Stock Market response to Economic Growth and Interest Rate Volatility: Evidence from Nigeria.

Stock Market response to Economic Growth and Interest Rate Volatility: Evidence from Nigeria.

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This study examined the relationship between macroeconomic variable volatility and stock market return within the context of Blanchard (1981) extension of the Hicks (1937) IS-LM hypothesis, using exponential general autoregressive conditional heteroskedascity estimation techniques to analysis monthly data sourced on the Nigerian economy from January 1985 to December 2013. Our result shows that...
 
Published at International Journal of Economics and Financial Issues
Volume 6
Issue 1
Pages 354-360
Published in 2016
 
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visit (http://www.econjournals.com/index.php/ijefi/article/view/1608)
 
 
1. Babajide, A. A and Lawal, Adedoyin Isola and Somoye, Russel Olukayode
Babajide Abiola » Abiola obtained the Bachelor of Science degree in Economics from Lagos State University, Ojo, 1994, a Masters degree in Banking and Finance from Bayero University, Kano, 1997 and a Ph.D degree in Banking & Finance from Covenant University, Ota in 2011. She is an associate member of the Institute of Chartered Accountant of Nigeria (ICAN), a member of American Finance Association and an executive... view full profile
Babajide Abiola
 
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