Now showing items 1-2 of 2

  • The effect of inflation risk on the equity risk premium - evidence from Kenya 

    Gitonga, Allan Mutuma (Strathmore University, 2014-03-23)
    This research is an analysis of the relationship between inflation volatility and Equity Risk Premium (ERP) volatility in Kenya. The study uses the Generalized Autoregressive Conditional Heteroscedasticity-in-Mean (GARCH-M) ...
  • Impact of currency risk premium on stock returns 

    Chege, Grace Mumbi (Strathmore University, 2017)
    African markets are riddled with occurrences that make it quite difficult to understand the investing environment, especially with the stock markets. Foreign and local investors hence demand greater compensation for unknown ...