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 ...

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 ...

This study examines the ability of the Markov Regime Switching GARCH model, in comparison with the univariete GARCH models, in modelling and forecasting price volatility of the tea traded at the Mombasa Tea Auction within ...