Data for: Vulnerability of a less-developed stock market to openness: one-way return and volatility transmissions

This dataset is for a study, within the area of Behavioral Finance, that, using a uniquely modified set of bivariate asymmetric GARCH models, investigates one-way return and volatility transmissions from the international Brent oil market, natural gas markets, carbon markets, and naira-dollar exchange market into the Nigerian stock market.