• Login
    Search 
    •   SU+ Home
    • Research and Publications
    • Strathmore Institute of Mathematical Sciences (SIMs)
    • Search
    •   SU+ Home
    • Research and Publications
    • Strathmore Institute of Mathematical Sciences (SIMs)
    • Search
    JavaScript is disabled for your browser. Some features of this site may not work without it.

    Search

    Show Advanced FiltersHide Advanced Filters

    Filters

    Use filters to refine the search results.

    Now showing items 1-3 of 3

    • Sort Options:
    • Relevance
    • Title Asc
    • Title Desc
    • Issue Date Asc
    • Issue Date Desc
    • Results Per Page:
    • 5
    • 10
    • 20
    • 40
    • 60
    • 80
    • 100
    Thumbnail

    Impact of macroeconomic variables on stock market volatility : a case study of the Nairobi Stock Exchange. 

    Onyach, Kevin Onyango (Strathmore University, 2018)
    Stock market plays a very important role in economic growth and development. It is a center of network transactions where buyers and sellers of securities meet at a specified price. Movement of stock markets is an important ...
    Thumbnail

    Impact of pension funds on the stock market volatility in Kenya. 

    Ondisi, Juliet Moraa (Strathmore University, 2018)
    This study is an empirical test of the impact pension funds have on the volatility of monthly stock returns in Kenya. The study involved RBA funds invested in equities and monthly NSE index returns. The time period under ...
    Thumbnail

    Estimating value-at-risk using crash-metrics 

    Otao, Calvin Mochoge (Strathmore University, 2018)
    The purpose of this study is to estimate Value-at-Risk using Crash-Metrics, a methodology proposed by (Wilmott, 2006) while applying them in the Kenyan context. We compare the results from the Beta Parametric Value-at-Risk, ...

    DSpace software copyright © 2002-2016  DuraSpace
    Contact Us | Send Feedback
    Theme by 
    Atmire NV
     

     

    Browse

    All of SU+Communities & CollectionsBy Issue DateAuthorsTitlesSubjectsThis CommunityBy Issue DateAuthorsTitlesSubjects

    My Account

    Login

    Discover

    AuthorOndisi, Juliet Moraa (1)Onyach, Kevin Onyango (1)Otao, Calvin Mochoge (1)Subject
    Stock markets (3)
    cash-metrics (1)macroeconomics (1)Pension (1)Revenue (1)Stock exchange (1)value-at-risk (1)Volatility (1)... View MoreDate Issued
    2018 (3)
    Has File(s)Yes (3)

    DSpace software copyright © 2002-2016  DuraSpace
    Contact Us | Send Feedback
    Theme by 
    Atmire NV