Stock Market Response to Economic Growth and Interest Rate Volatility: Evidence from Nigeria
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...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
EconJournals
2016-01-01
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| Series: | International Journal of Economics and Financial Issues |
| Online Access: | https://www.econjournals.com/index.php/ijefi/article/view/1608 |