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This study evaluates the response stock market volatility to foreign equity investments. Specifically, the study examines how foreign portfolio investment and foreign direct equity investment influence stock market volatility in Nigeria using monthly data from January 2007 to July 2017. Results...
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The importance of sovereign bond as a source of financing revenue deficit, benchmarking for corporate bonds and debt management in Africa, calls for continual monitoring of its volatility dynamics. This study evaluates the nature of sovereign bond volatility interaction between African countries...
Persistent link: https://www.econbiz.de/10014226742
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This study evaluates the response of stock market volatility to foreign equity investments. Specifically, the study examines how foreign portfolio investment and foreign direct equity investment influence stock market volatility in Nigeria, using monthly data from January 2007 to July 2017....
Persistent link: https://www.econbiz.de/10012266411
There is quite an extensive literature documenting the behaviour of stock returns volatility in both developed and emerging stock markets, but such studies are scanty for the Nigerian Stock Exchange (NSE). Modelling volatility is an important element in pricing equity, risk management and...
Persistent link: https://www.econbiz.de/10008568630
This study examines the relationship between international trade and exchange rate uncertainty in Eswatini. The specific objectives were to establish the nature of relationship between import and exchange rate uncertainty, relationship between export trade and exchange rate uncertainty, and the...
Persistent link: https://www.econbiz.de/10015049783