Stock Market Response to Economic Growth and Interest Rate Volatility: Evidence from Nigeria

Stock Market Response to Economic Growth and Interest Rate Volatility: Evidence from Nigeria

Show other versions (3)

This study examined the relationship between macroeconomic variable volatility and stock market return within the context of Blanchard (1981) extension of the Hicks (1937) IS-LM hypothesis, using EGARCH estimation techniques to analysis monthly data sourced on the Nigerian economy from January 1985...

Full description

Bibliographic Details
Main Authors: Babajide Abiola Ayopo, Lawal Adedoyin Isola, Somoye Russel Olukayode
Format: Article
Language:English
Published: EconJournals 2016-03-01
Series:International Journal of Economics and Financial Issues
Subjects:
interest rate
real gross domestic product
all share price
volatility
exponential general autoregressive conditional heteroskedascity
Online Access:https://dergipark.org.tr/tr/pub/ijefi/issue/32008/353699?publisher=http-www-cag-edu-tr-ilhan-ozturk

Internet

https://dergipark.org.tr/tr/pub/ijefi/issue/32008/353699?publisher=http-www-cag-edu-tr-ilhan-ozturk

Similar Items