International records / OpenAlex research

Stock Market Response to Economic Growth and Interest Rate Volatility: Evidence from Nigeria

This study examined the relationship between macroeconomic variable volatility and stock market return within the context of Blanchard (1981) extension of the Hicks (1937) IS-LM hypothesis, using EGARCH estimation techniques to analysis monthly data sourced on the Nigerian economy from January 1985 to December 2013. Our result shows that stock prices responds significantly to innovations in the interest rate and the RGDP, we therefore recommends that policy makers on the one hand should consider volatility in both the interest rate and the RGDP when making policies aimed at enhancing stock mar…

Files

PDF · 605.8 KB · text indexed, 36,375 characters
SHA-256 59627bc2ed862e7290ad5e3327fb45c04a2f5fdf7cb3a358f5abb73d0a099e38
from http://eprints.lmu.edu.ng/1979/1/lawal%20and%20babajide%20somoye.pdf
Open Download

Source	OpenAlex research
Collection	International records
Kind	Document
Publisher	Landmark University Repository (Landmark University)
Date	2016-01-01
Type	article
Details	openalex authorships.countries:NG,primary topic.subfield.id:3320\|3321\|3308\|1202\|3303\|3312\|2002\|2000\|2003 + local /\bnige
Found at	http://eprints.lmu.edu.ng/1979/1/lawal%20and%20babajide%20somoye.pdf
Archived copy	Look it up in the Wayback Machine
Record ID	`openalex:W3121267619`

Cite this record

Stock Market Response to Economic Growth and Interest Rate Volatility: Evidence from Nigeria. OpenAlex research, 2016. Vero Archive, record openalex:W3121267619.