Inflation and Stock Return Volatility in Selected African Countries: A Garch-Midas Approach

Author:

Muhammad Kamaludeen,Saleh Abulbashar,Bello Umar M.,Tule Jeremiah,John Elijah A.,Edet Joy E.,Ohiaeri Iheanacho,Eneanya Chukwuemeka N.

Publisher

Elsevier BV

Reference31 articles.

1. Inflation Rate and Stock Returns in Nigeria;A Adamu;Journal of Management Research and Development (JMRD),2016

2. Empirical analysis of effects of inflation on aggregate stock prices in Nigeria: 1980-2012;H W Akani;European Journal of Accounting, Auditing and Finance Research,2015

3. Investigating the Impact of Inflation and Other Macroeconomic Variables on Stock Returns in Nigeria;T Ayinuola;Asian Journal of Economics, Business and Accounting,2023

4. Real stock market returns and inflation: Evidence from uncertainty hypotheses;T C Chiang;Finance Research Letters,2023

5. Stock returns, real activity, inflation, and money;E F Fama;The American Economic Review,1981

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