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Inflation and Stock Market Returns Volatility: Evidence from the Nigerian Stock Exchange 1995Q1-2016Q4: An E-GARCH Approach

by Joseph Tarza Sokpo, Paul Terhemba Iorember and Terzungwe Usar

International Journal of Econometrics and Financial Management. 2017, 5(2), 69-76. DOI: 10.12691/ijefm-5-2-6
Pub. Date: November 10, 2017Views: 13973 Downloads: 11101Like: 3

inflation stock market returns Exponential Generalized Autoregressive Conditional Heteroskedasticity (E-GARCH)

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