Browsing Strathmore Institute of Mathematical Sciences (SIMs) by Subject "Exchange rates"
Now showing items 1-4 of 4
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The dynamic relationship between stock prices and exchange rates - A case of Kenya
(Strathmore University, 2015-11)This study investigates the price t1uctuations and volatility spillover effects as well as the relationship between the stock market and the currency market in Kenya. The study developed long run and short run models for ... -
Effect of exchange rate volatility on foreign direct investment - the case of Kenya
(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 volatility on inflation rates in Kenya: GARCH model approach
(Strathmore University, 2018)The purpose of this research is to find out the effect of exchange rate volatility on inflation rates in Kenya. The methodology involves the use of generalized autoregressive conditional heteroskedastic (GARCH) approach ... -
The influence of macroeconomic factors on the mortgage market in Kenya
(Strathmore University, 2017)The paper tries to study the relationship between the value of the mortgage market and key macroeconomic factors namely, Exchange rates, Inflation and GDP per capita. The real estate sector in the country is booming and ...
