MACROECONOMIC VARIABLES AND STOCK PRICE VOLATILITY IN NIGERIA
The purpose of this paper is to examine the relationship between stock price volatility and few macroeconomic variables such as inflation, exchange rate, GDP and interest rate. Annual time series data ranging from 1980 to 2011 was used for this study. The generalized autoregressive conditional heter...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
University of Petrosani
2014-10-01
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| Series: | Annals of the University of Petrosani: Economics |
| Subjects: | |
| Online Access: | http://www.upet.ro/annals/economics/pdf/2014/part1/Omorokunwa-Ikponmwosa.pdf |