Application of Generalized Autoregressive Conditional Heteroschedasticity Model on Inflation and Share Price Movement in Nigeria
In the past, studies on the linkage between share prices movement and inflation has been subjected to extensive research by academics, researchers, practitioners and policy makers since the 1990s. Most studies in the industrialized economies showed the existence of negative relationship between sha...
Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
EconJournals
2016-10-01
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Series: | International Journal of Economics and Financial Issues |
Online Access: | https://www.econjournals.com/index.php/ijefi/article/view/2143 |