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Impact of macroeconomic variables on stock market volatility : a case study of the Nairobi Stock Exchange.
(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 ...
Impact of pension funds on the stock market volatility in Kenya.
(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 ...
Estimating value-at-risk using crash-metrics
(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, ...