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Effects of Exchange Rate, Interest Rate, and Inflation on Stock Market Returns Volatility in Nigeria

This study employed GARCH (1.1) techniques to evaluate the existence of high stock market returns volatility, and the impact of the exchange rate, interest rate and inflation on stock market returns in Nigeria, using monthly series data from 1995 – 2014. Excessive volatility hinders the stock market from playing its role of Mobilizing, financial resources from surplus units to deficit units and may cause a financial crisis. The research finding shows that interest rate has a negative relationship with stock market returns, while the inflation rate and exchange rate have a positive relationship…

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Source	OpenAlex research
Collection	International records
Kind	Document
Publisher	THE INTERNATIONAL JOURNAL OF MANAGEMENT SCIENCE AND BUSINESS ADMINISTRATION
Date	2019-01-01
Type	article
Details	openalex authorships.countries:NG,primary topic.subfield.id:3320\|3321\|3308\|1202\|3303\|3312\|2002\|2000\|2003 + local /\bnige
Found at	https://doi.org/10.18775/ijmsba.1849-5664-5419.2014.56.1005
Archived copy	Look it up in the Wayback Machine
Record ID	`openalex:W2986029979`

Cite this record

Effects of Exchange Rate, Interest Rate, and Inflation on Stock Market Returns Volatility in Nigeria. OpenAlex research, 2019. Vero Archive, record openalex:W2986029979.