* Markets panicked after Sanusi's removal on Thursday
* Sanusi says alarmed by corruption and "crashing oil revenues"
* Doesn't want his job back but to establish principle
(Adds details, background, quotes)
By Tim Cocks
LAGOS, Feb 21 (Reuters) - Nigeria's graft-fighting Central Bank Governor Lamido Sanusi said on Friday he would go to court to challenge his suspension by the ...