prob	prob	NOUN
amfbr-200	216	45	.	.	PUNCT
amfbr-200	217	1	c	c	NOUN
amfbr-200	217	2	5100817	5100817	NUM
amfbr-200	217	3	.	.	PUNCT
amfbr-200	218	1	3040211	3040211	NUM
amfbr-200	218	2	.	.	PUNCT
amfbr-200	219	1	1.677784	1.677784	NUM
amfbr-200	219	2	0.0942	0.0942	NUM
amfbr-200	219	3	resid^2(-1	resid^2(-1	PROPN
amfbr-200	219	4	)	)	PUNCT
amfbr-200	219	5	0.902918	0.902918	NUM
amfbr-200	219	6	0.021804	0.021804	NUM
amfbr-200	219	7	41.41051	41.41051	NUM
amfbr-200	219	8	0.0000	0.0000	NUM
amfbr-200	219	9	r	r	X
amfbr-200	219	10	-	-	PUNCT
amfbr-200	219	11	squared	square	VERB
amfbr-200	219	12	0.815099	0.815099	NUM
amfbr-200	219	13	mean	mean	NOUN
amfbr-200	219	14	dependent	dependent	ADJ
amfbr-200	219	15	var	var	NOUN
amfbr-200	219	16	5291325	5291325	NUM
amfbr-200	219	17	1	1	NUM
amfbr-200	219	18	adjusted	adjust	VERB
amfbr-200	219	19	r	r	NOUN
amfbr-200	219	20	-	-	PUNCT
amfbr-200	219	21	squared	square	VERB
amfbr-200	219	22	0.814624	0.814624	NUM
amfbr-200	219	23	s.d	s.d	PROPN
amfbr-200	219	24	.	.	PUNCT
amfbr-200	219	25	dependent	dependent	ADJ
amfbr-200	219	26	var	var	NOUN
amfbr-200	219	27	1.29e+0	1.29e+0	NUM
amfbr-200	219	28	8	8	NUM
amfbr-200	219	29	s.e	s.e	PROPN
amfbr-200	219	30	.	.	PROPN
amfbr-200	219	31	of	of	ADP
amfbr-200	219	32	regression	regression	NOUN
amfbr-200	219	33	55612294	55612294	NUM
amfbr-200	219	34	akaike	akaike	ADP
amfbr-200	219	35	info	info	NOUN
amfbr-200	219	36	criterion	criterion	NOUN
amfbr-200	219	37	38.51081	38.51081	NUM
amfbr-200	219	38	sum	sum	NOUN
amfbr-200	219	39	squared	square	VERB
amfbr-200	219	40	resid	resid	NOUN
amfbr-200	219	41	1.20e+18	1.20e+18	NUM
amfbr-200	219	42	schwarz	schwarz	PROPN
amfbr-200	219	43	criterion	criterion	NOUN
amfbr-200	219	44	38.53111	38.53111	NUM
amfbr-200	219	45	log	log	NOUN
amfbr-200	219	46	likelihood	likelihood	NOUN
amfbr-200	219	47	-7526.863	-7526.863	PUNCT
amfbr-200	219	48	hannan	hannan	PROPN
amfbr-200	219	49	-	-	PUNCT
amfbr-200	219	50	quinn	quinn	PROPN
amfbr-200	219	51	criter	criter	NOUN
amfbr-200	219	52	.	.	PUNCT
amfbr-200	220	1	38.51886	38.51886	NUM
amfbr-200	220	2	f	f	X
amfbr-200	220	3	-	-	PUNCT
amfbr-200	220	4	statistic	statistic	ADJ
amfbr-200	220	5	1714.830	1714.830	NUM
amfbr-200	220	6	durbin	durbin	ADJ
amfbr-200	220	7	-	-	PUNCT
amfbr-200	220	8	watson	watson	NOUN
amfbr-200	220	9	stat	stat	NOUN
amfbr-200	220	10	2.342716	2.342716	NUM
amfbr-200	220	11	prob(f	prob(f	NOUN
amfbr-200	220	12	-	-	PUNCT
amfbr-200	220	13	statistic	statistic	NOUN
amfbr-200	220	14	)	)	PUNCT
amfbr-200	220	15	0.000000	0.000000	NUM
amfbr-200	220	16	presample	presample	ADJ
amfbr-200	220	17	variance	variance	NOUN
amfbr-200	220	18	:	:	PUNCT
amfbr-200	220	19	backcast	backcast	NOUN
amfbr-200	220	20	(	(	PUNCT
amfbr-200	220	21	parameter	parameter	NOUN
amfbr-200	220	22	=	=	NOUN
amfbr-200	220	23	0.7	0.7	NUM
amfbr-200	220	24	)	)	PUNCT
amfbr-200	220	25	garch	garch	NOUN
amfbr-200	220	26	=	=	SYM
amfbr-200	220	27	c(4	c(4	PROPN
amfbr-200	220	28	)	)	PUNCT
amfbr-200	220	29	+	+	PUNCT
amfbr-200	220	30	c(5)*resid(-1)^2	c(5)*resid(-1)^2	VERB
amfbr-200	220	31	+	+	CCONJ
amfbr-200	220	32	c(6)*garch(-1	c(6)*garch(-1	NOUN
amfbr-200	220	33	)	)	PUNCT
amfbr-200	220	34	+	+	NUM
amfbr-200	220	35	c(7)*dpo	c(7)*dpo	NOUN
amfbr-200	220	36	+	+	CCONJ
amfbr-200	220	37	c(8	c(8	PROPN
amfbr-200	220	38	)	)	PUNCT
amfbr-200	220	39	*	*	PUNCT
amfbr-200	220	40	fxr	fxr	PROPN
amfbr-200	220	41	variable	variable	ADJ
amfbr-200	220	42	coefficient	coefficient	NOUN
amfbr-200	220	43	std	std	PROPN
amfbr-200	220	44	.	.	PUNCT
amfbr-200	221	1	error	error	NOUN
amfbr-200	221	2	z	z	NOUN
amfbr-200	221	3	-	-	PUNCT
amfbr-200	221	4	statistic	statistic	ADJ
amfbr-200	221	5	prob	prob	NOUN
amfbr-200	221	6	.	.	PUNCT
amfbr-200	222	1	c	c	PROPN
amfbr-200	222	2	-1166.007	-1166.007	PUNCT
amfbr-200	222	3	40.83944	40.83944	NUM
amfbr-200	222	4	-28.55100	-28.55100	NUM
amfbr-200	222	5	0.0000	0.0000	NUM
amfbr-200	222	6	dpo	dpo	NOUN
amfbr-200	222	7	51.83831	51.83831	NUM
amfbr-200	222	8	3.161708	3.161708	NUM
amfbr-200	222	9	16.39567	16.39567	NUM
amfbr-200	222	10	0.0000	0.0000	NUM
amfbr-200	222	11	fxr	fxr	NOUN
amfbr-200	222	12	109.1698	109.1698	NUM
amfbr-200	222	13	0.730276	0.730276	NUM
amfbr-200	222	14	149.4910	149.4910	NUM
amfbr-200	222	15	0.0000	0.0000	NUM
amfbr-200	222	16	t	t	NOUN
amfbr-200	222	17	variance	variance	NOUN
amfbr-200	222	18	equation	equation	NOUN
amfbr-200	222	19	c	c	PROPN
amfbr-200	222	20	-47756.27	-47756.27	PROPN
amfbr-200	222	21	3360.200	3360.200	NUM
amfbr-200	222	22	-14.21233	-14.21233	SYM
amfbr-200	222	23	0.0000	0.0000	NUM
amfbr-200	222	24	resid(-1)^2	resid(-1)^2	PROPN
amfbr-200	222	25	1.060223	1.060223	NUM
amfbr-200	222	26	0.224648	0.224648	NUM
amfbr-200	222	27	4.719479	4.719479	NUM
amfbr-200	222	28	0.0000	0.0000	NUM
amfbr-200	222	29	garch(-1	garch(-1	NOUN
amfbr-200	222	30	)	)	PUNCT
amfbr-200	222	31	0.030020	0.030020	NUM
amfbr-200	223	1	0.099226	0.099226	NUM
amfbr-200	223	2	0.302543	0.302543	NUM
amfbr-200	223	3	0.7622	0.7622	NUM
amfbr-200	223	4	dpo	dpo	NOUN
amfbr-200	223	5	3554.836	3554.836	NUM
amfbr-200	223	6	35.39264	35.39264	NUM
amfbr-200	223	7	100.4400	100.4400	NUM
amfbr-200	223	8	0.0000	0.0000	NUM
amfbr-200	223	9	fxr	fxr	NOUN
amfbr-200	223	10	198.9288	198.9288	NUM
amfbr-200	223	11	235.7687	235.7687	NUM
amfbr-200	223	12	0.843746	0.843746	NUM
amfbr-200	223	13	0.3988	0.3988	NUM
amfbr-200	223	14	r	r	NOUN
amfbr-200	223	15	-	-	PUNCT
amfbr-200	223	16	squared	square	VERB
amfbr-200	223	17	0.514602	0.514602	NUM
amfbr-200	223	18	mean	mean	NOUN
amfbr-200	223	19	dependent	dependent	ADJ
amfbr-200	223	20	var	var	NOUN
amfbr-200	223	21	15349.46	15349.46	NUM
amfbr-200	223	22	adjusted	adjusted	ADJ
amfbr-200	223	23	r	r	NOUN
amfbr-200	223	24	-	-	PUNCT
amfbr-200	223	25	squared	square	VERB
amfbr-200	223	26	0.512107	0.512107	NUM
amfbr-200	223	27	s.d	s.d	PROPN
amfbr-200	223	28	.	.	PROPN
amfbr-200	223	29	dependent	dependent	ADJ
amfbr-200	223	30	var	var	NOUN
amfbr-200	223	31	15135.06	15135.06	NUM
amfbr-200	223	32	s.e	s.e	PROPN
amfbr-200	223	33	.	.	PROPN
amfbr-200	223	34	of	of	ADP
amfbr-200	223	35	regression	regression	NOUN
amfbr-200	223	36	10571.74	10571.74	NUM
amfbr-200	223	37	akaike	akaike	ADJ
amfbr-200	223	38	info	info	NOUN
amfbr-200	223	39	criterion	criterion	NOUN
amfbr-200	223	40	18.24893	18.24893	NUM
amfbr-200	223	41	sum	sum	NOUN
amfbr-200	223	42	squared	square	VERB
amfbr-200	223	43	resid	resid	NOUN
amfbr-200	223	44	4.35e+10	4.35e+10	NUM
amfbr-200	223	45	schwarz	schwarz	PROPN
amfbr-200	223	46	criterion	criterion	NOUN
amfbr-200	223	47	18.32998	18.32998	NUM
amfbr-200	223	48	log	log	NOUN
amfbr-200	223	49	likelihood	likelihood	NOUN
amfbr-200	223	50	-3568.791	-3568.791	PUNCT
amfbr-200	224	1	hannan	hannan	PROPN
amfbr-200	224	2	-	-	PUNCT
amfbr-200	224	3	quinn	quinn	PROPN
amfbr-200	224	4	criter	criter	NOUN
amfbr-200	224	5	.	.	PUNCT
amfbr-200	225	1	18.28106	18.28106	NUM
amfbr-200	225	2	durbin	durbin	ADJ
amfbr-200	225	3	-	-	PUNCT
amfbr-200	225	4	watson	watson	NOUN
amfbr-200	225	5	stat	stat	NOUN
amfbr-200	225	6	0.026526	0.026526	NUM
amfbr-200	225	7	the	the	DET
amfbr-200	225	8	presence	presence	NOUN
amfbr-200	225	9	of	of	ADP
amfbr-200	225	10	volatility	volatility	NOUN
amfbr-200	225	11	in	in	ADP
amfbr-200	225	12	the	the	DET
amfbr-200	225	13	model	model	NOUN
amfbr-200	225	14	can	can	AUX
amfbr-200	225	15	also	also	ADV
amfbr-200	225	16	be	be	AUX
amfbr-200	225	17	demonstrated	demonstrate	VERB
amfbr-200	225	18	graphically	graphically	ADV
amfbr-200	225	19	by	by	ADP
amfbr-200	225	20	observing	observe	VERB
amfbr-200	225	21	the	the	DET
amfbr-200	225	22	plot	plot	NOUN
amfbr-200	225	23	of	of	ADP
amfbr-200	225	24	the	the	DET
amfbr-200	225	25	residuals	residual	NOUN
amfbr-200	225	26	.	.	PUNCT
amfbr-200	226	1	fig.1	fig.1	ADJ
amfbr-200	226	2	below	below	ADV
amfbr-200	226	3	is	be	AUX
amfbr-200	226	4	the	the	DET
amfbr-200	226	5	plot	plot	NOUN
amfbr-200	226	6	of	of	ADP
amfbr-200	226	7	the	the	DET
amfbr-200	226	8	residuals	residual	NOUN
amfbr-200	226	9	from	from	ADP
amfbr-200	226	10	equation	equation	NOUN
amfbr-200	226	11	(	(	PUNCT
amfbr-200	226	12	2	2	NUM
amfbr-200	226	13	)	)	PUNCT
amfbr-200	226	14	.	.	PUNCT
amfbr-200	227	1	-40,000	-40,000	NUM
amfbr-200	228	1	-20,000	-20,000	PROPN
amfbr-200	228	2	0	0	NUM
amfbr-200	228	3	20,000	20,000	NUM
amfbr-200	228	4	40,000	40,000	NUM
amfbr-200	228	5	-20,000	-20,000	PROPN
amfbr-200	228	6	0	0	NUM
amfbr-200	228	7	20,000	20,000	NUM
amfbr-200	228	8	40,000	40,000	NUM
amfbr-200	228	9	60,000	60,000	NUM
amfbr-200	228	10	80,000	80,000	NUM
amfbr-200	228	11	86	86	NUM
amfbr-200	228	12	88	88	NUM
amfbr-200	228	13	90	90	NUM
amfbr-200	228	14	92	92	NUM
amfbr-200	228	15	94	94	NUM
amfbr-200	228	16	96	96	NUM
amfbr-200	228	17	98	98	NUM
amfbr-200	228	18	00	00	NUM
amfbr-200	228	19	02	02	NUM
amfbr-200	228	20	04	04	NUM
amfbr-200	228	21	06	06	NUM
amfbr-200	228	22	08	08	NUM
amfbr-200	228	23	10	10	NUM
amfbr-200	228	24	12	12	NUM
amfbr-200	228	25	14	14	NUM
amfbr-200	228	26	16	16	NUM
amfbr-200	228	27	residual	residual	ADJ
amfbr-200	228	28	actual	actual	ADJ
amfbr-200	228	29	fitted	fit	VERB
amfbr-200	228	30	fig	fig	NOUN
amfbr-200	228	31	1	1	NUM
amfbr-200	228	32	:	:	PUNCT
amfbr-200	228	33	plot	plot	NOUN
amfbr-200	228	34	of	of	ADP
amfbr-200	228	35	residuals	residual	NOUN
amfbr-200	228	36	of	of	ADP
amfbr-200	228	37	oil	oil	NOUN
amfbr-200	228	38	price	price	NOUN
amfbr-200	228	39	-	-	PUNCT
amfbr-200	228	40	stock	stock	NOUN
amfbr-200	228	41	price	price	NOUN
amfbr-200	228	42	model	model	NOUN
amfbr-200	228	43	www.cribfb.com/journal/index.php/amfbr	www.cribfb.com/journal/index.php/amfbr	PROPN
amfbr-200	228	44	american	american	PROPN
amfbr-200	228	45	finance	finance	PROPN
amfbr-200	228	46	&	&	CCONJ
amfbr-200	228	47	banking	banking	PROPN
amfbr-200	228	48	review	review	PROPN
amfbr-200	228	49	vol	vol	NOUN
amfbr-200	228	50	.	.	PROPN
amfbr-200	229	1	3	3	NUM
amfbr-200	229	2	,	,	PUNCT
amfbr-200	229	3	no	no	INTJ
amfbr-200	229	4	.	.	NOUN
amfbr-200	229	5	1	1	NUM
amfbr-200	229	6	;	;	PUNCT
amfbr-200	229	7	2018	2018	NUM
amfbr-200	229	8	22	22	NUM
amfbr-200	229	9	from	from	ADP
amfbr-200	229	10	the	the	DET
amfbr-200	229	11	graph	graph	NOUN
amfbr-200	229	12	above	above	ADV
amfbr-200	229	13	,	,	PUNCT
amfbr-200	229	14	we	we	PRON
amfbr-200	229	15	can	can	AUX
amfbr-200	229	16	deduce	deduce	VERB
amfbr-200	229	17	the	the	DET
amfbr-200	229	18	presence	presence	NOUN
amfbr-200	229	19	of	of	ADP
amfbr-200	229	20	volatility	volatility	NOUN
amfbr-200	229	21	in	in	ADP
amfbr-200	229	22	the	the	DET
amfbr-200	229	23	model	model	NOUN
amfbr-200	229	24	where	where	SCONJ
amfbr-200	229	25	small	small	ADJ
amfbr-200	229	26	(	(	PUNCT
amfbr-200	229	27	large	large	ADJ
amfbr-200	229	28	)	)	PUNCT
amfbr-200	229	29	changes	change	NOUN
amfbr-200	229	30	are	be	AUX
amfbr-200	229	31	followed	follow	VERB
amfbr-200	229	32	by	by	ADP
amfbr-200	229	33	large	large	ADJ
amfbr-200	229	34	(	(	PUNCT
amfbr-200	229	35	small	small	ADJ
amfbr-200	229	36	)	)	PUNCT
amfbr-200	229	37	changes	change	NOUN
amfbr-200	229	38	especially	especially	ADV
amfbr-200	229	39	during	during	ADP
amfbr-200	229	40	the	the	DET
amfbr-200	229	41	period	period	NOUN
amfbr-200	229	42	2006	2006	NUM
amfbr-200	229	43	to	to	ADP
amfbr-200	229	44	2010	2010	NUM
amfbr-200	229	45	.	.	PUNCT
amfbr-200	230	1	the	the	DET
amfbr-200	230	2	next	next	ADJ
amfbr-200	230	3	step	step	NOUN
amfbr-200	230	4	involves	involve	VERB
amfbr-200	230	5	the	the	DET
amfbr-200	230	6	estimation	estimation	NOUN
amfbr-200	230	7	of	of	ADP
amfbr-200	230	8	the	the	DET
amfbr-200	230	9	arch	arch	ADJ
amfbr-200	230	10	-	-	PUNCT
amfbr-200	230	11	garch	garch	NOUN
amfbr-200	230	12	model	model	NOUN
amfbr-200	230	13	to	to	PART
amfbr-200	230	14	examine	examine	VERB
amfbr-200	230	15	the	the	DET
amfbr-200	230	16	nature	nature	NOUN
amfbr-200	230	17	and	and	CCONJ
amfbr-200	230	18	extent	extent	NOUN
amfbr-200	230	19	of	of	ADP
amfbr-200	230	20	the	the	DET
amfbr-200	230	21	volatility	volatility	NOUN
amfbr-200	230	22	relationship	relationship	NOUN
amfbr-200	230	23	among	among	ADP
amfbr-200	230	24	the	the	DET
amfbr-200	230	25	variables	variable	NOUN
amfbr-200	230	26	.	.	PUNCT
amfbr-200	231	1	in	in	ADP
amfbr-200	231	2	table	table	NOUN
amfbr-200	231	3	7	7	NUM
amfbr-200	231	4	,	,	PUNCT
amfbr-200	231	5	we	we	PRON
amfbr-200	231	6	present	present	VERB
amfbr-200	231	7	the	the	DET
amfbr-200	231	8	results	result	NOUN
amfbr-200	231	9	of	of	ADP
amfbr-200	231	10	the	the	DET
amfbr-200	231	11	estimated	estimate	VERB
amfbr-200	231	12	garch	garch	NOUN
amfbr-200	231	13	model	model	NOUN
amfbr-200	231	14	using	use	VERB
amfbr-200	231	15	e	e	NOUN
amfbr-200	231	16	-	-	NOUN
amfbr-200	231	17	views	view	NOUN
amfbr-200	231	18	9	9	NUM
amfbr-200	231	19	.	.	PUNCT
amfbr-200	232	1	the	the	DET
amfbr-200	232	2	mean	mean	ADJ
amfbr-200	232	3	equation	equation	NOUN
amfbr-200	232	4	shows	show	VERB
amfbr-200	232	5	a	a	DET
amfbr-200	232	6	significant	significant	ADJ
amfbr-200	232	7	and	and	CCONJ
amfbr-200	232	8	positive	positive	ADJ
amfbr-200	232	9	relationship	relationship	NOUN
amfbr-200	232	10	between	between	ADP
amfbr-200	232	11	stock	stock	NOUN
amfbr-200	232	12	market	market	NOUN
amfbr-200	232	13	prices	price	NOUN
amfbr-200	232	14	(	(	PUNCT
amfbr-200	232	15	asi	asi	NOUN
amfbr-200	232	16	)	)	PUNCT
amfbr-200	232	17	and	and	CCONJ
amfbr-200	232	18	crude	crude	ADJ
amfbr-200	232	19	oil	oil	NOUN
amfbr-200	232	20	prices	price	NOUN
amfbr-200	232	21	(	(	PUNCT
amfbr-200	232	22	dpo	dpo	NOUN
amfbr-200	232	23	)	)	PUNCT
amfbr-200	232	24	as	as	ADV
amfbr-200	232	25	well	well	ADV
amfbr-200	232	26	as	as	ADP
amfbr-200	232	27	between	between	ADP
amfbr-200	232	28	foreign	foreign	ADJ
amfbr-200	232	29	exchange	exchange	NOUN
amfbr-200	232	30	rates	rate	NOUN
amfbr-200	232	31	(	(	PUNCT
amfbr-200	232	32	fxr	fxr	NOUN
amfbr-200	232	33	)	)	PUNCT
amfbr-200	232	34	and	and	CCONJ
amfbr-200	232	35	stock	stock	NOUN
amfbr-200	232	36	prices	price	NOUN
amfbr-200	232	37	.	.	PUNCT
amfbr-200	233	1	the	the	DET
amfbr-200	233	2	variance	variance	NOUN
amfbr-200	233	3	equation	equation	NOUN
amfbr-200	233	4	indicates	indicate	VERB
amfbr-200	233	5	that	that	SCONJ
amfbr-200	233	6	both	both	CCONJ
amfbr-200	233	7	the	the	DET
amfbr-200	233	8	arch	arch	ADJ
amfbr-200	233	9	and	and	CCONJ
amfbr-200	233	10	garch	garch	NOUN
amfbr-200	233	11	terms	term	NOUN
amfbr-200	233	12	are	be	AUX
amfbr-200	233	13	positive	positive	ADJ
amfbr-200	233	14	and	and	CCONJ
amfbr-200	233	15	significant	significant	ADJ
amfbr-200	233	16	meaning	meaning	NOUN
amfbr-200	233	17	that	that	SCONJ
amfbr-200	233	18	stock	stock	NOUN
amfbr-200	233	19	market	market	NOUN
amfbr-200	233	20	prices	price	NOUN
amfbr-200	233	21	in	in	ADP
amfbr-200	233	22	the	the	DET
amfbr-200	233	23	nigerian	nigerian	ADJ
amfbr-200	233	24	stock	stock	NOUN
amfbr-200	233	25	market	market	NOUN
amfbr-200	233	26	exhibit	exhibit	VERB
amfbr-200	233	27	strong	strong	ADJ
amfbr-200	233	28	volatility	volatility	NOUN
amfbr-200	233	29	.	.	PUNCT
amfbr-200	234	1	it	it	PRON
amfbr-200	234	2	is	be	AUX
amfbr-200	234	3	also	also	ADV
amfbr-200	234	4	evident	evident	ADJ
amfbr-200	234	5	from	from	ADP
amfbr-200	234	6	the	the	DET
amfbr-200	234	7	results	result	NOUN
amfbr-200	234	8	that	that	PRON
amfbr-200	234	9	changes	change	VERB
amfbr-200	234	10	in	in	ADP
amfbr-200	234	11	the	the	DET
amfbr-200	234	12	international	international	ADJ
amfbr-200	234	13	crude	crude	ADJ
amfbr-200	234	14	oil	oil	NOUN
amfbr-200	234	15	price	price	NOUN
amfbr-200	234	16	(	(	PUNCT
amfbr-200	234	17	dpo	dpo	NOUN
amfbr-200	234	18	)	)	PUNCT
amfbr-200	234	19	contribute	contribute	VERB
amfbr-200	234	20	significantly	significantly	ADV
amfbr-200	234	21	to	to	ADP
amfbr-200	234	22	the	the	DET
amfbr-200	234	23	volatility	volatility	NOUN
amfbr-200	234	24	in	in	ADP
amfbr-200	234	25	stock	stock	NOUN
amfbr-200	234	26	market	market	NOUN
amfbr-200	234	27	prices	price	NOUN
amfbr-200	234	28	in	in	ADP
amfbr-200	234	29	nigeria	nigeria	PRON
amfbr-200	234	30	just	just	ADV
amfbr-200	234	31	as	as	SCONJ
amfbr-200	234	32	changes	change	NOUN
amfbr-200	234	33	in	in	ADP
amfbr-200	234	34	foreign	foreign	ADJ
amfbr-200	234	35	exchange	exchange	NOUN
amfbr-200	234	36	rates	rate	NOUN
amfbr-200	234	37	(	(	PUNCT
amfbr-200	234	38	fxr	fxr	NOUN
amfbr-200	234	39	)	)	PUNCT
amfbr-200	234	40	do	do	AUX
amfbr-200	234	41	also	also	ADV
amfbr-200	234	42	contribute	contribute	VERB
amfbr-200	234	43	significantly	significantly	ADV
amfbr-200	234	44	to	to	ADP
amfbr-200	234	45	the	the	DET
amfbr-200	234	46	volatility	volatility	NOUN
amfbr-200	234	47	in	in	ADP
amfbr-200	234	48	stock	stock	NOUN
amfbr-200	234	49	market	market	NOUN
amfbr-200	234	50	prices	price	NOUN
amfbr-200	234	51	.	.	PUNCT
amfbr-200	235	1	in	in	ADP
amfbr-200	235	2	addition	addition	NOUN
amfbr-200	235	3	,	,	PUNCT
amfbr-200	235	4	there	there	PRON
amfbr-200	235	5	is	be	VERB
amfbr-200	235	6	evidence	evidence	NOUN
amfbr-200	235	7	of	of	ADP
amfbr-200	235	8	volatility	volatility	NOUN
amfbr-200	235	9	clustering	cluster	VERB
amfbr-200	235	10	in	in	ADP
amfbr-200	235	11	the	the	DET
amfbr-200	235	12	model	model	NOUN
amfbr-200	235	13	given	give	VERB
amfbr-200	235	14	that	that	SCONJ
amfbr-200	235	15	the	the	DET
amfbr-200	235	16	sum	sum	NOUN
amfbr-200	235	17	of	of	ADP
amfbr-200	235	18	the	the	DET
amfbr-200	235	19	arch	arch	ADJ
amfbr-200	235	20	and	and	CCONJ
amfbr-200	235	21	garch	garch	NOUN
amfbr-200	235	22	terms	term	NOUN
amfbr-200	235	23	is	be	AUX
amfbr-200	235	24	one	one	NUM
amfbr-200	235	25	(	(	PUNCT
amfbr-200	235	26	1	1	NUM
amfbr-200	235	27	)	)	PUNCT
amfbr-200	235	28	approximately	approximately	ADV
amfbr-200	235	29	.	.	PUNCT
amfbr-200	236	1	this	this	PRON
amfbr-200	236	2	implies	imply	VERB
amfbr-200	236	3	that	that	SCONJ
amfbr-200	236	4	shocks	shock	NOUN
amfbr-200	236	5	to	to	ADP
amfbr-200	236	6	the	the	DET
amfbr-200	236	7	conditional	conditional	ADJ
amfbr-200	236	8	variance	variance	NOUN
amfbr-200	236	9	are	be	AUX
amfbr-200	236	10	highly	highly	ADV
amfbr-200	236	11	persistent	persistent	ADJ
amfbr-200	236	12	.	.	PUNCT
amfbr-200	237	1	table	table	NOUN
amfbr-200	237	2	7	7	NUM
amfbr-200	237	3	:	:	PUNCT
amfbr-200	237	4	arch	arch	ADJ
amfbr-200	237	5	-	-	PUNCT
amfbr-200	237	6	garch	garch	NOUN
amfbr-200	237	7	test	test	NOUN
amfbr-200	237	8	result	result	VERB
amfbr-200	237	9	dependent	dependent	ADJ
amfbr-200	237	10	variable	variable	NOUN
amfbr-200	237	11	:	:	PUNCT
amfbr-200	237	12	asi	asi	NOUN
amfbr-200	237	13	method	method	NOUN
amfbr-200	237	14	:	:	PUNCT
amfbr-200	237	15	ml	ml	PART
amfbr-200	237	16	arch	arch	VERB
amfbr-200	237	17	normal	normal	ADJ
amfbr-200	237	18	distribution	distribution	NOUN
amfbr-200	237	19	(	(	PUNCT
amfbr-200	237	20	bfgs	bfgs	PROPN
amfbr-200	237	21	/	/	SYM
amfbr-200	237	22	marquardt	marquardt	PROPN
amfbr-200	237	23	steps	step	NOUN
amfbr-200	237	24	)	)	PUNCT
amfbr-200	237	25	sample	sample	NOUN
amfbr-200	237	26	:	:	PUNCT
amfbr-200	238	1	1985m01	1985m01	NUM
amfbr-200	238	2	2017m08	2017m08	PROPN
amfbr-200	238	3	included	include	VERB
amfbr-200	238	4	observations	observation	NOUN
amfbr-200	238	5	:	:	PUNCT
amfbr-200	238	6	392	392	NUM
amfbr-200	238	7	failure	failure	NOUN
amfbr-200	238	8	to	to	PART
amfbr-200	238	9	improve	improve	VERB
amfbr-200	238	10	likelihood	likelihood	NOUN
amfbr-200	238	11	(	(	PUNCT
amfbr-200	238	12	non	non	ADJ
amfbr-200	238	13	-	-	ADJ
amfbr-200	238	14	zero	zero	NUM
amfbr-200	238	15	gradients	gradient	NOUN
amfbr-200	238	16	)	)	PUNCT
amfbr-200	238	17	after	after	ADP
amfbr-200	238	18	70	70	NUM
amfbr-200	238	19	iterations	iteration	NOUN
amfbr-200	238	20	coefficient	coefficient	NOUN
amfbr-200	238	21	covariance	covariance	NOUN
amfbr-200	238	22	computed	compute	VERB
amfbr-200	238	23	using	use	VERB
amfbr-200	238	24	outer	outer	ADJ
amfbr-200	238	25	product	product	NOUN
amfbr-200	238	26	of	of	ADP
amfbr-200	238	27	gradients	gradient	NOUN
amfbr-200	238	28	presample	presample	ADJ
amfbr-200	238	29	variance	variance	NOUN
amfbr-200	238	30	:	:	PUNCT
amfbr-200	238	31	backcast	backcast	NOUN
amfbr-200	238	32	(	(	PUNCT
amfbr-200	238	33	parameter	parameter	NOUN
amfbr-200	238	34	=	=	NOUN
amfbr-200	238	35	0.7	0.7	NUM
amfbr-200	238	36	)	)	PUNCT
amfbr-200	238	37	garch	garch	NOUN
amfbr-200	238	38	=	=	SYM
amfbr-200	238	39	c(4	c(4	PROPN
amfbr-200	238	40	)	)	PUNCT
amfbr-200	238	41	+	+	PUNCT
amfbr-200	238	42	c(5)*resid(-1)^2	c(5)*resid(-1)^2	VERB
amfbr-200	238	43	+	+	CCONJ
amfbr-200	238	44	c(6)*garch(-1	c(6)*garch(-1	NOUN
amfbr-200	238	45	)	)	PUNCT
amfbr-200	239	1	+	+	NUM
amfbr-200	239	2	c(7)*dpo	c(7)*dpo	NOUN
amfbr-200	239	3	+	+	CCONJ
amfbr-200	239	4	c(8	c(8	PROPN
amfbr-200	239	5	)	)	PUNCT
amfbr-200	239	6	*	*	PUNCT
amfbr-200	239	7	fxr	fxr	PROPN
amfbr-200	239	8	variable	variable	ADJ
amfbr-200	239	9	coefficien	coefficien	NOUN
amfbr-200	239	10	t	t	PROPN
amfbr-200	239	11	std	std	PROPN
amfbr-200	239	12	.	.	PUNCT
amfbr-200	240	1	error	error	NOUN
amfbr-200	240	2	z	z	NOUN
amfbr-200	240	3	-	-	PUNCT
amfbr-200	240	4	statistic	statistic	ADJ
amfbr-200	240	5	prob	prob	NOUN
amfbr-200	240	6	.	.	PUNCT
amfbr-200	241	1	c	c	PROPN
amfbr-200	242	1	-861.9789	-861.9789	ADV
amfbr-200	242	2	49.69672	49.69672	NUM
amfbr-200	242	3	-17.34478	-17.34478	SYM
amfbr-200	242	4	0.0000	0.0000	NUM
amfbr-200	242	5	dpo	dpo	NOUN
amfbr-200	242	6	36.40032	36.40032	NUM
amfbr-200	242	7	3.200040	3.200040	NUM
amfbr-200	242	8	11.37496	11.37496	NUM
amfbr-200	242	9	0.0000	0.0000	NUM
amfbr-200	242	10	fxr	fxr	NOUN
amfbr-200	242	11	100.1106	100.1106	NUM
amfbr-200	242	12	0.689781	0.689781	NUM
amfbr-200	242	13	145.1340	145.1340	NUM
amfbr-200	242	14	0.0000	0.0000	NUM
amfbr-200	242	15	variance	variance	NOUN
amfbr-200	242	16	equation	equation	NOUN
amfbr-200	242	17	c	c	PROPN
amfbr-200	242	18	-38153.37	-38153.37	PROPN
amfbr-200	242	19	6898.508	6898.508	NUM
amfbr-200	242	20	-5.530670	-5.530670	ADP
amfbr-200	242	21	0.0000	0.0000	NUM
amfbr-200	242	22	resid(-1)^2	resid(-1)^2	PROPN
amfbr-200	242	23	0.985343	0.985343	NUM
amfbr-200	242	24	0.192599	0.192599	NUM
amfbr-200	242	25	5.116042	5.116042	NUM
amfbr-200	242	26	0.0000	0.0000	NUM
amfbr-200	242	27	garch(-1	garch(-1	NOUN
amfbr-200	242	28	)	)	PUNCT
amfbr-200	242	29	0.125656	0.125656	NUM
amfbr-200	243	1	0.050631	0.050631	NUM
amfbr-200	243	2	2.481799	2.481799	NUM
amfbr-200	243	3	0.0131	0.0131	NUM
amfbr-200	243	4	dpo	dpo	PROPN
amfbr-200	243	5	2355.079	2355.079	NUM
amfbr-200	243	6	450.4689	450.4689	NUM
amfbr-200	243	7	5.228061	5.228061	NUM
amfbr-200	243	8	0.0000	0.0000	NUM
amfbr-200	243	9	fxr	fxr	NOUN
amfbr-200	243	10	580.9129	580.9129	NUM
amfbr-200	243	11	109.5096	109.5096	NUM
amfbr-200	243	12	5.304677	5.304677	NUM
amfbr-200	243	13	0.0000	0.0000	NUM
amfbr-200	243	14	r	r	X
amfbr-200	243	15	-	-	PUNCT
amfbr-200	243	16	squared	square	VERB
amfbr-200	243	17	0.424575	0.424575	NUM
amfbr-200	243	18	mean	mean	NOUN
amfbr-200	243	19	dependent	dependent	ADJ
amfbr-200	243	20	var	var	NOUN
amfbr-200	243	21	15349.46	15349.46	NUM
amfbr-200	243	22	adjusted	adjusted	ADJ
amfbr-200	243	23	r	r	NOUN
amfbr-200	243	24	-	-	PUNCT
amfbr-200	243	25	squared	square	VERB
amfbr-200	243	26	0.421616	0.421616	NUM
amfbr-200	243	27	s.d	s.d	PROPN
amfbr-200	243	28	.	.	PROPN
amfbr-200	243	29	dependent	dependent	ADJ
amfbr-200	243	30	var	var	NOUN
amfbr-200	243	31	15135.06	15135.06	NUM
amfbr-200	243	32	s.e	s.e	PROPN
amfbr-200	243	33	.	.	PROPN
amfbr-200	243	34	of	of	ADP
amfbr-200	243	35	regression	regression	NOUN
amfbr-200	243	36	11510.44	11510.44	NUM
amfbr-200	243	37	akaike	akaike	ADP
amfbr-200	243	38	info	info	NOUN
amfbr-200	243	39	criterion	criterion	NOUN
amfbr-200	243	40	18.20694	18.20694	NUM
amfbr-200	243	41	sum	sum	NOUN
amfbr-200	243	42	squared	square	VERB
amfbr-200	243	43	resid	resid	NOUN
amfbr-200	243	44	5.15e+10	5.15e+10	NUM
amfbr-200	243	45	schwarz	schwarz	PROPN
amfbr-200	243	46	criterion	criterion	NOUN
amfbr-200	243	47	18.28799	18.28799	NUM
amfbr-200	243	48	log	log	NOUN
amfbr-200	243	49	likelihood	likelihood	NOUN
amfbr-200	243	50	-3560.561	-3560.561	PUNCT
amfbr-200	243	51	hannan	hannan	PROPN
amfbr-200	243	52	-	-	PUNCT
amfbr-200	243	53	quinn	quinn	PROPN
amfbr-200	243	54	criter	criter	NOUN
amfbr-200	243	55	.	.	PUNCT
amfbr-200	244	1	18.23906	18.23906	NUM
amfbr-200	244	2	durbin	durbin	ADJ
amfbr-200	244	3	-	-	PUNCT
amfbr-200	244	4	watson	watson	NOUN
amfbr-200	244	5	stat	stat	PROPN
amfbr-200	244	6	0.022134	0.022134	NUM
amfbr-200	244	7	source	source	NOUN
amfbr-200	244	8	:	:	PUNCT
amfbr-200	244	9	authors	author	NOUN
amfbr-200	244	10	computation	computation	VERB
amfbr-200	244	11	4.6	4.6	NUM
amfbr-200	244	12	variance	variance	NOUN
amfbr-200	244	13	decomposition	decomposition	NOUN
amfbr-200	244	14	analysis	analysis	NOUN
amfbr-200	244	15	to	to	PART
amfbr-200	244	16	further	further	VERB
amfbr-200	244	17	our	our	PRON
amfbr-200	244	18	investigation	investigation	NOUN
amfbr-200	244	19	,	,	PUNCT
amfbr-200	244	20	the	the	DET
amfbr-200	244	21	variance	variance	NOUN
amfbr-200	244	22	decomposition	decomposition	NOUN
amfbr-200	244	23	analysis	analysis	NOUN
amfbr-200	244	24	was	be	AUX
amfbr-200	244	25	undertaken	undertake	VERB
amfbr-200	244	26	to	to	PART
amfbr-200	244	27	examine	examine	VERB
amfbr-200	244	28	the	the	DET
amfbr-200	244	29	response	response	NOUN
amfbr-200	244	30	of	of	ADP
amfbr-200	244	31	stock	stock	NOUN
amfbr-200	244	32	market	market	NOUN
amfbr-200	244	33	prices	price	NOUN
amfbr-200	244	34	emanating	emanate	VERB
amfbr-200	244	35	from	from	ADP
amfbr-200	244	36	own	own	ADJ
amfbr-200	244	37	shocks	shock	NOUN
amfbr-200	244	38	and	and	CCONJ
amfbr-200	244	39	also	also	ADV
amfbr-200	244	40	from	from	ADP
amfbr-200	244	41	shocks	shock	NOUN
amfbr-200	244	42	in	in	ADP
amfbr-200	244	43	crude	crude	ADJ
amfbr-200	244	44	oil	oil	NOUN
amfbr-200	244	45	prices	price	NOUN
amfbr-200	244	46	and	and	CCONJ
amfbr-200	244	47	foreign	foreign	ADJ
amfbr-200	244	48	exchange	exchange	NOUN
amfbr-200	244	49	rates	rate	NOUN
amfbr-200	244	50	within	within	ADP
amfbr-200	244	51	an	an	DET
amfbr-200	244	52	out	out	ADP
amfbr-200	244	53	of	of	ADP
amfbr-200	244	54	sample	sample	NOUN
amfbr-200	244	55	period	period	NOUN
amfbr-200	244	56	of	of	ADP
amfbr-200	244	57	ten	ten	NUM
amfbr-200	244	58	months	month	NOUN
amfbr-200	244	59	.	.	PUNCT
amfbr-200	245	1	in	in	ADP
amfbr-200	245	2	tables	table	NOUN
amfbr-200	245	3	8	8	NUM
amfbr-200	245	4	,	,	PUNCT
amfbr-200	245	5	we	we	PRON
amfbr-200	245	6	show	show	VERB
amfbr-200	245	7	the	the	DET
amfbr-200	245	8	results	result	NOUN
amfbr-200	245	9	of	of	ADP
amfbr-200	245	10	the	the	DET
amfbr-200	245	11	vdc	vdc	PROPN
amfbr-200	245	12	obtained	obtain	VERB
amfbr-200	245	13	from	from	ADP
amfbr-200	245	14	the	the	DET
amfbr-200	245	15	unrestricted	unrestricted	ADJ
amfbr-200	245	16	var	var	NOUN
amfbr-200	245	17	estimation	estimation	NOUN
amfbr-200	245	18	of	of	ADP
amfbr-200	245	19	the	the	DET
amfbr-200	245	20	model	model	NOUN
amfbr-200	245	21	.	.	PUNCT
amfbr-200	246	1	the	the	DET
amfbr-200	246	2	results	result	NOUN
amfbr-200	246	3	in	in	ADP
amfbr-200	246	4	table	table	NOUN
amfbr-200	246	5	8	8	NUM
amfbr-200	246	6	indicate	indicate	VERB
amfbr-200	246	7	that	that	SCONJ
amfbr-200	246	8	own	own	ADJ
amfbr-200	246	9	shocks	shock	NOUN
amfbr-200	246	10	from	from	ADP
amfbr-200	246	11	stock	stock	NOUN
amfbr-200	246	12	market	market	NOUN
amfbr-200	246	13	prices	price	NOUN
amfbr-200	246	14	(	(	PUNCT
amfbr-200	246	15	asi	asi	NOUN
amfbr-200	246	16	)	)	PUNCT
amfbr-200	246	17	account	account	NOUN
amfbr-200	246	18	for	for	ADP
amfbr-200	246	19	100	100	NUM
amfbr-200	246	20	%	%	NOUN
amfbr-200	246	21	of	of	ADP
amfbr-200	246	22	the	the	DET
amfbr-200	246	23	forecast	forecast	NOUN
amfbr-200	246	24	variance	variance	NOUN
amfbr-200	246	25	decomposition	decomposition	NOUN
amfbr-200	246	26	in	in	ADP
amfbr-200	246	27	the	the	DET
amfbr-200	246	28	first	first	ADJ
amfbr-200	246	29	month	month	NOUN
amfbr-200	246	30	in	in	ADP
amfbr-200	246	31	the	the	DET
amfbr-200	246	32	future	future	NOUN
amfbr-200	246	33	and	and	CCONJ
amfbr-200	246	34	none	none	NOUN
amfbr-200	246	35	is	be	AUX
amfbr-200	246	36	attributable	attributable	ADJ
amfbr-200	246	37	to	to	ADP
amfbr-200	246	38	the	the	DET
amfbr-200	246	39	other	other	ADJ
amfbr-200	246	40	variables	variable	NOUN
amfbr-200	246	41	and	and	CCONJ
amfbr-200	246	42	steadily	steadily	ADV
amfbr-200	246	43	decreases	decrease	VERB
amfbr-200	246	44	to	to	ADP
amfbr-200	246	45	98.68	98.68	NUM
amfbr-200	246	46	%	%	NOUN
amfbr-200	246	47	in	in	ADP
amfbr-200	246	48	the	the	DET
amfbr-200	246	49	10	10	NUM
amfbr-200	246	50	th	th	NUM
amfbr-200	246	51	month	month	NOUN
amfbr-200	246	52	.	.	PUNCT
amfbr-200	247	1	in	in	ADP
amfbr-200	247	2	the	the	DET
amfbr-200	247	3	10	10	NUM
amfbr-200	247	4	th	th	NUM
amfbr-200	247	5	month	month	NOUN
amfbr-200	247	6	for	for	ADP
amfbr-200	247	7	example	example	NOUN
amfbr-200	247	8	,	,	PUNCT
amfbr-200	247	9	shocks	shock	VERB
amfbr-200	247	10	emanating	emanate	VERB
amfbr-200	247	11	from	from	ADP
amfbr-200	247	12	dpo	dpo	NOUN
amfbr-200	247	13	and	and	CCONJ
amfbr-200	247	14	fxr	fxr	NOUN
amfbr-200	247	15	account	account	NOUN
amfbr-200	247	16	for	for	ADP
amfbr-200	247	17	the	the	DET
amfbr-200	247	18	remaining	remain	VERB
amfbr-200	247	19	1.32	1.32	NUM
amfbr-200	247	20	%	%	NOUN
amfbr-200	247	21	in	in	ADP
amfbr-200	247	22	the	the	DET
amfbr-200	247	23	variance	variance	NOUN
amfbr-200	247	24	decomposition	decomposition	NOUN
amfbr-200	247	25	of	of	ADP
amfbr-200	247	26	asi	asi	PROPN
amfbr-200	247	27	.	.	PUNCT
amfbr-200	248	1	www.cribfb.com/journal/index.php/amfbr	www.cribfb.com/journal/index.php/amfbr	PROPN
amfbr-200	248	2	american	american	PROPN
amfbr-200	248	3	finance	finance	PROPN
amfbr-200	248	4	&	&	CCONJ
amfbr-200	248	5	banking	banking	PROPN
amfbr-200	248	6	review	review	PROPN
amfbr-200	248	7	vol	vol	NOUN
amfbr-200	248	8	.	.	PROPN
amfbr-200	249	1	3	3	NUM
amfbr-200	249	2	,	,	PUNCT
amfbr-200	249	3	no	no	INTJ
amfbr-200	249	4	.	.	NOUN
amfbr-200	249	5	1	1	NUM
amfbr-200	249	6	;	;	PUNCT
amfbr-200	249	7	2018	2018	NUM
amfbr-200	249	8	23	23	NUM
amfbr-200	249	9	the	the	DET
amfbr-200	249	10	first	first	ADJ
amfbr-200	249	11	panel	panel	NOUN
amfbr-200	249	12	in	in	ADP
amfbr-200	249	13	the	the	DET
amfbr-200	249	14	graph	graph	NOUN
amfbr-200	249	15	in	in	ADP
amfbr-200	249	16	fig	fig	NOUN
amfbr-200	249	17	2	2	NUM
amfbr-200	249	18	amplifies	amplify	VERB
amfbr-200	249	19	the	the	DET
amfbr-200	249	20	variance	variance	NOUN
amfbr-200	249	21	decomposition	decomposition	NOUN
amfbr-200	249	22	of	of	ADP
amfbr-200	249	23	asi	asi	NOUN
amfbr-200	249	24	due	due	ADP
amfbr-200	249	25	to	to	ADP
amfbr-200	249	26	shocks	shock	NOUN
amfbr-200	249	27	from	from	ADP
amfbr-200	249	28	asi	asi	NOUN
amfbr-200	249	29	and	and	CCONJ
amfbr-200	249	30	the	the	DET
amfbr-200	249	31	other	other	ADJ
amfbr-200	249	32	variables	variable	NOUN
amfbr-200	249	33	.	.	PUNCT
amfbr-200	250	1	table	table	NOUN
amfbr-200	250	2	8	8	NUM
amfbr-200	250	3	:	:	PUNCT
amfbr-200	250	4	variance	variance	NOUN
amfbr-200	250	5	decomposition	decomposition	NOUN
amfbr-200	250	6	test	test	NOUN
amfbr-200	250	7	results	result	NOUN
amfbr-200	250	8	variance	variance	NOUN
amfbr-200	250	9	decomposition	decomposition	NOUN
amfbr-200	250	10	of	of	ADP
amfbr-200	250	11	asi	asi	NOUN
amfbr-200	250	12	:	:	PUNCT
amfbr-200	250	13	period	period	PROPN
amfbr-200	250	14	s.e	s.e	PROPN
amfbr-200	250	15	.	.	PROPN
amfbr-200	250	16	asi	asi	PROPN
amfbr-200	250	17	dpo	dpo	PROPN
amfbr-200	250	18	fxr	fxr	PROPN
amfbr-200	250	19	1	1	NUM
amfbr-200	250	20	1582.229	1582.229	NUM
amfbr-200	250	21	100.0000	100.0000	NUM
amfbr-200	250	22	0.000000	0.000000	NUM
amfbr-200	250	23	0.000000	0.000000	NUM
amfbr-200	250	24	2	2	NUM
amfbr-200	250	25	2372.300	2372.300	NUM
amfbr-200	250	26	98.97639	98.97639	NUM
amfbr-200	250	27	0.936641	0.936641	NUM
amfbr-200	250	28	0.086969	0.086969	NUM
amfbr-200	250	29	3	3	NUM
amfbr-200	250	30	2982.137	2982.137	NUM
amfbr-200	250	31	98.48131	98.48131	NUM
amfbr-200	250	32	1.399620	1.399620	NUM
amfbr-200	250	33	0.119073	0.119073	NUM
amfbr-200	250	34	4	4	NUM
amfbr-200	250	35	3475.070	3475.070	NUM
amfbr-200	250	36	98.33504	98.33504	NUM
amfbr-200	250	37	1.553430	1.553430	NUM
amfbr-200	250	38	0.111530	0.111530	NUM
amfbr-200	250	39	5	5	NUM
amfbr-200	250	40	3887.317	3887.317	NUM
amfbr-200	250	41	98.35498	98.35498	NUM
amfbr-200	250	42	1.553003	1.553003	NUM
amfbr-200	250	43	0.092016	0.092016	NUM
amfbr-200	250	44	6	6	NUM
amfbr-200	250	45	4241.111	4241.111	NOUN
amfbr-200	250	46	98.44049	98.44049	NUM
amfbr-200	250	47	1.480838	1.480838	NUM
amfbr-200	250	48	0.078667	0.078667	NUM
amfbr-200	250	49	7	7	NUM
amfbr-200	250	50	4550.743	4550.743	NUM
amfbr-200	250	51	98.53915	98.53915	NUM
amfbr-200	250	52	1.378907	1.378907	NUM
amfbr-200	250	53	0.081947	0.081947	NUM
amfbr-200	250	54	8	8	NUM
amfbr-200	250	55	4825.831	4825.831	NUM
amfbr-200	250	56	98.62279	98.62279	NUM
amfbr-200	250	57	1.269258	1.269258	NUM
amfbr-200	250	58	0.107947	0.107947	NUM
amfbr-200	250	59	9	9	NUM
amfbr-200	250	60	5073.153	5073.153	NUM
amfbr-200	250	61	98.67554	98.67554	NUM
amfbr-200	250	62	1.164028	1.164028	NUM
amfbr-200	250	63	0.160430	0.160430	NUM
amfbr-200	250	64	10	10	NUM
amfbr-200	250	65	5297.680	5297.680	NUM
amfbr-200	250	66	98.68792	98.68792	NUM
amfbr-200	250	67	1.070191	1.070191	NUM
amfbr-200	250	68	0.241888	0.241888	NUM
amfbr-200	250	69	0	0	NUM
amfbr-200	250	70	20	20	NUM
amfbr-200	250	71	40	40	NUM
amfbr-200	250	72	60	60	NUM
amfbr-200	250	73	80	80	NUM
amfbr-200	250	74	100	100	NUM
amfbr-200	250	75	1	1	NUM
amfbr-200	250	76	2	2	NUM
amfbr-200	250	77	3	3	NUM
amfbr-200	250	78	4	4	NUM
amfbr-200	250	79	5	5	NUM
amfbr-200	250	80	6	6	NUM
amfbr-200	250	81	7	7	NUM
amfbr-200	250	82	8	8	NUM
amfbr-200	250	83	9	9	NUM
amfbr-200	250	84	10	10	NUM
amfbr-200	250	85	percent	percent	NOUN
amfbr-200	250	86	asi	asi	NOUN
amfbr-200	250	87	var	var	PROPN
amfbr-200	250	88	iance	iance	NOUN
amfbr-200	250	89	due	due	ADP
amfbr-200	250	90	to	to	ADP
amfbr-200	250	91	asi	asi	X
amfbr-200	250	92	0	0	NUM
amfbr-200	250	93	20	20	NUM
amfbr-200	250	94	40	40	NUM
amfbr-200	250	95	60	60	NUM
amfbr-200	250	96	80	80	NUM
amfbr-200	250	97	100	100	NUM
amfbr-200	250	98	1	1	NUM
amfbr-200	250	99	2	2	NUM
amfbr-200	250	100	3	3	NUM
amfbr-200	250	101	4	4	NUM
amfbr-200	250	102	5	5	NUM
amfbr-200	250	103	6	6	NUM
amfbr-200	250	104	7	7	NUM
amfbr-200	250	105	8	8	NUM
amfbr-200	250	106	9	9	NUM
amfbr-200	250	107	10	10	NUM
amfbr-200	250	108	percent	percent	NOUN
amfbr-200	250	109	asi	asi	NOUN
amfbr-200	250	110	var	var	PROPN
amfbr-200	250	111	iance	iance	NOUN
amfbr-200	250	112	due	due	ADP
amfbr-200	250	113	to	to	ADP
amfbr-200	250	114	dpo	dpo	PROPN
amfbr-200	250	115	0	0	NUM
amfbr-200	250	116	20	20	NUM
amfbr-200	250	117	40	40	NUM
amfbr-200	250	118	60	60	NUM
amfbr-200	250	119	80	80	NUM
amfbr-200	250	120	100	100	NUM
amfbr-200	250	121	1	1	NUM
amfbr-200	250	122	2	2	NUM
amfbr-200	250	123	3	3	NUM
amfbr-200	250	124	4	4	NUM
amfbr-200	250	125	5	5	NUM
amfbr-200	250	126	6	6	NUM
amfbr-200	250	127	7	7	NUM
amfbr-200	250	128	8	8	NUM
amfbr-200	250	129	9	9	NUM
amfbr-200	250	130	10	10	NUM
amfbr-200	250	131	percent	percent	NOUN
amfbr-200	250	132	asi	asi	NOUN
amfbr-200	250	133	var	var	PROPN
amfbr-200	250	134	iance	iance	NOUN
amfbr-200	250	135	due	due	ADP
amfbr-200	250	136	to	to	ADP
amfbr-200	250	137	fxr	fxr	PROPN
amfbr-200	250	138	0	0	NUM
amfbr-200	250	139	20	20	NUM
amfbr-200	250	140	40	40	NUM
amfbr-200	250	141	60	60	NUM
amfbr-200	250	142	80	80	NUM
amfbr-200	250	143	100	100	NUM
amfbr-200	250	144	1	1	NUM
amfbr-200	250	145	2	2	NUM
amfbr-200	250	146	3	3	NUM
amfbr-200	250	147	4	4	NUM
amfbr-200	250	148	5	5	NUM
amfbr-200	250	149	6	6	NUM
amfbr-200	250	150	7	7	NUM
amfbr-200	250	151	8	8	NUM
amfbr-200	250	152	9	9	NUM
amfbr-200	250	153	10	10	NUM
amfbr-200	250	154	percent	percent	NOUN
amfbr-200	250	155	dpo	dpo	PROPN
amfbr-200	250	156	var	var	NOUN
amfbr-200	250	157	iance	iance	NOUN
amfbr-200	250	158	due	due	ADP
amfbr-200	250	159	to	to	ADP
amfbr-200	250	160	asi	asi	X
amfbr-200	250	161	0	0	NUM
amfbr-200	250	162	20	20	NUM
amfbr-200	250	163	40	40	NUM
amfbr-200	250	164	60	60	NUM
amfbr-200	250	165	80	80	NUM
amfbr-200	250	166	100	100	NUM
amfbr-200	250	167	1	1	NUM
amfbr-200	250	168	2	2	NUM
amfbr-200	250	169	3	3	NUM
amfbr-200	250	170	4	4	NUM
amfbr-200	250	171	5	5	NUM
amfbr-200	250	172	6	6	NUM
amfbr-200	250	173	7	7	NUM
amfbr-200	250	174	8	8	NUM
amfbr-200	250	175	9	9	NUM
amfbr-200	250	176	10	10	NUM
amfbr-200	250	177	percent	percent	NOUN
amfbr-200	250	178	dpo	dpo	PROPN
amfbr-200	250	179	var	var	NOUN
amfbr-200	250	180	iance	iance	NOUN
amfbr-200	250	181	due	due	ADP
amfbr-200	250	182	to	to	ADP
amfbr-200	250	183	dpo	dpo	PROPN
amfbr-200	250	184	0	0	NUM
amfbr-200	250	185	20	20	NUM
amfbr-200	250	186	40	40	NUM
amfbr-200	250	187	60	60	NUM
amfbr-200	250	188	80	80	NUM
amfbr-200	250	189	100	100	NUM
amfbr-200	250	190	1	1	NUM
amfbr-200	250	191	2	2	NUM
amfbr-200	250	192	3	3	NUM
amfbr-200	250	193	4	4	NUM
amfbr-200	250	194	5	5	NUM
amfbr-200	250	195	6	6	NUM
amfbr-200	250	196	7	7	NUM
amfbr-200	250	197	8	8	NUM
amfbr-200	250	198	9	9	NUM
amfbr-200	250	199	10	10	NUM
amfbr-200	250	200	percent	percent	NOUN
amfbr-200	250	201	dpo	dpo	PROPN
amfbr-200	250	202	var	var	NOUN
amfbr-200	250	203	iance	iance	NOUN
amfbr-200	250	204	due	due	ADP
amfbr-200	250	205	to	to	ADP
amfbr-200	250	206	fxr	fxr	PROPN
amfbr-200	250	207	0	0	NUM
amfbr-200	250	208	20	20	NUM
amfbr-200	250	209	40	40	NUM
amfbr-200	250	210	60	60	NUM
amfbr-200	250	211	80	80	NUM
amfbr-200	250	212	100	100	NUM
amfbr-200	250	213	1	1	NUM
amfbr-200	250	214	2	2	NUM
amfbr-200	250	215	3	3	NUM
amfbr-200	250	216	4	4	NUM
amfbr-200	250	217	5	5	NUM
amfbr-200	250	218	6	6	NUM
amfbr-200	250	219	7	7	NUM
amfbr-200	250	220	8	8	NUM
amfbr-200	250	221	9	9	NUM
amfbr-200	250	222	10	10	NUM
amfbr-200	250	223	percent	percent	NOUN
amfbr-200	250	224	fxr	fxr	PROPN
amfbr-200	250	225	var	var	PROPN
amfbr-200	250	226	iance	iance	NOUN
amfbr-200	250	227	due	due	ADP
amfbr-200	250	228	to	to	ADP
amfbr-200	250	229	asi	asi	X
amfbr-200	250	230	0	0	NUM
amfbr-200	250	231	20	20	NUM
amfbr-200	250	232	40	40	NUM
amfbr-200	250	233	60	60	NUM
amfbr-200	250	234	80	80	NUM
amfbr-200	250	235	100	100	NUM
amfbr-200	250	236	1	1	NUM
amfbr-200	250	237	2	2	NUM
amfbr-200	250	238	3	3	NUM
amfbr-200	250	239	4	4	NUM
amfbr-200	250	240	5	5	NUM
amfbr-200	250	241	6	6	NUM
amfbr-200	250	242	7	7	NUM
amfbr-200	250	243	8	8	NUM
amfbr-200	250	244	9	9	NUM
amfbr-200	250	245	10	10	NUM
amfbr-200	250	246	percent	percent	NOUN
amfbr-200	250	247	fxr	fxr	PROPN
amfbr-200	250	248	var	var	PROPN
amfbr-200	250	249	iance	iance	NOUN
amfbr-200	250	250	due	due	ADP
amfbr-200	250	251	to	to	ADP
amfbr-200	250	252	dpo	dpo	PROPN
amfbr-200	250	253	0	0	NUM
amfbr-200	250	254	20	20	NUM
amfbr-200	250	255	40	40	NUM
amfbr-200	250	256	60	60	NUM
amfbr-200	250	257	80	80	NUM
amfbr-200	250	258	100	100	NUM
amfbr-200	250	259	1	1	NUM
amfbr-200	250	260	2	2	NUM
amfbr-200	250	261	3	3	NUM
amfbr-200	250	262	4	4	NUM
amfbr-200	250	263	5	5	NUM
amfbr-200	250	264	6	6	NUM
amfbr-200	250	265	7	7	NUM
amfbr-200	250	266	8	8	NUM
amfbr-200	250	267	9	9	NUM
amfbr-200	250	268	10	10	NUM
amfbr-200	250	269	percent	percent	NOUN
amfbr-200	250	270	fxr	fxr	NOUN
amfbr-200	250	271	variance	variance	NOUN
amfbr-200	250	272	due	due	ADP
amfbr-200	250	273	to	to	ADP
amfbr-200	250	274	fxr	fxr	NOUN
amfbr-200	250	275	variance	variance	NOUN
amfbr-200	250	276	decomposition	decomposition	NOUN
amfbr-200	250	277	fig	fig	NOUN
amfbr-200	250	278	2	2	NUM
amfbr-200	250	279	:	:	PUNCT
amfbr-200	250	280	graph	graph	NOUN
amfbr-200	250	281	of	of	ADP
amfbr-200	250	282	variance	variance	NOUN
amfbr-200	250	283	decomposition	decomposition	NOUN
amfbr-200	250	284	of	of	ADP
amfbr-200	250	285	asi	asi	NOUN
amfbr-200	250	286	4.7	4.7	NUM
amfbr-200	250	287	discussion	discussion	NOUN
amfbr-200	250	288	of	of	ADP
amfbr-200	250	289	findings	finding	NOUN
amfbr-200	250	290	the	the	DET
amfbr-200	250	291	results	result	NOUN
amfbr-200	250	292	from	from	ADP
amfbr-200	250	293	the	the	DET
amfbr-200	250	294	parsimonious	parsimonious	ADJ
amfbr-200	250	295	ecm	ecm	NOUN
amfbr-200	250	296	indicate	indicate	VERB
amfbr-200	250	297	that	that	SCONJ
amfbr-200	250	298	changes	change	NOUN
amfbr-200	250	299	in	in	ADP
amfbr-200	250	300	crude	crude	ADJ
amfbr-200	250	301	oil	oil	NOUN
amfbr-200	250	302	prices	price	NOUN
amfbr-200	250	303	(	(	PUNCT
amfbr-200	250	304	dpo	dpo	NOUN
amfbr-200	250	305	)	)	PUNCT
amfbr-200	250	306	significantly	significantly	ADV
amfbr-200	250	307	and	and	CCONJ
amfbr-200	250	308	positively	positively	ADV
amfbr-200	250	309	affect	affect	VERB
amfbr-200	250	310	changes	change	NOUN
amfbr-200	250	311	in	in	ADP
amfbr-200	250	312	stock	stock	NOUN
amfbr-200	250	313	market	market	NOUN
amfbr-200	250	314	prices	price	NOUN
amfbr-200	250	315	(	(	PUNCT
amfbr-200	250	316	asi	asi	NOUN
amfbr-200	250	317	)	)	PUNCT
amfbr-200	250	318	in	in	ADP
amfbr-200	250	319	nigeria	nigeria	PROPN
amfbr-200	250	320	.	.	PUNCT
amfbr-200	251	1	foreign	foreign	ADJ
amfbr-200	251	2	exchange	exchange	NOUN
amfbr-200	251	3	rate	rate	NOUN
amfbr-200	251	4	movements	movement	NOUN
amfbr-200	251	5	are	be	AUX
amfbr-200	251	6	appropriately	appropriately	ADV
amfbr-200	251	7	signed	sign	VERB
amfbr-200	251	8	but	but	CCONJ
amfbr-200	251	9	not	not	PART
amfbr-200	251	10	significant	significant	ADJ
amfbr-200	251	11	.	.	PUNCT
amfbr-200	252	1	the	the	DET
amfbr-200	252	2	above	above	ADJ
amfbr-200	252	3	ecm	ecm	PROPN
amfbr-200	252	4	results	result	NOUN
amfbr-200	252	5	when	when	SCONJ
amfbr-200	252	6	taken	take	VERB
amfbr-200	252	7	with	with	ADP
amfbr-200	252	8	the	the	DET
amfbr-200	252	9	granger	granger	PROPN
amfbr-200	252	10	causality	causality	PROPN
amfbr-200	252	11	results	result	VERB
amfbr-200	252	12	www.cribfb.com/journal/index.php/amfbr	www.cribfb.com/journal/index.php/amfbr	PROPN
amfbr-200	252	13	american	american	PROPN
amfbr-200	252	14	finance	finance	PROPN
amfbr-200	252	15	&	&	CCONJ
amfbr-200	252	16	banking	banking	PROPN
amfbr-200	252	17	review	review	PROPN
amfbr-200	252	18	vol	vol	NOUN
amfbr-200	252	19	.	.	PROPN
amfbr-200	253	1	3	3	NUM
amfbr-200	253	2	,	,	PUNCT
amfbr-200	253	3	no	no	INTJ
amfbr-200	253	4	.	.	NOUN
amfbr-200	253	5	1	1	NUM
amfbr-200	253	6	;	;	PUNCT
amfbr-200	254	1	2018	2018	NUM
amfbr-200	254	2	24	24	NUM
amfbr-200	254	3	which	which	PRON
amfbr-200	254	4	show	show	VERB
amfbr-200	254	5	a	a	DET
amfbr-200	254	6	bi	bi	ADJ
amfbr-200	254	7	-	-	ADJ
amfbr-200	254	8	directional	directional	ADJ
amfbr-200	254	9	causality	causality	NOUN
amfbr-200	254	10	relationship	relationship	NOUN
amfbr-200	254	11	between	between	ADP
amfbr-200	254	12	asi	asi	NOUN
amfbr-200	254	13	and	and	CCONJ
amfbr-200	254	14	dpo	dpo	NOUN
amfbr-200	254	15	underscores	underscore	VERB
amfbr-200	254	16	the	the	DET
amfbr-200	254	17	fact	fact	NOUN
amfbr-200	254	18	that	that	SCONJ
amfbr-200	254	19	there	there	PRON
amfbr-200	254	20	is	be	VERB
amfbr-200	254	21	a	a	DET
amfbr-200	254	22	strong	strong	ADJ
amfbr-200	254	23	and	and	CCONJ
amfbr-200	254	24	significant	significant	ADJ
amfbr-200	254	25	relationship	relationship	NOUN
amfbr-200	254	26	between	between	ADP
amfbr-200	254	27	crude	crude	ADJ
amfbr-200	254	28	oil	oil	NOUN
amfbr-200	254	29	prices	price	NOUN
amfbr-200	254	30	and	and	CCONJ
amfbr-200	254	31	stock	stock	NOUN
amfbr-200	254	32	market	market	NOUN
amfbr-200	254	33	activities	activity	NOUN
amfbr-200	254	34	.	.	PUNCT
amfbr-200	255	1	the	the	DET
amfbr-200	255	2	uni	uni	ADJ
amfbr-200	255	3	-	-	ADJ
amfbr-200	255	4	directional	directional	ADJ
amfbr-200	255	5	causality	causality	NOUN
amfbr-200	255	6	from	from	ADP
amfbr-200	255	7	fxr	fxr	PROPN
amfbr-200	255	8	to	to	ADP
amfbr-200	255	9	asi	asi	PROPN
amfbr-200	255	10	suggests	suggest	VERB
amfbr-200	255	11	that	that	SCONJ
amfbr-200	255	12	activities	activity	NOUN
amfbr-200	255	13	in	in	ADP
amfbr-200	255	14	the	the	DET
amfbr-200	255	15	foreign	foreign	ADJ
amfbr-200	255	16	exchange	exchange	NOUN
amfbr-200	255	17	market	market	NOUN
amfbr-200	255	18	also	also	ADV
amfbr-200	255	19	influence	influence	VERB
amfbr-200	255	20	prices	price	NOUN
amfbr-200	255	21	in	in	ADP
amfbr-200	255	22	the	the	DET
amfbr-200	255	23	stock	stock	NOUN
amfbr-200	255	24	market	market	NOUN
amfbr-200	255	25	.	.	PUNCT
amfbr-200	256	1	these	these	DET
amfbr-200	256	2	findings	finding	NOUN
amfbr-200	256	3	are	be	AUX
amfbr-200	256	4	in	in	ADP
amfbr-200	256	5	consonance	consonance	NOUN
amfbr-200	256	6	with	with	ADP
amfbr-200	256	7	the	the	DET
amfbr-200	256	8	results	result	NOUN
amfbr-200	256	9	of	of	ADP
amfbr-200	256	10	the	the	DET
amfbr-200	256	11	studies	study	NOUN
amfbr-200	256	12	carried	carry	VERB
amfbr-200	256	13	out	out	ADP
amfbr-200	256	14	by	by	ADP
amfbr-200	256	15	kang	kang	PROPN
amfbr-200	256	16	,	,	PUNCT
amfbr-200	256	17	ratti	ratti	NOUN
amfbr-200	256	18	and	and	CCONJ
amfbr-200	256	19	yoon	yoon	PROPN
amfbr-200	256	20	(	(	PUNCT
amfbr-200	256	21	2015	2015	NUM
amfbr-200	256	22	)	)	PUNCT
amfbr-200	256	23	,	,	PUNCT
amfbr-200	256	24	zubair	zubair	PROPN
amfbr-200	256	25	,	,	PUNCT
amfbr-200	256	26	okorie	okorie	ADV
amfbr-200	256	27	and	and	CCONJ
amfbr-200	256	28	sanusi	sanusi	ADJ
amfbr-200	256	29	(	(	PUNCT
amfbr-200	256	30	2013	2013	NUM
amfbr-200	256	31	)	)	PUNCT
amfbr-200	256	32	as	as	ADV
amfbr-200	256	33	well	well	ADV
amfbr-200	256	34	as	as	ADP
amfbr-200	256	35	an	an	DET
amfbr-200	256	36	earlier	early	ADJ
amfbr-200	256	37	work	work	NOUN
amfbr-200	256	38	by	by	ADP
amfbr-200	256	39	ogbulu	ogbulu	ADJ
amfbr-200	256	40	and	and	CCONJ
amfbr-200	256	41	torbira	torbira	PROPN
amfbr-200	256	42	(	(	PUNCT
amfbr-200	256	43	2017	2017	NUM
amfbr-200	256	44	)	)	PUNCT
amfbr-200	256	45	.	.	PUNCT
amfbr-200	257	1	furthermore	furthermore	ADV
amfbr-200	257	2	,	,	PUNCT
amfbr-200	257	3	the	the	DET
amfbr-200	257	4	results	result	NOUN
amfbr-200	257	5	of	of	ADP
amfbr-200	257	6	the	the	DET
amfbr-200	257	7	volatility	volatility	NOUN
amfbr-200	257	8	test	test	NOUN
amfbr-200	257	9	using	use	VERB
amfbr-200	257	10	the	the	DET
amfbr-200	257	11	garch	garch	NOUN
amfbr-200	257	12	(	(	PUNCT
amfbr-200	257	13	1,1	1,1	NUM
amfbr-200	257	14	)	)	PUNCT
amfbr-200	257	15	model	model	NOUN
amfbr-200	257	16	vividly	vividly	ADV
amfbr-200	257	17	confirm	confirm	VERB
amfbr-200	257	18	the	the	DET
amfbr-200	257	19	presence	presence	NOUN
amfbr-200	257	20	of	of	ADP
amfbr-200	257	21	arch	arch	ADJ
amfbr-200	257	22	effect	effect	NOUN
amfbr-200	257	23	in	in	ADP
amfbr-200	257	24	the	the	DET
amfbr-200	257	25	asi	asi	ADJ
amfbr-200	257	26	-	-	PUNCT
amfbr-200	257	27	dpo	dpo	ADJ
amfbr-200	257	28	model	model	NOUN
amfbr-200	257	29	.	.	PUNCT
amfbr-200	258	1	the	the	DET
amfbr-200	258	2	mean	mean	ADJ
amfbr-200	258	3	equation	equation	NOUN
amfbr-200	258	4	shows	show	VERB
amfbr-200	258	5	that	that	SCONJ
amfbr-200	258	6	both	both	PRON
amfbr-200	258	7	dpo	dpo	NOUN
amfbr-200	258	8	and	and	CCONJ
amfbr-200	258	9	fxr	fxr	NOUN
amfbr-200	258	10	are	be	AUX
amfbr-200	258	11	positive	positive	ADJ
amfbr-200	258	12	and	and	CCONJ
amfbr-200	258	13	significant	significant	ADJ
amfbr-200	258	14	just	just	ADV
amfbr-200	258	15	as	as	SCONJ
amfbr-200	258	16	the	the	DET
amfbr-200	258	17	variance	variance	NOUN
amfbr-200	258	18	equation	equation	NOUN
amfbr-200	258	19	depicts	depict	VERB
amfbr-200	258	20	that	that	SCONJ
amfbr-200	258	21	both	both	CCONJ
amfbr-200	258	22	the	the	DET
amfbr-200	258	23	arch	arch	ADJ
amfbr-200	258	24	and	and	CCONJ
amfbr-200	258	25	garch	garch	NOUN
amfbr-200	258	26	terms	term	NOUN
amfbr-200	258	27	are	be	AUX
amfbr-200	258	28	significant	significant	ADJ
amfbr-200	258	29	and	and	CCONJ
amfbr-200	258	30	positive	positive	ADJ
amfbr-200	258	31	.	.	PUNCT
amfbr-200	259	1	the	the	DET
amfbr-200	259	2	implication	implication	NOUN
amfbr-200	259	3	is	be	AUX
amfbr-200	259	4	that	that	SCONJ
amfbr-200	259	5	both	both	CCONJ
amfbr-200	259	6	the	the	DET
amfbr-200	259	7	previous	previous	ADJ
amfbr-200	259	8	month	month	NOUN
amfbr-200	259	9	’s	’s	PART
amfbr-200	259	10	squared	square	VERB
amfbr-200	259	11	residual	residual	ADJ
amfbr-200	259	12	(	(	PUNCT
amfbr-200	259	13	volatility	volatility	NOUN
amfbr-200	259	14	)	)	PUNCT
amfbr-200	259	15	and	and	CCONJ
amfbr-200	259	16	the	the	DET
amfbr-200	259	17	previous	previous	ADJ
amfbr-200	259	18	month	month	NOUN
amfbr-200	259	19	’s	’s	PART
amfbr-200	259	20	residual	residual	ADJ
amfbr-200	259	21	(	(	PUNCT
amfbr-200	259	22	volatility	volatility	NOUN
amfbr-200	259	23	)	)	PUNCT
amfbr-200	259	24	of	of	ADP
amfbr-200	259	25	stock	stock	NOUN
amfbr-200	259	26	market	market	NOUN
amfbr-200	259	27	prices	price	NOUN
amfbr-200	259	28	(	(	PUNCT
amfbr-200	259	29	asi	asi	NOUN
amfbr-200	259	30	)	)	PUNCT
amfbr-200	259	31	significantly	significantly	ADV
amfbr-200	259	32	and	and	CCONJ
amfbr-200	259	33	positively	positively	ADV
amfbr-200	259	34	influence	influence	VERB
amfbr-200	259	35	the	the	DET
amfbr-200	259	36	current	current	ADJ
amfbr-200	259	37	month	month	NOUN
amfbr-200	259	38	’s	’s	PART
amfbr-200	259	39	volatility	volatility	NOUN
amfbr-200	259	40	of	of	ADP
amfbr-200	259	41	the	the	DET
amfbr-200	259	42	nigerian	nigerian	ADJ
amfbr-200	259	43	stock	stock	NOUN
amfbr-200	259	44	market	market	NOUN
amfbr-200	259	45	.	.	PUNCT
amfbr-200	260	1	in	in	ADP
amfbr-200	260	2	addition	addition	NOUN
amfbr-200	260	3	,	,	PUNCT
amfbr-200	260	4	both	both	CCONJ
amfbr-200	260	5	dpo	dpo	NOUN
amfbr-200	260	6	and	and	CCONJ
amfbr-200	260	7	fxr	fxr	PROPN
amfbr-200	260	8	contribute	contribute	VERB
amfbr-200	260	9	significantly	significantly	ADV
amfbr-200	260	10	to	to	ADP
amfbr-200	260	11	the	the	DET
amfbr-200	260	12	volatility	volatility	NOUN
amfbr-200	260	13	of	of	ADP
amfbr-200	260	14	stock	stock	NOUN
amfbr-200	260	15	market	market	NOUN
amfbr-200	260	16	prices	price	NOUN
amfbr-200	260	17	in	in	ADP
amfbr-200	260	18	the	the	DET
amfbr-200	260	19	nigerian	nigerian	ADJ
amfbr-200	260	20	context	context	NOUN
amfbr-200	260	21	.	.	PUNCT
amfbr-200	261	1	the	the	DET
amfbr-200	261	2	observed	observe	VERB
amfbr-200	261	3	results	result	NOUN
amfbr-200	261	4	also	also	ADV
amfbr-200	261	5	indicate	indicate	VERB
amfbr-200	261	6	the	the	DET
amfbr-200	261	7	presence	presence	NOUN
amfbr-200	261	8	of	of	ADP
amfbr-200	261	9	volatility	volatility	NOUN
amfbr-200	261	10	clustering	cluster	VERB
amfbr-200	261	11	in	in	ADP
amfbr-200	261	12	the	the	DET
amfbr-200	261	13	market	market	NOUN
amfbr-200	261	14	.	.	PUNCT
amfbr-200	262	1	the	the	DET
amfbr-200	262	2	results	result	NOUN
amfbr-200	262	3	of	of	ADP
amfbr-200	262	4	the	the	DET
amfbr-200	262	5	forecast	forecast	NOUN
amfbr-200	262	6	variance	variance	NOUN
amfbr-200	262	7	decomposition	decomposition	NOUN
amfbr-200	262	8	of	of	ADP
amfbr-200	262	9	asi	asi	NOUN
amfbr-200	262	10	emanating	emanate	VERB
amfbr-200	262	11	from	from	ADP
amfbr-200	262	12	own	own	ADJ
amfbr-200	262	13	innovations	innovation	NOUN
amfbr-200	262	14	dominate	dominate	VERB
amfbr-200	262	15	those	those	PRON
amfbr-200	262	16	of	of	ADP
amfbr-200	262	17	dpo	dpo	NOUN
amfbr-200	262	18	and	and	CCONJ
amfbr-200	262	19	fxr	fxr	NOUN
amfbr-200	262	20	within	within	ADP
amfbr-200	262	21	the	the	DET
amfbr-200	262	22	forecast	forecast	NOUN
amfbr-200	262	23	period	period	NOUN
amfbr-200	262	24	of	of	ADP
amfbr-200	262	25	10	10	NUM
amfbr-200	262	26	months	month	NOUN
amfbr-200	262	27	.	.	PUNCT
amfbr-200	263	1	these	these	DET
amfbr-200	263	2	results	result	NOUN
amfbr-200	263	3	agree	agree	VERB
amfbr-200	263	4	well	well	ADV
amfbr-200	263	5	with	with	ADP
amfbr-200	263	6	earlier	early	ADJ
amfbr-200	263	7	results	result	NOUN
amfbr-200	263	8	from	from	ADP
amfbr-200	263	9	the	the	DET
amfbr-200	263	10	works	work	NOUN
amfbr-200	263	11	of	of	ADP
amfbr-200	263	12	basher	basher	NOUN
amfbr-200	263	13	,	,	PUNCT
amfbr-200	263	14	alfred	alfred	ADJ
amfbr-200	263	15	and	and	CCONJ
amfbr-200	263	16	sadorsky	sadorsky	ADJ
amfbr-200	263	17	(	(	PUNCT
amfbr-200	263	18	2010	2010	NUM
amfbr-200	263	19	)	)	PUNCT
amfbr-200	263	20	and	and	CCONJ
amfbr-200	263	21	berk	berk	PROPN
amfbr-200	263	22	and	and	CCONJ
amfbr-200	263	23	aydogan	aydogan	PROPN
amfbr-200	263	24	(	(	PUNCT
amfbr-200	263	25	2012	2012	NUM
amfbr-200	263	26	)	)	PUNCT
amfbr-200	263	27	.	.	PUNCT
amfbr-200	264	1	5	5	X
amfbr-200	264	2	.	.	X
amfbr-200	264	3	conclusion	conclusion	NOUN
amfbr-200	264	4	and	and	CCONJ
amfbr-200	264	5	recommendations	recommendation	NOUN
amfbr-200	264	6	this	this	DET
amfbr-200	264	7	paper	paper	NOUN
amfbr-200	264	8	set	set	VERB
amfbr-200	264	9	out	out	ADP
amfbr-200	264	10	to	to	PART
amfbr-200	264	11	investigate	investigate	VERB
amfbr-200	264	12	in	in	ADP
amfbr-200	264	13	the	the	DET
amfbr-200	264	14	main	main	ADJ
amfbr-200	264	15	the	the	DET
amfbr-200	264	16	nature	nature	NOUN
amfbr-200	264	17	and	and	CCONJ
amfbr-200	264	18	extent	extent	NOUN
amfbr-200	264	19	of	of	ADP
amfbr-200	264	20	the	the	DET
amfbr-200	264	21	relationship	relationship	NOUN
amfbr-200	264	22	between	between	ADP
amfbr-200	264	23	crude	crude	ADJ
amfbr-200	264	24	oil	oil	NOUN
amfbr-200	264	25	prices	price	NOUN
amfbr-200	264	26	and	and	CCONJ
amfbr-200	264	27	stock	stock	NOUN
amfbr-200	264	28	market	market	NOUN
amfbr-200	264	29	prices	price	NOUN
amfbr-200	264	30	in	in	ADP
amfbr-200	264	31	nigeria	nigeria	PROPN
amfbr-200	264	32	with	with	ADP
amfbr-200	264	33	foreign	foreign	ADJ
amfbr-200	264	34	exchange	exchange	NOUN
amfbr-200	264	35	rate	rate	NOUN
amfbr-200	264	36	movements	movement	NOUN
amfbr-200	264	37	as	as	ADP
amfbr-200	264	38	a	a	DET
amfbr-200	264	39	control	control	NOUN
amfbr-200	264	40	variable	variable	NOUN
amfbr-200	264	41	.	.	PUNCT
amfbr-200	265	1	in	in	ADP
amfbr-200	265	2	addition	addition	NOUN
amfbr-200	265	3	,	,	PUNCT
amfbr-200	265	4	the	the	DET
amfbr-200	265	5	paper	paper	NOUN
amfbr-200	265	6	sought	seek	VERB
amfbr-200	265	7	to	to	PART
amfbr-200	265	8	explore	explore	VERB
amfbr-200	265	9	the	the	DET
amfbr-200	265	10	nature	nature	NOUN
amfbr-200	265	11	of	of	ADP
amfbr-200	265	12	the	the	DET
amfbr-200	265	13	volatility	volatility	NOUN
amfbr-200	265	14	relationship	relationship	NOUN
amfbr-200	265	15	between	between	ADP
amfbr-200	265	16	crude	crude	ADJ
amfbr-200	265	17	oil	oil	NOUN
amfbr-200	265	18	prices	price	NOUN
amfbr-200	265	19	and	and	CCONJ
amfbr-200	265	20	stock	stock	NOUN
amfbr-200	265	21	market	market	NOUN
amfbr-200	265	22	prices	price	NOUN
amfbr-200	265	23	in	in	ADP
amfbr-200	265	24	nigeria	nigeria	PROPN
amfbr-200	265	25	using	use	VERB
amfbr-200	265	26	the	the	DET
amfbr-200	265	27	garch	garch	NOUN
amfbr-200	265	28	(	(	PUNCT
amfbr-200	265	29	1,1	1,1	NUM
amfbr-200	265	30	)	)	PUNCT
amfbr-200	265	31	model	model	NOUN
amfbr-200	265	32	.	.	PUNCT
amfbr-200	266	1	the	the	DET
amfbr-200	266	2	findings	finding	NOUN
amfbr-200	266	3	of	of	ADP
amfbr-200	266	4	the	the	DET
amfbr-200	266	5	paper	paper	NOUN
amfbr-200	266	6	vividly	vividly	ADV
amfbr-200	266	7	indicate	indicate	VERB
amfbr-200	266	8	that	that	SCONJ
amfbr-200	266	9	changes	change	NOUN
amfbr-200	266	10	in	in	ADP
amfbr-200	266	11	crude	crude	ADJ
amfbr-200	266	12	oil	oil	NOUN
amfbr-200	266	13	prices	price	NOUN
amfbr-200	266	14	in	in	ADP
amfbr-200	266	15	the	the	DET
amfbr-200	266	16	international	international	ADJ
amfbr-200	266	17	oil	oil	NOUN
amfbr-200	266	18	market	market	NOUN
amfbr-200	266	19	significantly	significantly	ADV
amfbr-200	266	20	affect	affect	VERB
amfbr-200	266	21	stock	stock	NOUN
amfbr-200	266	22	market	market	NOUN
amfbr-200	266	23	prices	price	NOUN
amfbr-200	266	24	in	in	ADP
amfbr-200	266	25	nigeria	nigeria	PROPN
amfbr-200	266	26	.	.	PUNCT
amfbr-200	267	1	on	on	ADP
amfbr-200	267	2	volatility	volatility	NOUN
amfbr-200	267	3	,	,	PUNCT
amfbr-200	267	4	it	it	PRON
amfbr-200	267	5	is	be	AUX
amfbr-200	267	6	evident	evident	ADJ
amfbr-200	267	7	that	that	SCONJ
amfbr-200	267	8	crude	crude	ADJ
amfbr-200	267	9	oil	oil	NOUN
amfbr-200	267	10	prices	price	NOUN
amfbr-200	267	11	and	and	CCONJ
amfbr-200	267	12	foreign	foreign	ADJ
amfbr-200	267	13	exchange	exchange	NOUN
amfbr-200	267	14	rates	rate	NOUN
amfbr-200	267	15	contribute	contribute	VERB
amfbr-200	267	16	significantly	significantly	ADV
amfbr-200	267	17	to	to	ADP
amfbr-200	267	18	the	the	DET
amfbr-200	267	19	volatility	volatility	NOUN
amfbr-200	267	20	of	of	ADP
amfbr-200	267	21	the	the	DET
amfbr-200	267	22	stock	stock	NOUN
amfbr-200	267	23	market	market	NOUN
amfbr-200	267	24	in	in	ADP
amfbr-200	267	25	nigeria	nigeria	PROPN
amfbr-200	267	26	.	.	PUNCT
amfbr-200	268	1	in	in	ADP
amfbr-200	268	2	the	the	DET
amfbr-200	268	3	light	light	NOUN
amfbr-200	268	4	of	of	ADP
amfbr-200	268	5	the	the	DET
amfbr-200	268	6	above	above	ADJ
amfbr-200	268	7	results	result	NOUN
amfbr-200	268	8	,	,	PUNCT
amfbr-200	268	9	it	it	PRON
amfbr-200	268	10	is	be	AUX
amfbr-200	268	11	recommended	recommend	VERB
amfbr-200	268	12	that	that	SCONJ
amfbr-200	268	13	investors	investor	NOUN
amfbr-200	268	14	in	in	ADP
amfbr-200	268	15	the	the	DET
amfbr-200	268	16	nigerian	nigerian	ADJ
amfbr-200	268	17	stock	stock	NOUN
amfbr-200	268	18	market	market	NOUN
amfbr-200	268	19	should	should	AUX
amfbr-200	268	20	always	always	ADV
amfbr-200	268	21	incorporate	incorporate	VERB
amfbr-200	268	22	information	information	NOUN
amfbr-200	268	23	emanating	emanate	VERB
amfbr-200	268	24	from	from	ADP
amfbr-200	268	25	the	the	DET
amfbr-200	268	26	international	international	ADJ
amfbr-200	268	27	oil	oil	NOUN
amfbr-200	268	28	market	market	NOUN
amfbr-200	268	29	and	and	CCONJ
amfbr-200	268	30	the	the	DET
amfbr-200	268	31	nigerian	nigerian	ADJ
amfbr-200	268	32	foreign	foreign	ADJ
amfbr-200	268	33	exchange	exchange	NOUN
amfbr-200	268	34	market	market	NOUN
amfbr-200	268	35	in	in	ADP
amfbr-200	268	36	their	their	PRON
amfbr-200	268	37	investment	investment	NOUN
amfbr-200	268	38	-	-	PUNCT
amfbr-200	268	39	decision	decision	NOUN
amfbr-200	268	40	process	process	NOUN
amfbr-200	268	41	.	.	PUNCT
amfbr-200	269	1	given	give	VERB
amfbr-200	269	2	the	the	DET
amfbr-200	269	3	observed	observe	VERB
amfbr-200	269	4	significant	significant	ADJ
amfbr-200	269	5	relationships	relationship	NOUN
amfbr-200	269	6	between	between	ADP
amfbr-200	269	7	crude	crude	ADJ
amfbr-200	269	8	oil	oil	NOUN
amfbr-200	269	9	prices	price	NOUN
amfbr-200	269	10	and	and	CCONJ
amfbr-200	269	11	the	the	DET
amfbr-200	269	12	stock	stock	NOUN
amfbr-200	269	13	market	market	NOUN
amfbr-200	269	14	including	include	VERB
amfbr-200	269	15	the	the	DET
amfbr-200	269	16	presence	presence	NOUN
amfbr-200	269	17	of	of	ADP
amfbr-200	269	18	volatility	volatility	NOUN
amfbr-200	269	19	pass	pass	NOUN
amfbr-200	269	20	-	-	PUNCT
amfbr-200	269	21	through	through	NOUN
amfbr-200	269	22	in	in	ADP
amfbr-200	269	23	the	the	DET
amfbr-200	269	24	markets	market	NOUN
amfbr-200	269	25	,	,	PUNCT
amfbr-200	269	26	it	it	PRON
amfbr-200	269	27	is	be	AUX
amfbr-200	269	28	apt	apt	ADJ
amfbr-200	269	29	for	for	SCONJ
amfbr-200	269	30	policy	policy	NOUN
amfbr-200	269	31	makers	maker	NOUN
amfbr-200	269	32	in	in	ADP
amfbr-200	269	33	nigeria	nigeria	PROPN
amfbr-200	269	34	to	to	PART
amfbr-200	269	35	design	design	VERB
amfbr-200	269	36	and	and	CCONJ
amfbr-200	269	37	sustain	sustain	VERB
amfbr-200	269	38	investment	investment	NOUN
amfbr-200	269	39	-	-	PUNCT
amfbr-200	269	40	friendly	friendly	ADJ
amfbr-200	269	41	policies	policy	NOUN
amfbr-200	269	42	that	that	PRON
amfbr-200	269	43	would	would	AUX
amfbr-200	269	44	help	help	VERB
amfbr-200	269	45	in	in	ADP
amfbr-200	269	46	boosting	boost	VERB
amfbr-200	269	47	oil	oil	NOUN
amfbr-200	269	48	production	production	NOUN
amfbr-200	269	49	.	.	PUNCT
amfbr-200	270	1	the	the	DET
amfbr-200	270	2	issue	issue	NOUN
amfbr-200	270	3	of	of	ADP
amfbr-200	270	4	security	security	NOUN
amfbr-200	270	5	,	,	PUNCT
amfbr-200	270	6	infrastructure	infrastructure	NOUN
amfbr-200	270	7	and	and	CCONJ
amfbr-200	270	8	energy	energy	NOUN
amfbr-200	270	9	are	be	AUX
amfbr-200	270	10	of	of	ADP
amfbr-200	270	11	paramount	paramount	ADJ
amfbr-200	270	12	importance	importance	NOUN
amfbr-200	270	13	in	in	ADP
amfbr-200	270	14	achieving	achieve	VERB
amfbr-200	270	15	this	this	DET
amfbr-200	270	16	goal	goal	NOUN
amfbr-200	270	17	.	.	PUNCT
amfbr-200	271	1	references	reference	NOUN
amfbr-200	271	2	basher	basher	NOUN
amfbr-200	271	3	,	,	PUNCT
amfbr-200	271	4	s.	s.	PROPN
amfbr-200	271	5	a.	a.	PROPN
amfbr-200	271	6	&	&	CCONJ
amfbr-200	271	7	sadorsky	sadorsky	PROPN
amfbr-200	271	8	,	,	PUNCT
amfbr-200	271	9	p.	p.	NOUN
amfbr-200	271	10	(	(	PUNCT
amfbr-200	271	11	2006	2006	NUM
amfbr-200	271	12	)	)	PUNCT
amfbr-200	271	13	.	.	PUNCT
amfbr-200	272	1	oil	oil	NOUN
amfbr-200	272	2	price	price	NOUN
amfbr-200	272	3	risk	risk	NOUN
amfbr-200	272	4	and	and	CCONJ
amfbr-200	272	5	emerging	emerge	VERB
amfbr-200	272	6	stock	stock	NOUN
amfbr-200	272	7	markets	market	NOUN
amfbr-200	272	8	,	,	PUNCT
amfbr-200	272	9	global	global	ADJ
amfbr-200	272	10	finance	finance	NOUN
amfbr-200	272	11	journal	journal	NOUN
amfbr-200	272	12	,	,	PUNCT
amfbr-200	272	13	no.17	no.17	NOUN
amfbr-200	272	14	,	,	PUNCT
amfbr-200	272	15	pp.224	pp.224	PROPN
amfbr-200	272	16	-	-	PUNCT
amfbr-200	272	17	251	251	NUM
amfbr-200	272	18	.	.	PUNCT
amfbr-200	273	1	basher	basher	NOUN
amfbr-200	273	2	,	,	PUNCT
amfbr-200	273	3	s.	s.	PROPN
amfbr-200	273	4	a.	a.	PROPN
amfbr-200	273	5	,	,	PUNCT
amfbr-200	273	6	alfred	alfred	PROPN
amfbr-200	273	7	,	,	PUNCT
amfbr-200	273	8	a.	a.	PROPN
amfbr-200	273	9	&	&	CCONJ
amfbr-200	273	10	sadorsky	sadorsky	PROPN
amfbr-200	273	11	,	,	PUNCT
amfbr-200	273	12	p.	p.	NOUN
amfbr-200	273	13	(	(	PUNCT
amfbr-200	273	14	2010	2010	NUM
amfbr-200	273	15	)	)	PUNCT
amfbr-200	273	16	.	.	PUNCT
amfbr-200	274	1	oil	oil	NOUN
amfbr-200	274	2	prices	price	NOUN
amfbr-200	274	3	,	,	PUNCT
amfbr-200	274	4	exchange	exchange	NOUN
amfbr-200	274	5	rates	rate	NOUN
amfbr-200	274	6	and	and	CCONJ
amfbr-200	274	7	emerging	emerge	VERB
amfbr-200	274	8	stock	stock	NOUN
amfbr-200	274	9	markets	market	NOUN
amfbr-200	274	10	,	,	PUNCT
amfbr-200	274	11	discussion	discussion	NOUN
amfbr-200	274	12	papers	paper	NOUN
amfbr-200	274	13	no	no	INTJ
amfbr-200	274	14	.	.	NOUN
amfbr-200	274	15	1014	1014	NUM
amfbr-200	274	16	,	,	PUNCT
amfbr-200	274	17	university	university	NOUN
amfbr-200	274	18	of	of	ADP
amfbr-200	274	19	otago	otago	PROPN
amfbr-200	274	20	,	,	PUNCT
amfbr-200	274	21	new	new	PROPN
amfbr-200	274	22	zealand	zealand	PROPN
amfbr-200	274	23	.	.	PUNCT
amfbr-200	275	1	bastianin	bastianin	PROPN
amfbr-200	275	2	,	,	PUNCT
amfbr-200	275	3	a.	a.	PROPN
amfbr-200	275	4	&	&	CCONJ
amfbr-200	275	5	manera	manera	PROPN
amfbr-200	275	6	,	,	PUNCT
amfbr-200	275	7	m.	m.	NOUN
amfbr-200	275	8	(	(	PUNCT
amfbr-200	275	9	2014	2014	NUM
amfbr-200	275	10	)	)	PUNCT
amfbr-200	275	11	.	.	PUNCT
amfbr-200	276	1	how	how	SCONJ
amfbr-200	276	2	does	do	AUX
amfbr-200	276	3	stock	stock	NOUN
amfbr-200	276	4	market	market	NOUN
amfbr-200	276	5	volatility	volatility	NOUN
amfbr-200	276	6	react	react	VERB
amfbr-200	276	7	to	to	ADP
amfbr-200	276	8	oil	oil	NOUN
amfbr-200	276	9	shocks?,imf	shocks?,imf	NUM
amfbr-200	276	10	working	work	VERB
amfbr-200	276	11	papers	paper	NOUN
amfbr-200	276	12	:	:	PUNCT
amfbr-200	276	13	conference	conference	NOUN
amfbr-200	276	14	paper	paper	NOUN
amfbr-200	276	15	6	6	NUM
amfbr-200	276	16	-	-	SYM
amfbr-200	276	17	8	8	NUM
amfbr-200	276	18	,	,	PUNCT
amfbr-200	276	19	december	december	PROPN
amfbr-200	276	20	.	.	PUNCT
amfbr-200	277	1	berk	berk	PROPN
amfbr-200	277	2	,	,	PUNCT
amfbr-200	277	3	i.	i.	PROPN
amfbr-200	277	4	&	&	CCONJ
amfbr-200	277	5	aydogan	aydogan	PROPN
amfbr-200	277	6	,	,	PUNCT
amfbr-200	277	7	b.	b.	PROPN
amfbr-200	277	8	(	(	PUNCT
amfbr-200	277	9	2012	2012	NUM
amfbr-200	277	10	)	)	PUNCT
amfbr-200	277	11	.	.	PUNCT
amfbr-200	278	1	crude	crude	ADJ
amfbr-200	278	2	oil	oil	NOUN
amfbr-200	278	3	price	price	NOUN
amfbr-200	278	4	shocks	shock	NOUN
amfbr-200	278	5	and	and	CCONJ
amfbr-200	278	6	stock	stock	NOUN
amfbr-200	278	7	returns	return	NOUN
amfbr-200	278	8	:	:	PUNCT
amfbr-200	278	9	evidence	evidence	NOUN
amfbr-200	278	10	from	from	ADP
amfbr-200	278	11	turkish	turkish	ADJ
amfbr-200	278	12	stock	stock	NOUN
amfbr-200	278	13	market	market	NOUN
amfbr-200	278	14	under	under	ADP
amfbr-200	278	15	global	global	ADJ
amfbr-200	278	16	liquidity	liquidity	NOUN
amfbr-200	278	17	conditions	condition	NOUN
amfbr-200	278	18	,	,	PUNCT
amfbr-200	278	19	eni	eni	NOUN
amfbr-200	278	20	working	working	NOUN
amfbr-200	278	21	paper	paper	PROPN
amfbr-200	278	22	no.12/15	no.12/15	ADP
amfbr-200	278	23	,	,	PUNCT
amfbr-200	278	24	september	september	PROPN
amfbr-200	278	25	,	,	PUNCT
amfbr-200	278	26	institute	institute	NOUN
amfbr-200	278	27	of	of	ADP
amfbr-200	278	28	energy	energy	NOUN
amfbr-200	278	29	economics	economic	NOUN
amfbr-200	278	30	,	,	PUNCT
amfbr-200	278	31	the	the	DET
amfbr-200	278	32	university	university	NOUN
amfbr-200	278	33	of	of	ADP
amfbr-200	278	34	cologne	cologne	PROPN
amfbr-200	278	35	bjornland	bjornland	PROPN
amfbr-200	278	36	,	,	PUNCT
amfbr-200	278	37	h.	h.	PROPN
amfbr-200	278	38	c.	c.	PROPN
amfbr-200	278	39	(	(	PUNCT
amfbr-200	278	40	2009	2009	NUM
amfbr-200	278	41	)	)	PUNCT
amfbr-200	278	42	.	.	PUNCT
amfbr-200	279	1	oil	oil	NOUN
amfbr-200	279	2	price	price	NOUN
amfbr-200	279	3	shocks	shock	NOUN
amfbr-200	279	4	and	and	CCONJ
amfbr-200	279	5	stock	stock	NOUN
amfbr-200	279	6	market	market	NOUN
amfbr-200	279	7	booms	boom	NOUN
amfbr-200	279	8	in	in	ADP
amfbr-200	279	9	an	an	DET
amfbr-200	279	10	oil	oil	NOUN
amfbr-200	279	11	exporting	export	VERB
amfbr-200	279	12	country	country	NOUN
amfbr-200	279	13	,	,	PUNCT
amfbr-200	279	14	scottish	scottish	ADJ
amfbr-200	279	15	journal	journal	NOUN
amfbr-200	279	16	of	of	ADP
amfbr-200	279	17	political	political	ADJ
amfbr-200	279	18	economy	economy	NOUN
amfbr-200	279	19	,	,	PUNCT
amfbr-200	279	20	vol.56	vol.56	ADJ
amfbr-200	279	21	,	,	PUNCT
amfbr-200	279	22	issue	issue	NOUN
amfbr-200	279	23	2	2	NUM
amfbr-200	279	24	,	,	PUNCT
amfbr-200	279	25	pp	pp	ADJ
amfbr-200	279	26	.	.	PUNCT
amfbr-200	280	1	232	232	NUM
amfbr-200	280	2	-	-	SYM
amfbr-200	280	3	254	254	NUM
amfbr-200	280	4	.	.	PUNCT
amfbr-200	281	1	bodie	bodie	PROPN
amfbr-200	281	2	,	,	PUNCT
amfbr-200	281	3	z.	z.	PROPN
amfbr-200	281	4	,	,	PUNCT
amfbr-200	281	5	kane	kane	PROPN
amfbr-200	281	6	,	,	PUNCT
amfbr-200	281	7	a.	a.	PROPN
amfbr-200	281	8	&	&	CCONJ
amfbr-200	281	9	marcus	marcus	PROPN
amfbr-200	281	10	,	,	PUNCT
amfbr-200	281	11	a.	a.	PROPN
amfbr-200	281	12	(	(	PUNCT
amfbr-200	281	13	2008	2008	NUM
amfbr-200	281	14	)	)	PUNCT
amfbr-200	281	15	.	.	PUNCT
amfbr-200	282	1	investments	investment	NOUN
amfbr-200	282	2	,	,	PUNCT
amfbr-200	282	3	8	8	NUM
amfbr-200	282	4	th	th	NUM
amfbr-200	282	5	ed	ed	NOUN
amfbr-200	282	6	.	.	PUNCT
amfbr-200	283	1	new	new	PROPN
amfbr-200	283	2	york	york	PROPN
amfbr-200	283	3	,	,	PUNCT
amfbr-200	283	4	mcgraw	mcgraw	PROPN
amfbr-200	283	5	-	-	PUNCT
amfbr-200	283	6	hill	hill	PROPN
amfbr-200	283	7	/	/	SYM
amfbr-200	283	8	irwin	irwin	PROPN
amfbr-200	283	9	.	.	PROPN
amfbr-200	283	10	bollerslev	bollerslev	PROPN
amfbr-200	283	11	(	(	PUNCT
amfbr-200	283	12	1986	1986	NUM
amfbr-200	283	13	)	)	PUNCT
amfbr-200	283	14	.	.	PUNCT
amfbr-200	284	1	generalized	generalize	VERB
amfbr-200	284	2	autoregressive	autoregressive	ADJ
amfbr-200	284	3	conditional	conditional	ADJ
amfbr-200	284	4	heteroskedasticity	heteroskedasticity	NOUN
amfbr-200	284	5	,	,	PUNCT
amfbr-200	284	6	journal	journal	NOUN
amfbr-200	284	7	of	of	ADP
amfbr-200	284	8	econometrics	econometric	NOUN
amfbr-200	284	9	,	,	PUNCT
amfbr-200	284	10	vol.31	vol.31	PROPN
amfbr-200	284	11	,	,	PUNCT
amfbr-200	284	12	no.3	no.3	VERB
amfbr-200	284	13	,	,	PUNCT
amfbr-200	284	14	pp	pp	ADJ
amfbr-200	284	15	.	.	PUNCT
amfbr-200	285	1	307	307	NUM
amfbr-200	285	2	-	-	SYM
amfbr-200	285	3	327	327	NUM
amfbr-200	285	4	bollerslev	bollerslev	NOUN
amfbr-200	285	5	,	,	PUNCT
amfbr-200	285	6	t.	t.	PROPN
amfbr-200	285	7	,	,	PUNCT
amfbr-200	285	8	chou	chou	PROPN
amfbr-200	285	9	,	,	PUNCT
amfbr-200	285	10	r.	r.	PROPN
amfbr-200	285	11	y	y	PROPN
amfbr-200	285	12	&	&	CCONJ
amfbr-200	285	13	kroner	kroner	PROPN
amfbr-200	285	14	,	,	PUNCT
amfbr-200	285	15	k.	k.	PROPN
amfbr-200	285	16	f.	f.	PROPN
amfbr-200	285	17	(	(	PUNCT
amfbr-200	285	18	1992	1992	NUM
amfbr-200	285	19	)	)	PUNCT
amfbr-200	285	20	.	.	PUNCT
amfbr-200	286	1	arch	arch	ADJ
amfbr-200	286	2	modeling	modeling	NOUN
amfbr-200	286	3	in	in	ADP
amfbr-200	286	4	finance	finance	NOUN
amfbr-200	286	5	:	:	PUNCT
amfbr-200	286	6	a	a	DET
amfbr-200	286	7	review	review	NOUN
amfbr-200	286	8	of	of	ADP
amfbr-200	286	9	the	the	DET
amfbr-200	286	10	theory	theory	NOUN
amfbr-200	286	11	and	and	CCONJ
amfbr-200	286	12	empirical	empirical	ADJ
amfbr-200	286	13	evidence	evidence	NOUN
amfbr-200	286	14	,	,	PUNCT
amfbr-200	286	15	journal	journal	NOUN
amfbr-200	286	16	of	of	ADP
amfbr-200	286	17	econometrics	econometric	NOUN
amfbr-200	286	18	,	,	PUNCT
amfbr-200	286	19	vol	vol	NOUN
amfbr-200	286	20	.	.	PROPN
amfbr-200	287	1	52	52	NUM
amfbr-200	287	2	,	,	PUNCT
amfbr-200	287	3	no	no	INTJ
amfbr-200	287	4	.	.	NOUN
amfbr-200	287	5	5	5	NUM
amfbr-200	287	6	,	,	PUNCT
amfbr-200	287	7	pp	pp	ADJ
amfbr-200	287	8	.	.	PUNCT
amfbr-200	288	1	5	5	NUM
amfbr-200	288	2	-	-	SYM
amfbr-200	288	3	59	59	NUM
amfbr-200	288	4	.	.	PUNCT
amfbr-200	288	5	brooks	brooks	PROPN
amfbr-200	288	6	,	,	PUNCT
amfbr-200	288	7	c.	c.	PROPN
amfbr-200	288	8	(	(	PUNCT
amfbr-200	288	9	2008	2008	NUM
amfbr-200	288	10	)	)	PUNCT
amfbr-200	288	11	.	.	PUNCT
amfbr-200	289	1	introductory	introductory	ADJ
amfbr-200	289	2	econometrics	econometric	NOUN
amfbr-200	289	3	for	for	ADP
amfbr-200	289	4	finance	finance	NOUN
amfbr-200	289	5	,	,	PUNCT
amfbr-200	289	6	2	2	NUM
amfbr-200	289	7	nd	nd	NOUN
amfbr-200	289	8	ed	ed	NOUN
amfbr-200	289	9	.	.	PROPN
amfbr-200	289	10	,	,	PUNCT
amfbr-200	289	11	cambridge	cambridge	PROPN
amfbr-200	289	12	,	,	PUNCT
amfbr-200	289	13	cambridge	cambridge	PROPN
amfbr-200	289	14	university	university	PROPN
amfbr-200	289	15	press	press	NOUN
amfbr-200	289	16	.	.	PUNCT
amfbr-200	290	1	caporale	caporale	NOUN
amfbr-200	290	2	,	,	PUNCT
amfbr-200	290	3	g.	g.	PROPN
amfbr-200	290	4	m.	m.	PROPN
amfbr-200	290	5	,	,	PUNCT
amfbr-200	290	6	ali	ali	PROPN
amfbr-200	290	7	,	,	PUNCT
amfbr-200	290	8	f.	f.	PROPN
amfbr-200	290	9	m.	m.	PROPN
amfbr-200	290	10	&	&	CCONJ
amfbr-200	290	11	spagnolo	spagnolo	PROPN
amfbr-200	290	12	,	,	PUNCT
amfbr-200	290	13	n.	n.	NOUN
amfbr-200	290	14	(	(	PUNCT
amfbr-200	290	15	2015	2015	NUM
amfbr-200	290	16	)	)	PUNCT
amfbr-200	290	17	.	.	PUNCT
amfbr-200	291	1	oil	oil	NOUN
amfbr-200	291	2	price	price	NOUN
amfbr-200	291	3	uncertainty	uncertainty	NOUN
amfbr-200	291	4	and	and	CCONJ
amfbr-200	291	5	sectoral	sectoral	ADJ
amfbr-200	291	6	stock	stock	NOUN
amfbr-200	291	7	returns	return	NOUN
amfbr-200	291	8	in	in	ADP
amfbr-200	291	9	china	china	PROPN
amfbr-200	291	10	:	:	PUNCT
amfbr-200	291	11	a	a	DET
amfbr-200	291	12	time	time	NOUN
amfbr-200	291	13	-	-	PUNCT
amfbr-200	291	14	varying	vary	VERB
amfbr-200	291	15	approach	approach	NOUN
amfbr-200	291	16	,	,	PUNCT
amfbr-200	291	17	china	china	PROPN
amfbr-200	291	18	economic	economic	PROPN
amfbr-200	291	19	review	review	PROPN
amfbr-200	291	20	,	,	PUNCT
amfbr-200	291	21	vol	vol	NOUN
amfbr-200	291	22	.	.	PROPN
amfbr-200	291	23	34	34	NUM
amfbr-200	291	24	,	,	PUNCT
amfbr-200	291	25	no	no	INTJ
amfbr-200	291	26	.	.	PUNCT
amfbr-200	292	1	pp	pp	ADJ
amfbr-200	292	2	.	.	PUNCT
amfbr-200	293	1	311	311	NUM
amfbr-200	293	2	-	-	SYM
amfbr-200	293	3	321	321	NUM
amfbr-200	293	4	.	.	PUNCT
amfbr-200	294	1	chen	chen	PROPN
amfbr-200	294	2	,	,	PUNCT
amfbr-200	294	3	n.f	n.f	PROPN
amfbr-200	294	4	.	.	PROPN
amfbr-200	294	5	,	,	PUNCT
amfbr-200	294	6	roll	roll	PROPN
amfbr-200	294	7	,	,	PUNCT
amfbr-200	294	8	r.	r.	PROPN
amfbr-200	294	9	&	&	CCONJ
amfbr-200	294	10	ross	ross	PROPN
amfbr-200	294	11	,	,	PUNCT
amfbr-200	294	12	s.	s.	PROPN
amfbr-200	294	13	(	(	PUNCT
amfbr-200	294	14	1986	1986	NUM
amfbr-200	294	15	)	)	PUNCT
amfbr-200	294	16	.	.	PUNCT
amfbr-200	295	1	economic	economic	ADJ
amfbr-200	295	2	forces	force	NOUN
amfbr-200	295	3	and	and	CCONJ
amfbr-200	295	4	the	the	DET
amfbr-200	295	5	stock	stock	NOUN
amfbr-200	295	6	market	market	NOUN
amfbr-200	295	7	,	,	PUNCT
amfbr-200	295	8	journal	journal	NOUN
amfbr-200	295	9	of	of	ADP
amfbr-200	295	10	business	business	NOUN
amfbr-200	295	11	,	,	PUNCT
amfbr-200	295	12	vol.59	vol.59	VERB
amfbr-200	295	13	,	,	PUNCT
amfbr-200	295	14	no.3	no.3	VERB
amfbr-200	295	15	,	,	PUNCT
amfbr-200	295	16	pp	pp	ADJ
amfbr-200	295	17	.	.	PUNCT
amfbr-200	296	1	383	383	NUM
amfbr-200	296	2	-	-	SYM
amfbr-200	296	3	403	403	NUM
amfbr-200	296	4	dhaoui	dhaoui	ADJ
amfbr-200	296	5	,	,	PUNCT
amfbr-200	296	6	a.	a.	PROPN
amfbr-200	296	7	&	&	CCONJ
amfbr-200	296	8	khraief	khraief	PROPN
amfbr-200	296	9	,	,	PUNCT
amfbr-200	296	10	n.	n.	PROPN
amfbr-200	296	11	(	(	PUNCT
amfbr-200	296	12	2014	2014	NUM
amfbr-200	296	13	)	)	PUNCT
amfbr-200	296	14	.	.	PUNCT
amfbr-200	297	1	empirical	empirical	ADJ
amfbr-200	297	2	linkage	linkage	NOUN
amfbr-200	297	3	between	between	ADP
amfbr-200	297	4	oil	oil	NOUN
amfbr-200	297	5	price	price	NOUN
amfbr-200	297	6	and	and	CCONJ
amfbr-200	297	7	stock	stock	NOUN
amfbr-200	297	8	market	market	NOUN
amfbr-200	297	9	returns	return	NOUN
amfbr-200	297	10	and	and	CCONJ
amfbr-200	297	11	volatility	volatility	NOUN
amfbr-200	297	12	:	:	PUNCT
amfbr-200	297	13	evidence	evidence	NOUN
amfbr-200	297	14	from	from	ADP
amfbr-200	297	15	international	international	ADJ
amfbr-200	297	16	developed	develop	VERB
amfbr-200	297	17	markets	market	NOUN
amfbr-200	297	18	,	,	PUNCT
amfbr-200	297	19	discussion	discussion	NOUN
amfbr-200	297	20	paper	paper	NOUN
amfbr-200	297	21	,	,	PUNCT
amfbr-200	297	22	no.2014	no.2014	PROPN
amfbr-200	297	23	-	-	PUNCT
amfbr-200	297	24	12	12	NUM
amfbr-200	297	25	,	,	PUNCT
amfbr-200	297	26	march	march	PROPN
amfbr-200	297	27	20	20	NUM
amfbr-200	297	28	,	,	PUNCT
amfbr-200	297	29	kiel	kiel	PROPN
amfbr-200	297	30	institute	institute	PROPN
amfbr-200	297	31	for	for	ADP
amfbr-200	297	32	the	the	DET
amfbr-200	297	33	world	world	NOUN
amfbr-200	297	34	economy	economy	NOUN
amfbr-200	297	35	.	.	PUNCT
amfbr-200	298	1	engle	engle	PROPN
amfbr-200	298	2	,	,	PUNCT
amfbr-200	298	3	r.	r.	PROPN
amfbr-200	298	4	(	(	PUNCT
amfbr-200	298	5	1982	1982	NUM
amfbr-200	298	6	)	)	PUNCT
amfbr-200	298	7	.	.	PUNCT
amfbr-200	299	1	autoregressive	autoregressive	ADJ
amfbr-200	299	2	conditional	conditional	ADJ
amfbr-200	299	3	heteroskedasticity	heteroskedasticity	NOUN
amfbr-200	299	4	with	with	ADP
amfbr-200	299	5	estimate	estimate	NOUN
amfbr-200	299	6	of	of	ADP
amfbr-200	299	7	the	the	DET
amfbr-200	299	8	variance	variance	NOUN
amfbr-200	299	9	of	of	ADP
amfbr-200	299	10	united	united	PROPN
amfbr-200	299	11	kingdom	kingdom	PROPN
amfbr-200	299	12	inflation	inflation	NOUN
amfbr-200	299	13	,	,	PUNCT
amfbr-200	299	14	econometrica	econometrica	PROPN
amfbr-200	299	15	,	,	PUNCT
amfbr-200	299	16	vol	vol	NOUN
amfbr-200	299	17	,	,	PUNCT
amfbr-200	299	18	50	50	NUM
amfbr-200	299	19	,	,	PUNCT
amfbr-200	299	20	no.4	no.4	PROPN
amfbr-200	299	21	,	,	PUNCT
amfbr-200	299	22	pp	pp	NOUN
amfbr-200	299	23	.	.	PUNCT
amfbr-200	300	1	987	987	NUM
amfbr-200	300	2	-	-	SYM
amfbr-200	300	3	1007	1007	NUM
amfbr-200	300	4	.	.	PUNCT
amfbr-200	301	1	francis	francis	PROPN
amfbr-200	301	2	,	,	PUNCT
amfbr-200	301	3	j.	j.	PROPN
amfbr-200	301	4	(	(	PUNCT
amfbr-200	301	5	1980	1980	NUM
amfbr-200	301	6	)	)	PUNCT
amfbr-200	301	7	.	.	PUNCT
amfbr-200	302	1	investments	investment	NOUN
amfbr-200	302	2	:	:	PUNCT
amfbr-200	302	3	analysis	analysis	NOUN
amfbr-200	302	4	and	and	CCONJ
amfbr-200	302	5	management	management	NOUN
amfbr-200	302	6	,	,	PUNCT
amfbr-200	302	7	new	new	PROPN
amfbr-200	302	8	york	york	PROPN
amfbr-200	302	9	,	,	PUNCT
amfbr-200	302	10	prentice	prentice	PROPN
amfbr-200	302	11	hall	hall	PROPN
amfbr-200	302	12	inc	inc	PROPN
amfbr-200	302	13	.	.	PROPN
amfbr-200	302	14	gordon	gordon	PROPN
amfbr-200	302	15	,	,	PUNCT
amfbr-200	302	16	m.	m.	NOUN
amfbr-200	302	17	j.	j.	PROPN
amfbr-200	302	18	(	(	PUNCT
amfbr-200	302	19	1959	1959	NUM
amfbr-200	302	20	)	)	PUNCT
amfbr-200	302	21	.	.	PUNCT
amfbr-200	303	1	dividends	dividend	NOUN
amfbr-200	303	2	,	,	PUNCT
amfbr-200	303	3	earnings	earning	NOUN
amfbr-200	303	4	and	and	CCONJ
amfbr-200	303	5	stock	stock	NOUN
amfbr-200	303	6	prices	price	NOUN
amfbr-200	303	7	,	,	PUNCT
amfbr-200	303	8	the	the	DET
amfbr-200	303	9	review	review	NOUN
amfbr-200	303	10	of	of	ADP
amfbr-200	303	11	economics	economic	NOUN
amfbr-200	303	12	and	and	CCONJ
amfbr-200	303	13	statistics	statistic	NOUN
amfbr-200	303	14	,	,	PUNCT
amfbr-200	303	15	vol.41	vol.41	PROPN
amfbr-200	303	16	,	,	PUNCT
amfbr-200	303	17	www.cribfb.com/journal/index.php/amfbr	www.cribfb.com/journal/index.php/amfbr	NOUN
amfbr-200	303	18	american	american	PROPN
amfbr-200	303	19	finance	finance	PROPN
amfbr-200	303	20	&	&	CCONJ
amfbr-200	303	21	banking	banking	PROPN
amfbr-200	303	22	review	review	PROPN
amfbr-200	303	23	vol	vol	NOUN
amfbr-200	303	24	.	.	PROPN
amfbr-200	304	1	3	3	NUM
amfbr-200	304	2	,	,	PUNCT
amfbr-200	304	3	no	no	INTJ
amfbr-200	304	4	.	.	NOUN
amfbr-200	304	5	1	1	NUM
amfbr-200	304	6	;	;	PUNCT
amfbr-200	304	7	2018	2018	NUM
amfbr-200	304	8	25	25	NUM
amfbr-200	304	9	no.2	no.2	PROPN
amfbr-200	304	10	,	,	PUNCT
amfbr-200	304	11	part	part	NOUN
amfbr-200	304	12	1	1	NUM
amfbr-200	304	13	,	,	PUNCT
amfbr-200	304	14	(	(	PUNCT
amfbr-200	304	15	may	may	PROPN
amfbr-200	304	16	)	)	PUNCT
amfbr-200	304	17	,	,	PUNCT
amfbr-200	304	18	pp	pp	PROPN
amfbr-200	304	19	.	.	PUNCT
amfbr-200	305	1	99	99	NUM
amfbr-200	305	2	-	-	SYM
amfbr-200	305	3	105	105	NUM
amfbr-200	305	4	.	.	PUNCT
amfbr-200	306	1	goudarzi	goudarzi	PROPN
amfbr-200	306	2	,	,	PUNCT
amfbr-200	306	3	h.	h.	PROPN
amfbr-200	306	4	(	(	PUNCT
amfbr-200	306	5	2013	2013	NUM
amfbr-200	306	6	)	)	PUNCT
amfbr-200	306	7	.	.	PUNCT
amfbr-200	307	1	volatility	volatility	NOUN
amfbr-200	307	2	mean	mean	VERB
amfbr-200	307	3	reversion	reversion	NOUN
amfbr-200	307	4	and	and	CCONJ
amfbr-200	307	5	stock	stock	NOUN
amfbr-200	307	6	market	market	NOUN
amfbr-200	307	7	efficiency	efficiency	NOUN
amfbr-200	307	8	,	,	PUNCT
amfbr-200	307	9	asian	asian	ADJ
amfbr-200	307	10	economic	economic	ADJ
amfbr-200	307	11	and	and	CCONJ
amfbr-200	307	12	financial	financial	ADJ
amfbr-200	307	13	review	review	NOUN
amfbr-200	307	14	,	,	PUNCT
amfbr-200	307	15	vol.3	vol.3	PROPN
amfbr-200	307	16	,	,	PUNCT
amfbr-200	307	17	no	no	INTJ
amfbr-200	307	18	.	.	NOUN
amfbr-200	307	19	12	12	NUM
amfbr-200	307	20	,	,	PUNCT
amfbr-200	307	21	pp	pp	ADJ
amfbr-200	307	22	.	.	PUNCT
amfbr-200	308	1	1681	1681	NUM
amfbr-200	308	2	-	-	SYM
amfbr-200	308	3	1692	1692	NUM
amfbr-200	308	4	,	,	PUNCT
amfbr-200	308	5	granger	granger	PROPN
amfbr-200	308	6	,	,	PUNCT
amfbr-200	308	7	c.	c.	PROPN
amfbr-200	308	8	w.	w.	PROPN
amfbr-200	308	9	j.	j.	PROPN
amfbr-200	308	10	(	(	PUNCT
amfbr-200	308	11	1969	1969	NUM
amfbr-200	308	12	)	)	PUNCT
amfbr-200	308	13	.	.	PUNCT
amfbr-200	309	1	investigating	investigate	VERB
amfbr-200	309	2	causal	causal	ADJ
amfbr-200	309	3	relations	relation	NOUN
amfbr-200	309	4	by	by	ADP
amfbr-200	309	5	econometric	econometric	ADJ
amfbr-200	309	6	models	model	NOUN
amfbr-200	309	7	and	and	CCONJ
amfbr-200	309	8	cross	cross	ADJ
amfbr-200	309	9	-	-	ADJ
amfbr-200	309	10	spectral	spectral	ADJ
amfbr-200	309	11	methods	method	NOUN
amfbr-200	309	12	,	,	PUNCT
amfbr-200	309	13	econometrica	econometrica	PROPN
amfbr-200	309	14	,	,	PUNCT
amfbr-200	309	15	37	37	NUM
amfbr-200	309	16	,	,	PUNCT
amfbr-200	309	17	pp.424	pp.424	PROPN
amfbr-200	309	18	-	-	PUNCT
amfbr-200	309	19	438	438	NUM
amfbr-200	309	20	hamma	hamma	PROPN
amfbr-200	309	21	,	,	PUNCT
amfbr-200	309	22	w.	w.	PROPN
amfbr-200	309	23	jarboui	jarboui	PROPN
amfbr-200	309	24	,	,	PUNCT
amfbr-200	309	25	a.	a.	PROPN
amfbr-200	309	26	&	&	CCONJ
amfbr-200	309	27	ghorbel	ghorbel	PROPN
amfbr-200	309	28	,	,	PUNCT
amfbr-200	309	29	a.	a.	NOUN
amfbr-200	309	30	(	(	PUNCT
amfbr-200	309	31	2014	2014	NUM
amfbr-200	309	32	)	)	PUNCT
amfbr-200	309	33	.	.	PUNCT
amfbr-200	310	1	effect	effect	NOUN
amfbr-200	310	2	of	of	ADP
amfbr-200	310	3	oil	oil	NOUN
amfbr-200	310	4	price	price	NOUN
amfbr-200	310	5	volatility	volatility	NOUN
amfbr-200	310	6	on	on	ADP
amfbr-200	310	7	tunisian	tunisian	ADJ
amfbr-200	310	8	stock	stock	NOUN
amfbr-200	310	9	market	market	NOUN
amfbr-200	310	10	at	at	ADP
amfbr-200	310	11	sectorlevel	sectorlevel	NOUN
amfbr-200	310	12	and	and	CCONJ
amfbr-200	310	13	effectiveness	effectiveness	NOUN
amfbr-200	310	14	of	of	ADP
amfbr-200	310	15	hedging	hedging	NOUN
amfbr-200	310	16	strategy	strategy	NOUN
amfbr-200	310	17	,	,	PUNCT
amfbr-200	310	18	procedia	procedia	NOUN
amfbr-200	310	19	economics	economic	NOUN
amfbr-200	310	20	and	and	CCONJ
amfbr-200	310	21	finance	finance	NOUN
amfbr-200	310	22	,	,	PUNCT
amfbr-200	310	23	vol	vol	NOUN
amfbr-200	310	24	.	.	PROPN
amfbr-200	310	25	13	13	NUM
amfbr-200	310	26	,	,	PUNCT
amfbr-200	310	27	pp.109	pp.109	PROPN
amfbr-200	310	28	-	-	NOUN
amfbr-200	310	29	127	127	NUM
amfbr-200	310	30	.	.	PUNCT
amfbr-200	311	1	hirt	hirt	PROPN
amfbr-200	311	2	,	,	PUNCT
amfbr-200	311	3	g.	g.	PROPN
amfbr-200	311	4	&	&	CCONJ
amfbr-200	311	5	block	block	PROPN
amfbr-200	311	6	,	,	PUNCT
amfbr-200	311	7	s.	s.	PROPN
amfbr-200	311	8	b.	b.	PROPN
amfbr-200	311	9	(	(	PUNCT
amfbr-200	311	10	1983).fundamentals	1983).fundamental	NOUN
amfbr-200	311	11	of	of	ADP
amfbr-200	311	12	investment	investment	NOUN
amfbr-200	311	13	management	management	NOUN
amfbr-200	311	14	and	and	CCONJ
amfbr-200	311	15	strategy	strategy	NOUN
amfbr-200	311	16	,	,	PUNCT
amfbr-200	311	17	illinois	illinois	PROPN
amfbr-200	311	18	,	,	PUNCT
amfbr-200	311	19	richard	richard	PROPN
amfbr-200	311	20	d.	d.	PROPN
amfbr-200	311	21	irwin	irwin	PROPN
amfbr-200	311	22	inc	inc	PROPN
amfbr-200	311	23	.	.	PROPN
amfbr-200	311	24	huang	huang	PROPN
amfbr-200	311	25	,	,	PUNCT
amfbr-200	311	26	r.	r.	PROPN
amfbr-200	311	27	d.	d.	PROPN
amfbr-200	311	28	,	,	PUNCT
amfbr-200	311	29	masulis	masulis	PROPN
amfbr-200	311	30	,	,	PUNCT
amfbr-200	311	31	r.	r.	PROPN
amfbr-200	311	32	w.	w.	PROPN
amfbr-200	311	33	&	&	CCONJ
amfbr-200	311	34	stoll	stoll	PROPN
amfbr-200	311	35	,	,	PUNCT
amfbr-200	311	36	h.	h.	PROPN
amfbr-200	311	37	r.	r.	PROPN
amfbr-200	311	38	(	(	PUNCT
amfbr-200	311	39	1996	1996	NUM
amfbr-200	311	40	)	)	PUNCT
amfbr-200	311	41	.	.	PUNCT
amfbr-200	312	1	energy	energy	NOUN
amfbr-200	312	2	shocks	shock	NOUN
amfbr-200	312	3	and	and	CCONJ
amfbr-200	312	4	financial	financial	ADJ
amfbr-200	312	5	markets	market	NOUN
amfbr-200	312	6	,	,	PUNCT
amfbr-200	312	7	journal	journal	NOUN
amfbr-200	312	8	of	of	ADP
amfbr-200	312	9	futures	future	NOUN
amfbr-200	312	10	markets	market	NOUN
amfbr-200	312	11	,	,	PUNCT
amfbr-200	312	12	vol.16	vol.16	PROPN
amfbr-200	312	13	,	,	PUNCT
amfbr-200	312	14	no.1	no.1	NUM
amfbr-200	312	15	,	,	PUNCT
amfbr-200	312	16	pp.1	pp.1	NOUN
amfbr-200	312	17	-	-	PUNCT
amfbr-200	312	18	27	27	NUM
amfbr-200	312	19	.	.	PUNCT
amfbr-200	313	1	iheanacho	iheanacho	NOUN
amfbr-200	313	2	,	,	PUNCT
amfbr-200	313	3	e.	e.	PROPN
amfbr-200	313	4	(	(	PUNCT
amfbr-200	313	5	2017	2017	NUM
amfbr-200	313	6	)	)	PUNCT
amfbr-200	313	7	.	.	PUNCT
amfbr-200	314	1	impact	impact	NOUN
amfbr-200	314	2	of	of	ADP
amfbr-200	314	3	oil	oil	NOUN
amfbr-200	314	4	price	price	NOUN
amfbr-200	314	5	shocks	shock	NOUN
amfbr-200	314	6	on	on	ADP
amfbr-200	314	7	stock	stock	NOUN
amfbr-200	314	8	market	market	NOUN
amfbr-200	314	9	returns	return	NOUN
amfbr-200	314	10	:	:	PUNCT
amfbr-200	314	11	toda	toda	PROPN
amfbr-200	314	12	yamamoto	yamamoto	PROPN
amfbr-200	314	13	causality	causality	PROPN
amfbr-200	314	14	approach	approach	NOUN
amfbr-200	314	15	,	,	PUNCT
amfbr-200	314	16	journal	journal	NOUN
amfbr-200	314	17	of	of	ADP
amfbr-200	314	18	finance	finance	NOUN
amfbr-200	314	19	,	,	PUNCT
amfbr-200	314	20	banking	banking	NOUN
amfbr-200	314	21	and	and	CCONJ
amfbr-200	314	22	investment	investment	NOUN
amfbr-200	314	23	,	,	PUNCT
amfbr-200	314	24	department	department	NOUN
amfbr-200	314	25	of	of	ADP
amfbr-200	314	26	banking	banking	NOUN
amfbr-200	314	27	and	and	CCONJ
amfbr-200	314	28	finance	finance	NOUN
amfbr-200	314	29	,	,	PUNCT
amfbr-200	314	30	abia	abia	PROPN
amfbr-200	314	31	state	state	PROPN
amfbr-200	314	32	university	university	PROPN
amfbr-200	314	33	,	,	PUNCT
amfbr-200	314	34	vol	vol	NOUN
amfbr-200	314	35	.	.	PROPN
amfbr-200	314	36	4	4	NUM
amfbr-200	314	37	,	,	PUNCT
amfbr-200	314	38	no	no	INTJ
amfbr-200	314	39	.	.	NOUN
amfbr-200	314	40	1	1	NUM
amfbr-200	314	41	,	,	PUNCT
amfbr-200	314	42	march	march	NOUN
amfbr-200	314	43	,	,	PUNCT
amfbr-200	314	44	pp	pp	PROPN
amfbr-200	314	45	.	.	PUNCT
amfbr-200	315	1	100	100	NUM
amfbr-200	315	2	-	-	SYM
amfbr-200	315	3	111	111	NUM
amfbr-200	315	4	.	.	PUNCT
amfbr-200	316	1	kang	kang	PROPN
amfbr-200	316	2	,	,	PUNCT
amfbr-200	316	3	w.	w.	PROPN
amfbr-200	316	4	,	,	PUNCT
amfbr-200	316	5	ratti	ratti	PROPN
amfbr-200	316	6	,	,	PUNCT
amfbr-200	316	7	r.	r.	PROPN
amfbr-200	316	8	a.	a.	PROPN
amfbr-200	316	9	&	&	CCONJ
amfbr-200	316	10	yoon	yoon	PROPN
amfbr-200	316	11	,	,	PUNCT
amfbr-200	316	12	k.	k.	PROPN
amfbr-200	316	13	h.	h.	PROPN
amfbr-200	316	14	(	(	PUNCT
amfbr-200	316	15	2015	2015	NUM
amfbr-200	316	16	)	)	PUNCT
amfbr-200	316	17	.	.	PUNCT
amfbr-200	317	1	the	the	DET
amfbr-200	317	2	impact	impact	NOUN
amfbr-200	317	3	of	of	ADP
amfbr-200	317	4	oil	oil	NOUN
amfbr-200	317	5	price	price	NOUN
amfbr-200	317	6	shocks	shock	NOUN
amfbr-200	317	7	on	on	ADP
amfbr-200	317	8	the	the	DET
amfbr-200	317	9	stock	stock	NOUN
amfbr-200	317	10	market	market	NOUN
amfbr-200	317	11	return	return	NOUN
amfbr-200	317	12	and	and	CCONJ
amfbr-200	317	13	volatility	volatility	NOUN
amfbr-200	317	14	relationship	relationship	NOUN
amfbr-200	317	15	,	,	PUNCT
amfbr-200	317	16	journal	journal	NOUN
amfbr-200	317	17	of	of	ADP
amfbr-200	317	18	international	international	ADJ
amfbr-200	317	19	financial	financial	ADJ
amfbr-200	317	20	markets	market	NOUN
amfbr-200	317	21	,	,	PUNCT
amfbr-200	317	22	institutions	institution	NOUN
amfbr-200	317	23	and	and	CCONJ
amfbr-200	317	24	money	money	NOUN
amfbr-200	317	25	,	,	PUNCT
amfbr-200	317	26	vol	vol	NOUN
amfbr-200	317	27	.	.	PROPN
amfbr-200	317	28	34	34	NUM
amfbr-200	317	29	,	,	PUNCT
amfbr-200	317	30	pp	pp	ADJ
amfbr-200	317	31	.	.	PUNCT
amfbr-200	318	1	41	41	NUM
amfbr-200	318	2	-	-	SYM
amfbr-200	318	3	54	54	NUM
amfbr-200	318	4	.	.	PUNCT
amfbr-200	319	1	lake	lake	NOUN
amfbr-200	319	2	,	,	PUNCT
amfbr-200	319	3	a.	a.	PROPN
amfbr-200	319	4	e.	e.	PROPN
amfbr-200	319	5	&	&	CCONJ
amfbr-200	319	6	katrakilidis	katrakilidis	PROPN
amfbr-200	319	7	,	,	PUNCT
amfbr-200	319	8	c.	c.	PROPN
amfbr-200	319	9	(	(	PUNCT
amfbr-200	319	10	2009	2009	NUM
amfbr-200	319	11	)	)	PUNCT
amfbr-200	319	12	.	.	PUNCT
amfbr-200	320	1	the	the	DET
amfbr-200	320	2	effects	effect	NOUN
amfbr-200	320	3	of	of	ADP
amfbr-200	320	4	the	the	DET
amfbr-200	320	5	increasing	increase	VERB
amfbr-200	320	6	oil	oil	NOUN
amfbr-200	320	7	price	price	NOUN
amfbr-200	320	8	returns	return	NOUN
amfbr-200	320	9	and	and	CCONJ
amfbr-200	320	10	its	its	PRON
amfbr-200	320	11	volatility	volatility	NOUN
amfbr-200	320	12	on	on	ADP
amfbr-200	320	13	four	four	NUM
amfbr-200	320	14	emerged	emerge	VERB
amfbr-200	320	15	stock	stock	NOUN
amfbr-200	320	16	markets	market	NOUN
amfbr-200	320	17	,	,	PUNCT
amfbr-200	320	18	european	european	ADJ
amfbr-200	320	19	research	research	NOUN
amfbr-200	320	20	studies	study	NOUN
amfbr-200	320	21	,	,	PUNCT
amfbr-200	320	22	vol.xii	vol.xii	NOUN
amfbr-200	320	23	,	,	PUNCT
amfbr-200	320	24	issue	issue	NOUN
amfbr-200	320	25	(	(	PUNCT
amfbr-200	320	26	1	1	NUM
amfbr-200	320	27	)	)	PUNCT
amfbr-200	320	28	,	,	PUNCT
amfbr-200	320	29	pp	pp	ADP
amfbr-200	320	30	.	.	PUNCT
amfbr-200	321	1	149	149	NUM
amfbr-200	321	2	-	-	SYM
amfbr-200	321	3	161	161	NUM
amfbr-200	321	4	.	.	PUNCT
amfbr-200	321	5	lintner	lintner	PROPN
amfbr-200	321	6	,	,	PUNCT
amfbr-200	321	7	j.	j.	PROPN
amfbr-200	321	8	(	(	PUNCT
amfbr-200	321	9	1965	1965	NUM
amfbr-200	321	10	)	)	PUNCT
amfbr-200	321	11	.	.	PUNCT
amfbr-200	322	1	security	security	NOUN
amfbr-200	322	2	prices	price	NOUN
amfbr-200	322	3	,	,	PUNCT
amfbr-200	322	4	risk	risk	NOUN
amfbr-200	322	5	and	and	CCONJ
amfbr-200	322	6	the	the	DET
amfbr-200	322	7	maximal	maximal	ADJ
amfbr-200	322	8	gains	gain	NOUN
amfbr-200	322	9	from	from	ADP
amfbr-200	322	10	diversification	diversification	NOUN
amfbr-200	322	11	,	,	PUNCT
amfbr-200	322	12	journal	journal	NOUN
amfbr-200	322	13	of	of	ADP
amfbr-200	322	14	finance	finance	NOUN
amfbr-200	322	15	,	,	PUNCT
amfbr-200	322	16	dec	dec	PROPN
amfbr-200	322	17	.	.	PROPN
amfbr-200	323	1	pp	pp	PROPN
amfbr-200	323	2	.	.	PUNCT
amfbr-200	324	1	587	587	NUM
amfbr-200	324	2	-	-	SYM
amfbr-200	324	3	615	615	NUM
amfbr-200	324	4	.	.	PUNCT
amfbr-200	325	1	masih	masih	PROPN
amfbr-200	325	2	,	,	PUNCT
amfbr-200	325	3	r.	r.	PROPN
amfbr-200	325	4	peters	peters	PROPN
amfbr-200	325	5	,	,	PUNCT
amfbr-200	325	6	s.	s.	PROPN
amfbr-200	325	7	&	&	CCONJ
amfbr-200	325	8	de	de	PROPN
amfbr-200	325	9	mello	mello	PROPN
amfbr-200	325	10	,	,	PUNCT
amfbr-200	325	11	l.	l.	PROPN
amfbr-200	325	12	(	(	PUNCT
amfbr-200	325	13	2011	2011	NUM
amfbr-200	325	14	)	)	PUNCT
amfbr-200	325	15	.	.	PUNCT
amfbr-200	326	1	oil	oil	NOUN
amfbr-200	326	2	price	price	NOUN
amfbr-200	326	3	volatility	volatility	NOUN
amfbr-200	326	4	and	and	CCONJ
amfbr-200	326	5	stock	stock	NOUN
amfbr-200	326	6	price	price	NOUN
amfbr-200	326	7	fluctuations	fluctuation	NOUN
amfbr-200	326	8	in	in	ADP
amfbr-200	326	9	an	an	DET
amfbr-200	326	10	emerging	emerge	VERB
amfbr-200	326	11	market	market	NOUN
amfbr-200	326	12	:	:	PUNCT
amfbr-200	326	13	evidence	evidence	NOUN
amfbr-200	326	14	from	from	ADP
amfbr-200	326	15	south	south	PROPN
amfbr-200	326	16	korea	korea	PROPN
amfbr-200	326	17	,	,	PUNCT
amfbr-200	326	18	energy	energy	NOUN
amfbr-200	326	19	economics	economic	NOUN
amfbr-200	326	20	,	,	PUNCT
amfbr-200	326	21	vol	vol	NOUN
amfbr-200	326	22	.	.	PROPN
amfbr-200	326	23	33	33	NUM
amfbr-200	326	24	,	,	PUNCT
amfbr-200	326	25	no.5	no.5	PROPN
amfbr-200	326	26	,	,	PUNCT
amfbr-200	326	27	pp	pp	ADP
amfbr-200	326	28	.	.	PUNCT
amfbr-200	327	1	975	975	NUM
amfbr-200	327	2	-	-	SYM
amfbr-200	327	3	986	986	NUM
amfbr-200	327	4	mossin	mossin	NOUN
amfbr-200	327	5	,	,	PUNCT
amfbr-200	327	6	j.	j.	PROPN
amfbr-200	327	7	(	(	PUNCT
amfbr-200	327	8	1966	1966	NUM
amfbr-200	327	9	)	)	PUNCT
amfbr-200	327	10	.	.	PUNCT
amfbr-200	328	1	equilibrium	equilibrium	NOUN
amfbr-200	328	2	in	in	ADP
amfbr-200	328	3	a	a	DET
amfbr-200	328	4	capital	capital	NOUN
amfbr-200	328	5	asset	asset	NOUN
amfbr-200	328	6	market	market	NOUN
amfbr-200	328	7	,	,	PUNCT
amfbr-200	328	8	econometrica	econometrica	PROPN
amfbr-200	328	9	,	,	PUNCT
amfbr-200	328	10	oct	oct	PROPN
amfbr-200	328	11	,	,	PUNCT
amfbr-200	328	12	pp	pp	ADJ
amfbr-200	328	13	.	.	PUNCT
amfbr-200	329	1	74	74	NUM
amfbr-200	329	2	-	-	SYM
amfbr-200	329	3	83	83	NUM
amfbr-200	329	4	.	.	PUNCT
amfbr-200	330	1	muhtaseb	muhtaseb	PROPN
amfbr-200	330	2	,	,	PUNCT
amfbr-200	330	3	b.	b.	PROPN
amfbr-200	330	4	m.	m.	PROPN
amfbr-200	330	5	a.	a.	PROPN
amfbr-200	330	6	&	&	CCONJ
amfbr-200	330	7	al	al	PROPN
amfbr-200	330	8	-	-	PUNCT
amfbr-200	330	9	assaf	assaf	PROPN
amfbr-200	330	10	,	,	PUNCT
amfbr-200	330	11	g.	g.	PROPN
amfbr-200	330	12	(	(	PUNCT
amfbr-200	330	13	2017).oil	2017).oil	NUM
amfbr-200	330	14	price	price	NOUN
amfbr-200	330	15	fluctuations	fluctuation	NOUN
amfbr-200	330	16	and	and	CCONJ
amfbr-200	330	17	their	their	PRON
amfbr-200	330	18	impact	impact	NOUN
amfbr-200	330	19	on	on	ADP
amfbr-200	330	20	stock	stock	NOUN
amfbr-200	330	21	market	market	NOUN
amfbr-200	330	22	returns	return	NOUN
amfbr-200	330	23	in	in	ADP
amfbr-200	330	24	jordan	jordan	PROPN
amfbr-200	330	25	:	:	PUNCT
amfbr-200	330	26	evidence	evidence	NOUN
amfbr-200	330	27	from	from	ADP
amfbr-200	330	28	asymmetric	asymmetric	ADJ
amfbr-200	330	29	co	co	NOUN
amfbr-200	330	30	-	-	NOUN
amfbr-200	330	31	integration	integration	NOUN
amfbr-200	330	32	analysis	analysis	NOUN
amfbr-200	330	33	,	,	PUNCT
amfbr-200	330	34	international	international	ADJ
amfbr-200	330	35	journal	journal	NOUN
amfbr-200	330	36	of	of	ADP
amfbr-200	330	37	financial	financial	ADJ
amfbr-200	330	38	research	research	NOUN
amfbr-200	330	39	,	,	PUNCT
amfbr-200	330	40	vol	vol	NOUN
amfbr-200	330	41	.	.	PROPN
amfbr-200	330	42	8	8	NUM
amfbr-200	330	43	,	,	PUNCT
amfbr-200	330	44	no.1	no.1	NUM
amfbr-200	330	45	,	,	PUNCT
amfbr-200	330	46	pp.172	pp.172	NOUN
amfbr-200	330	47	-	-	PUNCT
amfbr-200	330	48	180	180	NUM
amfbr-200	330	49	.	.	PUNCT
amfbr-200	331	1	okafor	okafor	PROPN
amfbr-200	331	2	,	,	PUNCT
amfbr-200	331	3	f.	f.	PROPN
amfbr-200	331	4	o.	o.	PROPN
amfbr-200	331	5	(	(	PUNCT
amfbr-200	331	6	1983	1983	NUM
amfbr-200	331	7	)	)	PUNCT
amfbr-200	331	8	.	.	PUNCT
amfbr-200	332	1	investment	investment	NOUN
amfbr-200	332	2	decisions	decision	NOUN
amfbr-200	332	3	:	:	PUNCT
amfbr-200	332	4	evaluation	evaluation	NOUN
amfbr-200	332	5	of	of	ADP
amfbr-200	332	6	projects	project	NOUN
amfbr-200	332	7	and	and	CCONJ
amfbr-200	332	8	securities	security	NOUN
amfbr-200	332	9	,	,	PUNCT
amfbr-200	332	10	london	london	PROPN
amfbr-200	332	11	,	,	PUNCT
amfbr-200	332	12	cassell	cassell	PROPN
amfbr-200	332	13	ltd	ltd	PROPN
amfbr-200	332	14	.	.	PROPN
amfbr-200	332	15	ogbulu	ogbulu	VERB
amfbr-200	332	16	,	,	PUNCT
amfbr-200	332	17	o.	o.	NOUN
amfbr-200	332	18	m.	m.	NOUN
amfbr-200	332	19	(	(	PUNCT
amfbr-200	332	20	2012).all	2012).all	NUM
amfbr-200	332	21	-	-	PUNCT
amfbr-200	332	22	asset	asset	NOUN
amfbr-200	332	23	market	market	NOUN
amfbr-200	332	24	portfolio	portfolio	NOUN
amfbr-200	332	25	and	and	CCONJ
amfbr-200	332	26	the	the	DET
amfbr-200	332	27	risk	risk	NOUN
amfbr-200	332	28	-	-	PUNCT
amfbr-200	332	29	return	return	NOUN
amfbr-200	332	30	behaviour	behaviour	NOUN
amfbr-200	332	31	of	of	ADP
amfbr-200	332	32	assets	asset	NOUN
amfbr-200	332	33	:	:	PUNCT
amfbr-200	332	34	evidence	evidence	NOUN
amfbr-200	332	35	from	from	ADP
amfbr-200	332	36	the	the	DET
amfbr-200	332	37	nigerian	nigerian	ADJ
amfbr-200	332	38	capital	capital	NOUN
amfbr-200	332	39	market	market	NOUN
amfbr-200	332	40	,	,	PUNCT
amfbr-200	332	41	saarbrucken	saarbrucken	PROPN
amfbr-200	332	42	,	,	PUNCT
amfbr-200	332	43	germany	germany	PROPN
amfbr-200	332	44	,	,	PUNCT
amfbr-200	332	45	lap	lap	PROPN
amfbr-200	332	46	lambert	lambert	PROPN
amfbr-200	332	47	academic	academic	ADJ
amfbr-200	332	48	publishing	publishing	NOUN
amfbr-200	332	49	.	.	PUNCT
amfbr-200	333	1	ogbulu	ogbulu	ADJ
amfbr-200	333	2	,	,	PUNCT
amfbr-200	333	3	o.	o.	NOUN
amfbr-200	333	4	m.	m.	NOUN
amfbr-200	333	5	(	(	PUNCT
amfbr-200	333	6	2009	2009	NUM
amfbr-200	333	7	)	)	PUNCT
amfbr-200	333	8	.	.	PUNCT
amfbr-200	334	1	capital	capital	NOUN
amfbr-200	334	2	market	market	NOUN
amfbr-200	334	3	development	development	NOUN
amfbr-200	334	4	and	and	CCONJ
amfbr-200	334	5	economic	economic	ADJ
amfbr-200	334	6	growth	growth	NOUN
amfbr-200	334	7	in	in	ADP
amfbr-200	334	8	nigeria	nigeria	PROPN
amfbr-200	334	9	:	:	PUNCT
amfbr-200	334	10	application	application	NOUN
amfbr-200	334	11	of	of	ADP
amfbr-200	334	12	cointegration	cointegration	NOUN
amfbr-200	334	13	and	and	CCONJ
amfbr-200	334	14	causality	causality	NOUN
amfbr-200	334	15	tests	test	NOUN
amfbr-200	334	16	,	,	PUNCT
amfbr-200	334	17	journal	journal	NOUN
amfbr-200	334	18	of	of	ADP
amfbr-200	334	19	finance	finance	NOUN
amfbr-200	334	20	,	,	PUNCT
amfbr-200	334	21	banking	banking	NOUN
amfbr-200	334	22	and	and	CCONJ
amfbr-200	334	23	investment	investment	NOUN
amfbr-200	334	24	,	,	PUNCT
amfbr-200	334	25	department	department	NOUN
amfbr-200	334	26	of	of	ADP
amfbr-200	334	27	banking	banking	NOUN
amfbr-200	334	28	and	and	CCONJ
amfbr-200	334	29	finance	finance	NOUN
amfbr-200	334	30	,	,	PUNCT
amfbr-200	334	31	abia	abia	PROPN
amfbr-200	334	32	state	state	PROPN
amfbr-200	334	33	university	university	PROPN
amfbr-200	334	34	,	,	PUNCT
amfbr-200	334	35	vol	vol	NOUN
amfbr-200	334	36	.	.	PROPN
amfbr-200	335	1	3	3	NUM
amfbr-200	335	2	,	,	PUNCT
amfbr-200	335	3	no	no	INTJ
amfbr-200	335	4	.	.	NOUN
amfbr-200	335	5	1	1	NUM
amfbr-200	335	6	,	,	PUNCT
amfbr-200	335	7	april	april	PROPN
amfbr-200	335	8	,	,	PUNCT
amfbr-200	335	9	pp.1	pp.1	PROPN
amfbr-200	335	10	-	-	PUNCT
amfbr-200	335	11	19	19	NUM
amfbr-200	335	12	.	.	PUNCT
amfbr-200	336	1	ogbulu	ogbulu	VERB
amfbr-200	336	2	,	,	PUNCT
amfbr-200	336	3	o.	o.	NOUN
amfbr-200	336	4	m.	m.	NOUN
amfbr-200	336	5	(	(	PUNCT
amfbr-200	336	6	2016).weak	2016).weak	NOUN
amfbr-200	336	7	-	-	PUNCT
amfbr-200	336	8	form	form	NOUN
amfbr-200	336	9	market	market	NOUN
amfbr-200	336	10	efficiency	efficiency	NOUN
amfbr-200	336	11	,	,	PUNCT
amfbr-200	336	12	estimation	estimation	NOUN
amfbr-200	336	13	interval	interval	NOUN
amfbr-200	336	14	and	and	CCONJ
amfbr-200	336	15	the	the	DET
amfbr-200	336	16	nigerian	nigerian	ADJ
amfbr-200	336	17	stock	stock	NOUN
amfbr-200	336	18	exchange	exchange	PROPN
amfbr-200	336	19	:	:	PUNCT
amfbr-200	336	20	empirical	empirical	ADJ
amfbr-200	336	21	evidence	evidence	NOUN
amfbr-200	336	22	,	,	PUNCT
amfbr-200	336	23	international	international	ADJ
amfbr-200	336	24	journal	journal	NOUN
amfbr-200	336	25	of	of	ADP
amfbr-200	336	26	economics	economics	PROPN
amfbr-200	336	27	&	&	CCONJ
amfbr-200	336	28	business	business	NOUN
amfbr-200	336	29	,	,	PUNCT
amfbr-200	336	30	vol	vol	NOUN
amfbr-200	336	31	.	.	PROPN
amfbr-200	336	32	5	5	NUM
amfbr-200	336	33	,	,	PUNCT
amfbr-200	336	34	no.1	no.1	NUM
amfbr-200	336	35	,	,	PUNCT
amfbr-200	336	36	pp	pp	ADJ
amfbr-200	336	37	.	.	PUNCT
amfbr-200	337	1	84	84	NUM
amfbr-200	337	2	-	-	SYM
amfbr-200	337	3	116	116	NUM
amfbr-200	337	4	,	,	PUNCT
amfbr-200	337	5	summer	summer	NOUN
amfbr-200	337	6	,	,	PUNCT
amfbr-200	337	7	international	international	ADJ
amfbr-200	337	8	academy	academy	NOUN
amfbr-200	337	9	of	of	ADP
amfbr-200	337	10	business	business	NOUN
amfbr-200	337	11	,	,	PUNCT
amfbr-200	337	12	issn	issn	PROPN
amfbr-200	337	13	:	:	PUNCT
amfbr-200	337	14	1949	1949	NUM
amfbr-200	337	15	-	-	SYM
amfbr-200	337	16	5166	5166	NUM
amfbr-200	337	17	.	.	PUNCT
amfbr-200	338	1	ogbulu	ogbulu	VERB
amfbr-200	338	2	,	,	PUNCT
amfbr-200	338	3	o.	o.	PROPN
amfbr-200	338	4	m.	m.	PROPN
amfbr-200	338	5	&	&	CCONJ
amfbr-200	338	6	torbira	torbira	PROPN
amfbr-200	338	7	,	,	PUNCT
amfbr-200	338	8	l.	l.	PROPN
amfbr-200	338	9	l.	l.	PROPN
amfbr-200	338	10	(	(	PUNCT
amfbr-200	338	11	2012	2012	NUM
amfbr-200	338	12	)	)	PUNCT
amfbr-200	338	13	.	.	PUNCT
amfbr-200	339	1	budgetary	budgetary	ADJ
amfbr-200	339	2	operations	operation	NOUN
amfbr-200	339	3	and	and	CCONJ
amfbr-200	339	4	economic	economic	ADJ
amfbr-200	339	5	growth	growth	NOUN
amfbr-200	339	6	:	:	PUNCT
amfbr-200	339	7	the	the	DET
amfbr-200	339	8	nigerian	nigerian	PROPN
amfbr-200	339	9	perspective	perspective	NOUN
amfbr-200	339	10	,	,	PUNCT
amfbr-200	339	11	british	british	ADJ
amfbr-200	339	12	journal	journal	PROPN
amfbr-200	339	13	of	of	ADP
amfbr-200	339	14	arts	art	NOUN
amfbr-200	339	15	and	and	CCONJ
amfbr-200	339	16	social	social	ADJ
amfbr-200	339	17	sciences	science	NOUN
amfbr-200	339	18	,	,	PUNCT
amfbr-200	339	19	issn	issn	PROPN
amfbr-200	339	20	:	:	PUNCT
amfbr-200	339	21	2046	2046	NUM
amfbr-200	339	22	-	-	SYM
amfbr-200	339	23	9578	9578	NUM
amfbr-200	339	24	,	,	PUNCT
amfbr-200	339	25	vol.4	vol.4	PROPN
amfbr-200	339	26	,	,	PUNCT
amfbr-200	339	27	no.2	no.2	PROPN
amfbr-200	339	28	,	,	PUNCT
amfbr-200	339	29	pp	pp	ADJ
amfbr-200	339	30	.	.	PUNCT
amfbr-200	340	1	180	180	NUM
amfbr-200	340	2	-	-	SYM
amfbr-200	340	3	194	194	NUM
amfbr-200	340	4	.	.	PUNCT
amfbr-200	341	1	ogbulu	ogbulu	VERB
amfbr-200	341	2	,	,	PUNCT
amfbr-200	341	3	o.	o.	PROPN
amfbr-200	341	4	m.	m.	PROPN
amfbr-200	341	5	&	&	CCONJ
amfbr-200	341	6	torbira	torbira	PROPN
amfbr-200	341	7	,	,	PUNCT
amfbr-200	341	8	l.	l.	PROPN
amfbr-200	341	9	l.	l.	PROPN
amfbr-200	341	10	(	(	PUNCT
amfbr-200	341	11	2017	2017	NUM
amfbr-200	341	12	)	)	PUNCT
amfbr-200	341	13	.	.	PUNCT
amfbr-200	342	1	transmission	transmission	NOUN
amfbr-200	342	2	effects	effect	NOUN
amfbr-200	342	3	of	of	ADP
amfbr-200	342	4	the	the	DET
amfbr-200	342	5	interaction	interaction	NOUN
amfbr-200	342	6	between	between	ADP
amfbr-200	342	7	parallel	parallel	ADJ
amfbr-200	342	8	and	and	CCONJ
amfbr-200	342	9	official	official	ADJ
amfbr-200	342	10	foreign	foreign	ADJ
amfbr-200	342	11	exchange	exchange	NOUN
amfbr-200	342	12	markets	market	NOUN
amfbr-200	342	13	in	in	ADP
amfbr-200	342	14	nigeria	nigeria	PROPN
amfbr-200	342	15	,	,	PUNCT
amfbr-200	342	16	international	international	ADJ
amfbr-200	342	17	journal	journal	NOUN
amfbr-200	342	18	of	of	ADP
amfbr-200	342	19	economics	economic	NOUN
amfbr-200	342	20	and	and	CCONJ
amfbr-200	342	21	financial	financial	ADJ
amfbr-200	342	22	research	research	NOUN
amfbr-200	342	23	,	,	PUNCT
amfbr-200	342	24	vol	vol	NOUN
amfbr-200	342	25	.	.	PROPN
amfbr-200	343	1	3	3	NUM
amfbr-200	343	2	,	,	PUNCT
amfbr-200	343	3	no	no	INTJ
amfbr-200	343	4	.	.	NOUN
amfbr-200	343	5	6	6	NUM
amfbr-200	343	6	,	,	PUNCT
amfbr-200	343	7	pp	pp	ADJ
amfbr-200	343	8	.	.	PUNCT
amfbr-200	344	1	76	76	NUM
amfbr-200	344	2	-	-	SYM
amfbr-200	344	3	90	90	NUM
amfbr-200	344	4	.	.	PUNCT
amfbr-200	345	1	ono	ono	PROPN
amfbr-200	345	2	,	,	PUNCT
amfbr-200	345	3	s.	s.	PROPN
amfbr-200	345	4	(	(	PUNCT
amfbr-200	345	5	2011	2011	NUM
amfbr-200	345	6	)	)	PUNCT
amfbr-200	345	7	.	.	PUNCT
amfbr-200	346	1	oil	oil	NOUN
amfbr-200	346	2	price	price	NOUN
amfbr-200	346	3	shocks	shock	NOUN
amfbr-200	346	4	and	and	CCONJ
amfbr-200	346	5	stock	stock	NOUN
amfbr-200	346	6	markets	market	NOUN
amfbr-200	346	7	in	in	ADP
amfbr-200	346	8	brics	bric	NOUN
amfbr-200	346	9	,	,	PUNCT
amfbr-200	346	10	the	the	DET
amfbr-200	346	11	european	european	PROPN
amfbr-200	346	12	journal	journal	PROPN
amfbr-200	346	13	of	of	ADP
amfbr-200	346	14	comparative	comparative	ADJ
amfbr-200	346	15	economics	economic	NOUN
amfbr-200	346	16	,	,	PUNCT
amfbr-200	346	17	vol.8	vol.8	PROPN
amfbr-200	346	18	,	,	PUNCT
amfbr-200	346	19	no.1	no.1	NUM
amfbr-200	346	20	,	,	PUNCT
amfbr-200	346	21	pp	pp	ADJ
amfbr-200	346	22	.	.	PUNCT
amfbr-200	347	1	29	29	NUM
amfbr-200	347	2	-	-	SYM
amfbr-200	347	3	45	45	NUM
amfbr-200	347	4	.	.	PUNCT
amfbr-200	347	5	roll	roll	NOUN
amfbr-200	347	6	,	,	PUNCT
amfbr-200	347	7	r.	r.	PROPN
amfbr-200	347	8	(	(	PUNCT
amfbr-200	347	9	1977	1977	NUM
amfbr-200	347	10	)	)	PUNCT
amfbr-200	347	11	.	.	PUNCT
amfbr-200	348	1	a	a	DET
amfbr-200	348	2	critique	critique	NOUN
amfbr-200	348	3	of	of	ADP
amfbr-200	348	4	the	the	DET
amfbr-200	348	5	asset	asset	NOUN
amfbr-200	348	6	pricing	pricing	NOUN
amfbr-200	348	7	theory	theory	NOUN
amfbr-200	348	8	’s	’s	PART
amfbr-200	348	9	test	test	NOUN
amfbr-200	348	10	:	:	PUNCT
amfbr-200	348	11	part	part	NOUN
amfbr-200	348	12	1	1	NUM
amfbr-200	348	13	on	on	ADP
amfbr-200	348	14	past	past	NOUN
amfbr-200	348	15	and	and	CCONJ
amfbr-200	348	16	potential	potential	ADJ
amfbr-200	348	17	testability	testability	NOUN
amfbr-200	348	18	of	of	ADP
amfbr-200	348	19	the	the	DET
amfbr-200	348	20	theory	theory	NOUN
amfbr-200	348	21	,	,	PUNCT
amfbr-200	348	22	journal	journal	NOUN
amfbr-200	348	23	of	of	ADP
amfbr-200	348	24	financial	financial	ADJ
amfbr-200	348	25	economics	economic	NOUN
amfbr-200	348	26	,	,	PUNCT
amfbr-200	348	27	no.4	no.4	PROPN
amfbr-200	348	28	,	,	PUNCT
amfbr-200	348	29	march	march	NOUN
amfbr-200	348	30	,	,	PUNCT
amfbr-200	348	31	pp.349	pp.349	NOUN
amfbr-200	348	32	-	-	PUNCT
amfbr-200	348	33	357	357	NUM
amfbr-200	348	34	.	.	PUNCT
amfbr-200	349	1	ross	ross	PROPN
amfbr-200	349	2	,	,	PUNCT
amfbr-200	349	3	s.a	s.a	PROPN
amfbr-200	349	4	.	.	PROPN
amfbr-200	349	5	(	(	PUNCT
amfbr-200	349	6	1976	1976	NUM
amfbr-200	349	7	)	)	PUNCT
amfbr-200	349	8	.	.	PUNCT
amfbr-200	350	1	the	the	DET
amfbr-200	350	2	arbitrage	arbitrage	NOUN
amfbr-200	350	3	theory	theory	NOUN
amfbr-200	350	4	of	of	ADP
amfbr-200	350	5	capital	capital	NOUN
amfbr-200	350	6	asset	asset	NOUN
amfbr-200	350	7	pricing	pricing	NOUN
amfbr-200	350	8	,	,	PUNCT
amfbr-200	350	9	journal	journal	NOUN
amfbr-200	350	10	of	of	ADP
amfbr-200	350	11	economic	economic	ADJ
amfbr-200	350	12	theory	theory	NOUN
amfbr-200	350	13	,	,	PUNCT
amfbr-200	350	14	vol.13	vol.13	NOUN
amfbr-200	350	15	,	,	PUNCT
amfbr-200	350	16	pp	pp	ADJ
amfbr-200	350	17	.	.	PUNCT
amfbr-200	350	18	341360	341360	NUM
amfbr-200	350	19	.	.	PUNCT
amfbr-200	351	1	yusuf	yusuf	PROPN
amfbr-200	351	2	,	,	PUNCT
amfbr-200	351	3	m.	m.	NOUN
amfbr-200	351	4	(	(	PUNCT
amfbr-200	351	5	2015	2015	NUM
amfbr-200	351	6	)	)	PUNCT
amfbr-200	351	7	.	.	PUNCT
amfbr-200	352	1	an	an	DET
amfbr-200	352	2	analysis	analysis	NOUN
amfbr-200	352	3	of	of	ADP
amfbr-200	352	4	the	the	DET
amfbr-200	352	5	impact	impact	NOUN
amfbr-200	352	6	of	of	ADP
amfbr-200	352	7	oil	oil	NOUN
amfbr-200	352	8	price	price	NOUN
amfbr-200	352	9	shocks	shock	NOUN
amfbr-200	352	10	on	on	ADP
amfbr-200	352	11	the	the	DET
amfbr-200	352	12	growth	growth	NOUN
amfbr-200	352	13	of	of	ADP
amfbr-200	352	14	the	the	DET
amfbr-200	352	15	nigerian	nigerian	ADJ
amfbr-200	352	16	economy	economy	NOUN
amfbr-200	352	17	:	:	PUNCT
amfbr-200	352	18	19702011	19702011	NUM
amfbr-200	352	19	,	,	PUNCT
amfbr-200	352	20	african	african	ADJ
amfbr-200	352	21	journal	journal	NOUN
amfbr-200	352	22	of	of	ADP
amfbr-200	352	23	business	business	NOUN
amfbr-200	352	24	management	management	NOUN
amfbr-200	352	25	,	,	PUNCT
amfbr-200	352	26	vol	vol	NOUN
amfbr-200	352	27	.	.	PROPN
amfbr-200	352	28	9	9	NUM
amfbr-200	352	29	,	,	PUNCT
amfbr-200	352	30	no	no	INTJ
amfbr-200	352	31	.	.	NOUN
amfbr-200	352	32	3	3	NUM
amfbr-200	352	33	,	,	PUNCT
amfbr-200	352	34	pp	pp	ADJ
amfbr-200	352	35	.	.	PUNCT
amfbr-200	353	1	103	103	NUM
amfbr-200	353	2	-	-	SYM
amfbr-200	353	3	115	115	NUM
amfbr-200	353	4	zubair	zubair	PROPN
amfbr-200	353	5	,	,	PUNCT
amfbr-200	353	6	a.	a.	PROPN
amfbr-200	353	7	okorie	okorie	PROPN
amfbr-200	353	8	,	,	PUNCT
amfbr-200	353	9	g.	g.	PROPN
amfbr-200	353	10	&	&	CCONJ
amfbr-200	353	11	sanusi	sanusi	PROPN
amfbr-200	353	12	,	,	PUNCT
amfbr-200	353	13	a.	a.	PROPN
amfbr-200	353	14	r.	r.	PROPN
amfbr-200	353	15	(	(	PUNCT
amfbr-200	353	16	2013	2013	NUM
amfbr-200	353	17	)	)	PUNCT
amfbr-200	353	18	.	.	PUNCT
amfbr-200	354	1	exchange	exchange	NOUN
amfbr-200	354	2	rate	rate	NOUN
amfbr-200	354	3	pass	pass	NOUN
amfbr-200	354	4	-	-	PUNCT
amfbr-200	354	5	through	through	NOUN
amfbr-200	354	6	to	to	ADP
amfbr-200	354	7	domestic	domestic	ADJ
amfbr-200	354	8	prices	price	NOUN
amfbr-200	354	9	in	in	ADP
amfbr-200	354	10	nigeria	nigeria	PROPN
amfbr-200	354	11	:	:	PUNCT
amfbr-200	354	12	an	an	DET
amfbr-200	354	13	empirical	empirical	ADJ
amfbr-200	354	14	investigation	investigation	NOUN
amfbr-200	354	15	,	,	PUNCT
amfbr-200	354	16	economic	economic	ADJ
amfbr-200	354	17	and	and	CCONJ
amfbr-200	354	18	financial	financial	ADJ
amfbr-200	354	19	review	review	NOUN
amfbr-200	354	20	,	,	PUNCT
amfbr-200	354	21	central	central	ADJ
amfbr-200	354	22	bank	bank	PROPN
amfbr-200	354	23	of	of	ADP
amfbr-200	354	24	nigeria	nigeria	PROPN
amfbr-200	354	25	,	,	PUNCT
amfbr-200	354	26	vol.51	vol.51	PROPN
amfbr-200	354	27	,	,	PUNCT
amfbr-200	354	28	no.1	no.1	NUM
amfbr-200	354	29	,	,	PUNCT
amfbr-200	354	30	pp	pp	ADJ
amfbr-200	354	31	.	.	PUNCT
amfbr-200	355	1	128	128	NUM
amfbr-200	355	2	copyrights	copyright	NOUN
amfbr-200	355	3	copyright	copyright	NOUN
amfbr-200	355	4	for	for	ADP
amfbr-200	355	5	this	this	DET
amfbr-200	355	6	article	article	NOUN
amfbr-200	355	7	is	be	AUX
amfbr-200	355	8	retained	retain	VERB
amfbr-200	355	9	by	by	ADP
amfbr-200	355	10	the	the	DET
amfbr-200	355	11	author(s	author(s	PROPN
amfbr-200	355	12	)	)	PUNCT
amfbr-200	355	13	,	,	PUNCT
amfbr-200	355	14	with	with	ADP
amfbr-200	355	15	first	first	ADJ
amfbr-200	355	16	publication	publication	NOUN
amfbr-200	355	17	rights	right	NOUN
amfbr-200	355	18	granted	grant	VERB
amfbr-200	355	19	to	to	ADP
amfbr-200	355	20	the	the	DET
amfbr-200	355	21	journal	journal	NOUN
amfbr-200	355	22	.	.	PUNCT
amfbr-200	356	1	this	this	PRON
amfbr-200	356	2	is	be	AUX
amfbr-200	356	3	an	an	DET
amfbr-200	356	4	open	open	ADJ
amfbr-200	356	5	-	-	PUNCT
amfbr-200	356	6	access	access	NOUN
amfbr-200	356	7	article	article	NOUN
amfbr-200	356	8	distributed	distribute	VERB
amfbr-200	356	9	under	under	ADP
amfbr-200	356	10	the	the	DET
amfbr-200	356	11	terms	term	NOUN
amfbr-200	356	12	and	and	CCONJ
amfbr-200	356	13	conditions	condition	NOUN
amfbr-200	356	14	of	of	ADP
amfbr-200	356	15	the	the	DET
amfbr-200	356	16	creative	creative	ADJ
amfbr-200	356	17	commons	common	NOUN
amfbr-200	356	18	attribution	attribution	NOUN
amfbr-200	356	19	license	license	NOUN
amfbr-200	356	20	(	(	PUNCT
amfbr-200	356	21	http://creativecommons.org/licenses/by/4.0/	http://creativecommons.org/licenses/by/4.0/	PROPN
amfbr-200	356	22	)	)	PUNCT