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...

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....

The objective of this paper is to evaluate the behaviour of Nigerian Stock Exchange (NSE) sector indices. Specifically, the paper analyzes the returns correlation, serial correlation and heteroscedasticity on the NSE All-share Index, Banking Index, Consumer Goods Index, Oil & Gas Index, NSE 30...

An efficient stock market plays an important role in stimulating economic development through providing a channel for mobilising domestic savings and facilitating the allocation of financial resources from dormant to more productive activities. This paper evaluates the Ugandan Securities...

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...

Purpose: The purpose of this paper is to evaluate selected West African currencies/US dollar exchange rates for the evidence of volatility spillover. Specifically, the paper examines West African CFA franc, Gambian dalasi and Nigerian naira exchange rates in relation to the USD, for any...

The objective of this paper is to evaluate the behaviour of Nigerian Stock Exchange (NSE) sector indices. Specifically, the paper analyzes the returns correlation, serial correlation and heteroscedasticity on the NSE All-share Index, Banking Index, Consumer Goods Index, Oil & Gas Index, NSE 30...

An efficient stock market plays an important role in stimulating economic development through providing a channel for mobilising domestic savings and facilitating the allocation of financial resources from dormant to more productive activities. This paper evaluates the Ugandan Securities...