Stock Market Return Volatility and Macroeconomic Variables in Nigeria
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Cited by:
- Izunobi Anthony Okechukwu & Nzotta Samuel Mbadike & Ugwuanyim Geoffrey & Benedict Anayochukwu Ozurumba, 2019. "Effects of Exchange Rate, Interest Rate, and Inflation on Stock Market Returns Volatility in Nigeria," International Journal of Management Science and Business Administration, Inovatus Services Ltd., vol. 5(6), pages 38-47, September.
- Tosin B. Fateye & Oluwaseun D. Ajay & Cyril A. Ajay, 2021. "Modelling of Daily Price Volatility of South Africa Property Stock Market Using GARCH Analysis," AfRES 2021-013, African Real Estate Society (AfRES).
- 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.
- Joshua Odutola Omokehinde & Matthew Adeolu Abata & Stephen Oseko Migiro, 2017. "Foreign Exchange News Announcements and the Volatility of Stock Returns in Nigeria," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 67(3), pages 3-17, july-Sept.
- Muhammad Mansoor Baig & Waheed Aslam & Qaiser Malik & Muhammad Bilal, 2015. "Volatility of Stock Markets (an Analysis of South Asian and G8 Countries)," Acta Universitatis Danubius. OEconomica, Danubius University of Galati, issue 11(6), pages 58-70, December.
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Keywords
Stock return; macroeconomic variables; volatility; GARCH-X model; Nigeria;All these keywords.
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