Browsing Strathmore Institute of Mathematical Sciences (SIMs) by Subject "Augmented Dickey-Fuller"

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The Effect of the fluctuation of the Chinese Yuan on the returns of stocks traded in the Kenyan, Ugandan and Tanzanian markets

Kibathi, Leonie Njeri (Strathmore University, 2018)

This paper investigated the relationship between Kenya, Tanzanian and Ugandan ex-change rates and the returns of three stocks traded in all three markets. The exchange rates analyzed were from the three countries versus ...