Impact of pension funds on the stock market volatility in Kenya.

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dc.contributor.authorOndisi, Juliet Moraa
dc.date.accessioned2019-05-02T16:44:59Z
dc.date.available2019-05-02T16:44:59Z
dc.date.issued2018
dc.descriptionA Research project submitted in partial fulfillment of the requirements for the degree of Bachelor of Business Science in Actuarial Science at Strathmore Universityen_US
dc.description.abstractThis study is an empirical test of the impact pension funds have on the volatility of monthly stock returns in Kenya. The study involved RBA funds invested in equities and monthly NSE index returns. The time period under study ranged from the year 2002-2015. An ARMA (p,q)- EGARCH (1 , 1) model was used to evaluate the effect on the invested funds on the stock market volatility. However, the study did not find any significant influence of the RBA funds on the NSE market volatilityen_US
dc.identifier.urihttp://hdl.handle.net/11071/6454
dc.language.isoen_USen_US
dc.publisherStrathmore Universityen_US
dc.subjectPensionen_US
dc.subjectStock exchangeen_US
dc.subjectStock marketsen_US
dc.subjectRevenueen_US
dc.titleImpact of pension funds on the stock market volatility in Kenya.en_US
dc.typeUndergraduate projecten_US
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