Macroeconomic variables and stock price volatility in Nigeria
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References listed on IDEAS
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Cited by:
- Sanya Ogunsakin & Isaac Tope Awe, 2020. "Macroeconomic Determinants of Stock Market Performance in Nigeria," Business and Economic Research, Macrothink Institute, vol. 10(4), pages 139-158, December.
- Anthony E. Ageme, 2020. "“Impact of Selected Macroeconomic Variables on Stock Market Development and Banking System Liquidity in Nigeria," International Journal of Research and Innovation in Social Science, International Journal of Research and Innovation in Social Science (IJRISS), vol. 4(7), pages 107-112, July.
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More about this item
Keywords
GARCH model; volatility; inflation; stock price; stock market; Nigeria;All these keywords.
JEL classification:
- O11 - Economic Development, Innovation, Technological Change, and Growth - - Economic Development - - - Macroeconomic Analyses of Economic Development
- N2 - Economic History - - Financial Markets and Institutions
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
Statistics
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