Browsing Strathmore Institute of Mathematical Sciences (SIMs) by Subject "Stock market volatility"
Now showing items 1-2 of 2
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The effect of money supply on stock market volatility in Kenya
(Strathmore University, 2014-03-14)This paper considers the effect of money supply on stock market volatility, using M2 as a measure of money supply since it is a measure of broad money in the economy. This relationship is important because the level of ... -
Stock market volatility forecasting at the Nairobi Securities Exchange: a comparison between asymmetric GARCH models and neural networks
(Strathmore University, 2021)In this study, we conducted a comparative study on the volatility forecasting models focusing on the asymmetric GARCH models and the Artificial Neural Networks. The study focused on the Nairobi Securities Exchange and used ...
