Modelling the time-varying volatility of equities returns in Kenya

Purpose - The paper seeks to investigate the relationship between stock volatility and returns in the Nairobi Stock Exchange, Kenya. It uses daily returns data over the period January 2006 to April 2009.Design methodology approach - Empirical analysis is based on quantitative analysis with emphasis...

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Veröffentlicht in:	African journal of economic and management studies 2010-02, Vol.1 (2), p.183-196
Hauptverfasser:	Esman Nyamongo, Morekwa, Misati, Roseline
Format:	Artikel
Sprache:	eng
Schlagworte:	Developing countries Economic activity Economic conditions Economic crisis Elections Equity capital Financial services Global economy Initial public offerings International International finance Investments Investors LDCs Monetary policy Remittances Risk premiums Securities markets Stock exchanges Stock market indexes Stock prices Studies Volatility
Online-Zugang:	Volltext
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