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

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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...

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Bibliographic Details
Main Authors:	Babajide Abiola Ayopo, Lawal Adedoyin Isola, Somoye Russel Olukayode
Format:	Article
Language:	English
Published:	EconJournals 2016-01-01
Series:	International Journal of Economics and Financial Issues
Online Access:	https://www.econjournals.com/index.php/ijefi/article/view/1608

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