This study employed AR (k)-EGARCH (p, q) technique to examine the volatility in stock market and macroeconomic variables, and used LA-VAR Granger Causality test to analyze the nexus between stock market volatility and macroeconomic variables volatility in Nigeria for the periods 1986 to 2010 using time-series data. The results of the findings revealed that there exists a bi-causal relationship between stock market volatility and real GDP volatility; and there is no causal relationship between stock market volatility and the volatility in interest rate and inflation rate. The study recommended that in order to less the stock market volatile, government should take pro-active role in building a stable market through tapping the growing intere...
The paper investigated the effect of inflation on stock market returns on the Nigerian stock exchang...
The paper investigated the effect of inflation on stock market returns on the Nigerian stock exchang...
This study examines the long-run and short-run effects of exchange rate on stock market development ...
This study employed AR (k)-EGARCH (p, q) technique to examine the volatility in stock market and mac...
This study employed AR (k)-EGARCH (p, q) technique to examine the volatility in stock market and mac...
This study used EGARCH estimation techniques to examine the impact of the systematic risk emanating ...
This study used EGARCH estimation techniques to examine the impact of the systematic risk emanating ...
This study examined the relationship between macroeconomic variable volatility and stock market retu...
The study evaluated the impact of domestic and global macroeconomic variables in explaining the move...
The study evaluated the impact of domestic and global macroeconomic variables in explaining the move...
This study examined the relationship between macroeconomic variable volatility and stock market retu...
The purpose of this paper is to examine the relationship between stock price volatility and few macr...
Since macroeconomic fundamentals have been found to play a vital role for changes in the economy of ...
The study determined the influenced of some macroeconomic variables on the government stock, industr...
Over the past decades, numerous studies have analyzed the relationship and the different results obt...
The paper investigated the effect of inflation on stock market returns on the Nigerian stock exchang...
The paper investigated the effect of inflation on stock market returns on the Nigerian stock exchang...
This study examines the long-run and short-run effects of exchange rate on stock market development ...
This study employed AR (k)-EGARCH (p, q) technique to examine the volatility in stock market and mac...
This study employed AR (k)-EGARCH (p, q) technique to examine the volatility in stock market and mac...
This study used EGARCH estimation techniques to examine the impact of the systematic risk emanating ...
This study used EGARCH estimation techniques to examine the impact of the systematic risk emanating ...
This study examined the relationship between macroeconomic variable volatility and stock market retu...
The study evaluated the impact of domestic and global macroeconomic variables in explaining the move...
The study evaluated the impact of domestic and global macroeconomic variables in explaining the move...
This study examined the relationship between macroeconomic variable volatility and stock market retu...
The purpose of this paper is to examine the relationship between stock price volatility and few macr...
Since macroeconomic fundamentals have been found to play a vital role for changes in the economy of ...
The study determined the influenced of some macroeconomic variables on the government stock, industr...
Over the past decades, numerous studies have analyzed the relationship and the different results obt...
The paper investigated the effect of inflation on stock market returns on the Nigerian stock exchang...
The paper investigated the effect of inflation on stock market returns on the Nigerian stock exchang...
This study examines the long-run and short-run effects of exchange rate on stock market development ...