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    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 ...
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    Impact of exchange rate volatility on inflation rates in Kenya: GARCH model approach 

    Maina, Nathaniel Mugambi (Strathmore University, 2018)
    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 ...
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    Efficiency of the markov regime switching GARCH Model in modelling volatility for tea prices 

    Maiyo, Mathew Kiplimo (Strathmore University, 2018)
    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 ...

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    AuthorMaina, Nathaniel Mugambi (1)Maiyo, Mathew Kiplimo (1)Onyach, Kevin Onyango (1)Subject
    Volatility (3)
    Exchange rates (1)Exponential GARCH (1)GARCH (1)GARCH model (1)GJR-GARCH (1)In-sample forecast (1)inflation (1)macroeconomics (1)Markov Regime Switching GARCH (1)... View MoreDate Issued
    2018 (3)
    Has File(s)Yes (3)

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