Investigation of the Granger causal relationship between macroeconomic variables and stock prices in Kenya
Mohammed Mustapha Wasseja; Elizabeth Njoroge; Samwel N. Mwenda
Year of publication: |
2015
|
---|---|
Authors: | Wasseja, Mohammed Mustapha ; Njoroge, Elizabeth ; Mwenda, Samwel N. |
Published in: |
International journal of business and economics research : IJBER. - [New York, NY] : Science Publishing Group, ISSN 2328-7543, ZDB-ID 2758923-7. - Vol. 4.2015, 3, p. 98-108
|
Subject: | Granger Causality | Stock Prices | Vector Autoregressive | Kausalanalyse | Causality analysis | Börsenkurs | Share price | Kenia | Kenya | VAR-Modell | VAR model | Kointegration | Cointegration | Wirkungsanalyse | Impact assessment |
Saved in:
Saved in favorites
Similar items by subject
-
The causal relationship between stock prices and macroeconomic variables : a case study for Turkey
Büyüksalvarci, Ahmet, (2010)
-
Energy prices and the Nigerian stock market
Alio, Felix Chukwubuzo, (2019)
-
Long-run relationship between macroeconomic variables and stock market : evidence from India
Tripathy, Nalini Prava, (2012)
- More ...