Browsing BBSE Research Projects by Title
Now showing items 168-187 of 236
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The Labour dynamics in the European single market
(Strathmore University, 2018)This study examines the impact that the introduction of the European single market has had on the unemployment rates and the level of wages in member countries of the European Union. The study seeks to obtain indicators ... -
Macroeconomic determinants of SME performance in Kenya
(Strathmore University, 2020)This paper explores the relationship between SME performance, as measured by growth in total annual sales, growth in the number of permanent full-time employees and capacity utilization, and macroeconomic factors- the ... -
Market efficiency and its consequences on profit warnings in the Nairobi Stock Exchange
(Strathmore University, 2014-03-09)My project comes up with a very interesting implication on academia and in practice I studied the occurrence of a profit warning in the NSE. It is important not to look at events in isolation but rather a general assessment ... -
Measuring financial stress - a country specific stress index for Kenya
(Strathmore University, 2015-11)The aftermath of the 2007-2008 global financial crisis shows how financial tum1oil can be transmitted from advanced to emerging and frontier markets. Most policy makers in emerging economies had little mechanisms to determine ... -
Measuring the effect of characteristics of loan obligors on default risk in a portfolio of individual loans using generalized linear models
(Strathmore University, 2016)A large part of bank profits is eamed from the interest charged on the different loans they advance to their customers; therefore proper management of credit risk is crucial for commercial banks. This paper studies the ... -
A model for inflation dynamics in Kenya
(Strathmore University, 2015)This paper analyzes the dynamics of inflation in Kenya between 1997 and 2013. The study is done by developing an empirically constant Vector Error Correction Model (VECM). The study finds out that exchange rates and money ... -
Modeling nominal exchange rates in Uganda. A comparison between traditional unit root tests and fractional integration
(Strathmore University, 2020)This paper analyzes six major nominal exchange rates in Uganda, determining whether shocks in each series are transitory or permanent in the long run. We obtain results from traditional unit root tests and compare these ... -
Modelling food security in Africa using panel data analysis
(Strathmore University, 2021)Agriculture has seen the success of green revolution and food security Asian developing countries (Pingali, 2012). Less than ten African countries invest more than 10% of their national budgets into the agricultural ... -
Modelling home advantage in soccer without fans
(Strathmore University, 2021)The occmTence of COVID-19 in 2020, midway through the 2019/2020 soccer season brought rise to the stop and re-emergence of the English Football League. The re-emergence brought with it a new aspect in that football matches ... -
Modelling the dynamics of Liquidity risk and bank profitability. A case of U.S. commercial banks
(Strathmore University, 2021)This study examines the effects of liquidity risk on bank profitability in different time horizons in the United States of America's commercial banking sector over the years 2011 to 2020. The effects are studied using ... -
Modelling the optimal growth- maximizing public debt threshold: A case for Kenya
(Strathmore University, 2021)This paper attempts to estimate the optimal growth -maximizing public debt threshold for Kenya by assessing the relationship between public debt and economic growth. The analysis determines the tipping point beyond ... -
Modelling volatility in the currency using stochastic models (GARCH and EGARCH)
(Strathmore University, 2021)This study looks into modelling variations in the rate of exchange by utilizing stochastic models. To do this, there are two models we focused on. The two models that are utilized in this study are the GARCH model and ... -
Monetary policy and financial markets: an econometric analysis on the impact of monetary policy on the stock market performance
(Strathmore University, 2015)The study attempted to investigate the effect of monetary policy on the stock market performance in Kenya using quarterly data over the period of March, 2000 to December 2012. The objective of the study was to estimate the ... -
Monetary policy effectiveness - the role of financial frictions on the effectiveness of the Kenyan Monetary Polilcy
(Strathmore University, 2015-11)This paper examines the role of credit market frictions on the effectiveness of the Kenyan monitory policy .Following from the credit channel theory, of particular interest is the credit channel of the Kenyan monitory ... -
Money supply, GDP and price level causality and long-run relationship in Kenya : an empirical analysis
(Strathmore University, 2018)This research study is mainly based on the fundamental relationship between money supply, prices and the gross domestic product in Kenya. The quarterly time series data of real Gross Domestic Product (GDP), money supplies ... -
Mortgage finance: determinants of the inputs to mortgage finance in Kenya
(Strathmore University, 2015)A mortgage loan, also referred to as a mortgage, is used by purchasers of real property to raise money to buy the property to be purchased or by existing property owners to raise funds for any purpose. Mortgage borrowers ... -
National debt and income inequality
(Strathmore University, 2016)This study examines the relationship between national debt levels and income inequality in an economy. With no a priori specification on the direction of causality, the role of either variable in influencing the other is ... -
On portfolio optimization: a case study based on the NSE
(Strathmore University, 2017)Diversification and active portfolio management have been suggested as means to enable investors obtain an optimal portfolio return with reduced risk exposure. Factor diversification has been proposed as a means to help ... -
On the profitability of technical trading rules based on artificial neural networks: evidence from the Kenyan stock market
(Strathmore University, 2017)The aim of this study is to investigate the profitability of technical trading rules based on artificial neural networks in the Kenyan stock market. The technical trading rule is also compared to the buy-and-hold strategy ... -
Optimization of soccer substitutions; a proposed decision rule: a case of the Kenyan Premier League
(Strathmore University, 2018)Managers and coaches make the tactical decisions and substitutions during a football match. Formation rearrangements, positional changes and substitution of players are some of key decisions taken by coaches. An independent ...
