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Intertemporal equity asset pricing with stochastic volatility at the NSE and the JSE
(Strathmore University, 2016)
This paper explores the implementation of an intertemporal asset pricing model with stochastic volatility. This model is applied to equity asset pricing at the Nairobi Securities Exchange (NSE) and the Johannesburg Stock ...
Institutions and economic growth: Kenya, 1963 - 2014
(Strathmore University, 2016)
This paper examines the existence of a relationship between political institutions and economic growth in Kenya. Through empirical analysis, carried out for the period between 1963-2014, the study aims to use the findings ...
The Use of dupont analysis in equity valuation : empirical study of Kenyan market
(Strathmore University, 2016)
The paper examined the stock market's association with the information in the DuPont components variables through long-window tests and found that the market recognized the future Return on Net Operating Assets, RNOA, and ...
An Econometric analysis of the relationship between oil price change and inflation dynamics in Kenya
(Strathmore University, 2016)
The purpose of this study was to analyse the relat ionship between global oil price and inflation in Kenya. The specifi c objective of the study was to investigate the . impact of fluctuations of global oil price on Kenyan ...
An empirical analysis on impact of macroeconomic variables on stock prices case in Kenya
(Strathmore University, 2016)
Previous research has evidenced that some macroeconomic variables have an effect on the stock prices of their listed companies. However this is not always the case especially in researches that were studying developing ...
Evaluation of methods for gene selection in melanoma cell lines
(Life science Global, 2016)
A major objective in microarray experiments is to identify a panel of genes that are associated with a disease outcome or trait. Many statistical methods have been proposed for gene selection within the last fifteen years. ...
The relationship between exports and economic growth in Kenya
(Strathmore University, 2016)
This paper evaluates the existence of a relationship between the exports and economic growth in Kenya. The study aims to improve and develop the policy in this area. The main variables this study include GOP and exports. ...
The Impact of exchange rates and inflation rate on the marketed returns to suppliers in the Kenyan tea industry
(Strathmore University, 2016)
Tea production and processing is a focal sector in the Kenyan agricultural sector with its' being the largest foreign exchange earner in the sector and thus a key contributor to the country's GDP. The tea sector is also a ...
The relationship between long-term public domestic debt and private investment: a case study of Kenya
(Strathmore University, 2016)
This study seeks to determine the impact of long-term public domestic debt on private investment in Kenya over the period 2000 to 2012 using quarterly data. Of particular interest, is whether long-term public domestic debt ...
Impact of monetary policy rates on commercial bank lending rates: Kenya bankers reference rate
(Strathmore University, 2016)
The purpose of this study was to find out the impact of monetary policy on commercial bank lending rate with a view of implementation of the Kenya Bankers' Reference Rate (KBRR). The key components of the KBRR; The 91 day ...