Now showing items 1-5 of 5

  • Assessing the impact of volatility on expected stock return 

    Lelo, Sora (Strathmore University, 2015-12)
    Many researchers have studied movements in aggregate stock market volatility. Some argue that the relation between returns and volatility is strong. Pindyck (1984) attributed much of the decline in stock prices during the ...
  • Determinants of exchange rates and foreign exchange volatility 

    Karanja, Waiguru (2010-07)
    Explaining the movements in the exchange rate is still a puzzle to economists particularly since the break down of the Bretton Wood system in the early 1970's, when many countries introduced a floating system. This paper ...
  • Effect of exchange rate volatility on foreign direct investment - the case of Kenya 

    Waweru, Wanuma (Strathmore University, 2015-11)
    The purpose of this research study was to examine the effect of exchange rate volatility on foreign direct investment (FDI) in a developing nation with the focus being Kenya. Time series data ranging from 1993-2013 were ...
  • Impact of exchange rate and interest rate volatility on share price returns 

    Kimani, Stephanie Angela Wanjiku (Strathmore University, 2014-12)
    An efficient financial system promotes economic growth though the proper allocation of resources to all market participants. The stock market plays an important role in achieving economic growth. The proper functioning of ...
  • Return volatility and equity pricing: a frontier market perspective 

    Othieno, Ferdinand; Chege, Theuri; Kodongo, Odongo
    Using both monthly and weekly return series between 1999:01 and 2013:12, we investigate the dynamics of stock returns and volatility in a Kenya’s fledgling equity market – the Nairobi Securities Exchange. Both the GARCH-in-mean ...