Showing 1 - 10 of 16
Persistent link: https://www.econbiz.de/10010246235
Persistent link: https://www.econbiz.de/10011959410
Persistent link: https://www.econbiz.de/10012101318
Persistent link: https://www.econbiz.de/10012659434
Persistent link: https://www.econbiz.de/10012485025
Persistent link: https://www.econbiz.de/10012205416
This thesis focuses on financial development, economic growth and market volatility in Nigeria and South Africa. For Nigeria, the thesis examines the long-run causality between financial development and economic growth. It uses three measures of financial development: financial development index...
Persistent link: https://www.econbiz.de/10009474913
This paper examines the day of the week effect for the Nigerian and South African equity markets over pre-liberalisation and post-liberalisation periods. The paper uses Exponential Generalized Autoregressive Conditional Hetroskedasticity (EGARCH) model to estimate the day of the week effect both...
Persistent link: https://www.econbiz.de/10015237675
This paper examines the day of the week effect for the Nigerian and South African equity markets over pre-liberalisation and post-liberalisation periods. The paper uses Exponential Generalized Autoregressive Conditional Hetroskedasticity (EGARCH) model to estimate the day of the week effect both...
Persistent link: https://www.econbiz.de/10011113105
This article examines the dynamic relationship between stock prices and exchange rates for five Sub-Saharan African financial markets: Ghana, Kenya, Mauritius, Nigeria and South Africa. It uses weekly data, covering the floating exchange rate regime from January 14, 2000, to December 31, 2009,...
Persistent link: https://www.econbiz.de/10010825990