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 shar...

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Bibliographic Details
Main Authors: Charles O. Manasseh, Ambrose N. Omeje
Format: Article
Language:English
Published: EconJournals 2016-09-01
Series:International Journal of Economics and Financial Issues
Subjects:
Online Access:https://dergipark.org.tr/tr/pub/ijefi/issue/32045/354675?publisher=http-www-cag-edu-tr-ilhan-ozturk