Inflation and stock return volatility in selected African countries: A GARCH-MIDAS approach-Reference-Cited by-同舟云学术

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Inflation and stock return volatility in selected African countries: A GARCH-MIDAS approach

Published:2024-09 Issue: Volume:25 Page:e02307
ISSN:2468-2276
Container-title:Scientific African
language:en
Short-container-title:Scientific African

Author:

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

Publisher

Elsevier BV

Reference28 articles.

1. Fisher, I. (1930). The Theory of Interest. New York, 43, 1–19.

2. Efficient capital market: a review of theory and empirical work;Fama;J. Finance,1965

3. Proof that properly anticipated prices fluctuate randomly;Samuelson;Ind. Manag. Rev.,1965

4. Unveiling market dynamics: a GARCH-MIDAS analysis of inflation and stock return volatility;Thompson;Int. J. Econ. Sustain. Dev.,2021

5. Unravelling financial mysteries: a comprehensive GARCH-MIDAS analysis;Smith;Econ. Soc. Inst. Rochester Stud. Econ. Policy,2017

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