Browsing BBSE Research Projects by Issue Date
Now showing items 21-40 of 236
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The effect of money supply on stock market volatility in Kenya
(Strathmore University, 2014-03-14)This paper considers the effect of money supply on stock market volatility, using M2 as a measure of money supply since it is a measure of broad money in the economy. This relationship is important because the level of ... -
Quantifying premium risk faced by the Kenyan Insurance companies using the solvency 2 directive
(Strathmore University, 2014-03-19)Solvency 2 is an EU Directive that is concerned with the amount of capital that European Insurance Companies must have to reduce the risk of Insolvency. It applies to all European Union insurers and reinsurance companies ... -
The status of private equity in Kenya - a comparative study with South Africa
(Strathmore University, 2014-03-21)This paper gives an insight into the Kenyan Private Equity Industry compared to that of South Africa as well as the underlying reasons for the stark differences. It also highlights challenges that the industries, including ... -
Assessing the pricing of currency risk in the Kenyan stock market
(Strathmore University, 2014-03-23)The Arbitrage Pricing Theory of Ross ( 1976) provides the theoretical framework for the three factor unconditional asset pricing model used in this study. Using the Generalized Method of Moments procedure the traditional ... -
The effect of inflation risk on the equity risk premium - evidence from Kenya
(Strathmore University, 2014-03-23)This research is an analysis of the relationship between inflation volatility and Equity Risk Premium (ERP) volatility in Kenya. The study uses the Generalized Autoregressive Conditional Heteroscedasticity-in-Mean (GARCH-M) ... -
Effects of demographic changes on equity returns - the Kenyan contex
(Strathmore University, 2014-03-23)Modigliani's Life Cycle Hypothesis (LCH) predicts that demographic variables should play a significant role in affecting asset prices through consumption patterns. Understanding this relationship is particularly important ... -
Capital structure and stock returns - evidence from the Nairobi Securities Exchange
(Strathmore University, 2014-03-24)Capital structure and stock return are important aspects in financial management. This study examines how debt ratios move in relation with movement in stock prices for listed firms in Kenya. The Fama-Macbeth regression ... -
An evaluation of the preparedness of banks in Kenya for Basel III implementation
(Strathmore University, 2014-03-27)This qualitative study sought to establish the preparedness of banks to implement Basel III standards; the latest instalment of the Basel accords. A study of literature determined that implementation of Basel IL the ... -
The relationship between risk disclosure, risk management and firm performance - case of the Nairobi Securities Exchange Companies
(Strathmore University, 2014-03-27)The subject of risk, risk disclosure and risk management has been getting more attention over the years. Due to globalization, firms are more prone to risks affecting business operations and decisions made by stakeholders. ... -
Effects of excise tax on government revenue contribution and consumption patterns - evidence from the alcohol sector in Kenya
(Strathmore University, 2014-03-28)This study sought to find out the effect that excise tax on alcoholic drinks has with respect to government revenue contribution and consumption of alcoholic products. The product of choice used as a proxy for the alcohol ... -
Credit scoring for group lending - an analysis of the Kenyan Microfinance Institutions
(Strathmore University, 2014-03-31)Microfinance Institutions play a major role in expanding the reach of microcredit programs in the Kenyan economy through providing group lending. This initiative has been hampered by lack of a risk-based pricing and ... -
Determinants of savings among the urban poor in Mukuru's informal settlements of Nairobi, Kenya
(Strathmore University, 2014-04)This study sought to probe savings among the dwellers in Mukuru's informal settlements, otherwise known as 'slums' in urban Nairobi. The choice of savings was influenced by literature that is informative of development for ... -
The responsiveness of monetary policy in developing countries - an empirical study of Kenya
(Strathmore University, 2014-04)The interest rate channel is commonly used by the Central Bank of Kenya as a means of maintaining price stability. However, the effectiveness of this channel has come into question. This paper tests the responsiveness of ... -
Origins, sector destinations and determinants of foreign direct investment in Kenya
(Strathmore University, 2014-04-04)This is a study on Kenya's foreign direct investment inflows' determinants, source countries and sector destinations. The motivation for researching these is the current low rate of foreign direct investment flows into ... -
Capital market integration in EAC progress ahead of the monetary union formation
(Strathmore University, 2014-11)The East African Community countries Kenya, Uganda, Tanzania, Rwanda and Burundi have increased efforts towards achieving regional integration which is expected to address the liquidity and capitalization challenges and ... -
Impact of exchange rate and interest rate volatility on share price returns
(Strathmore University, 2014-12)An efficient financial system promotes economic growth though the proper allocation of resources to all market participants. The stock market plays an important role in achieving economic growth. The proper functioning of ... -
The X-efficiency of insurance companies in Kenya
(Strathmore University, 2015)This project seeks to determine the X-efficiencies ofboth life and non-life insurance companies in Kenya. It also establishes whether the X-efficiency ofthese insurance companies is affected by the type of business (life ... -
Test for purchasing power parity in selected African countries
(Strathmore University, 2015)This paper tests for the purchasing power parity condition in selected developing countries in Africa, that is; Kenya, Rwanda and Nigeria . The purchasing power parity condition is widely used as a predictor of future ... -
Analysis of asset allocation and the financial performance of individual pension schemes in Kenya
(Strathmore University, 2015)Pension funds are a major source of retirement income for many people worldwide. There is an increased need to measure perfonnance of the assets held by the schemes since the growing importance of pension funds has boosted ... -
Effects of equity capital changes on the lending rates of Kenyan banks
(Strathmore University, 2015)This study examines the consequences of imposing higher capital requirements on banks, and more specifically their long-term effects on bank lending rates. The analysis involves econometric estimations of the determinants ...
