Orji, Anthony; Onyia, Arinze Matthew; Ani, Emeka Gabriel - In: Asian Journal of Empirical Research 3 (2013) 5, pp. 633-653
This study is undertaken to determine the relative impacts of the uncertainty of macroeconomic variables on investment and make policy recommendations that may help dampen their fluctuations. In the study, generalized autoregressive conditional heteroscedasticity (GARCH) model was applied in the...