Andere Kunden interessierten sich auch für
![The Effect of Financial Sector Development on Selected Macroeconomic Variables in Nigeria:1986-2012]( "The Effect of Financial Sector Development on Selected Macroeconomic Variables in Nigeria:1986-2012")
The Effect of Financial Sector Development on Selected Macroeconomic Variables in Nigeria:1986-201246,99 €![A Return-Volatility-Volume Analysis of Indian Stock Market]( "A Return-Volatility-Volume Analysis of Indian Stock Market")
A Return-Volatility-Volume Analysis of Indian Stock Market51,99 €![The Determinants of Domestic Price Volatility for Cereals in Ethiopia]( "The Determinants of Domestic Price Volatility for Cereals in Ethiopia")
The Determinants of Domestic Price Volatility for Cereals in Ethiopia38,99 €![Emerging India - Selected Essays on Science and Education in India]( "Emerging India - Selected Essays on Science and Education in India")
Emerging India - Selected Essays on Science and Education in India53,99 €![A PRAGMATIC ANALYSIS OF SELECTED ENGLISH AND KURDISH CRIMINAL INVESTIGATION TEXTS]( "A PRAGMATIC ANALYSIS OF SELECTED ENGLISH AND KURDISH CRIMINAL INVESTIGATION TEXTS")
A PRAGMATIC ANALYSIS OF SELECTED ENGLISH AND KURDISH CRIMINAL INVESTIGATION TEXTS59,99 €![A Study on Runs and Related Random Variables]( "A Study on Runs and Related Random Variables")
A Study on Runs and Related Random Variables26,99 €![Guidance Needs the Pupils of 11th Grade in relation to some Variables]( "Guidance Needs the Pupils of 11th Grade in relation to some Variables")
Guidance Needs the Pupils of 11th Grade in relation to some Variables26,99 €
This study explored the casual nexus between stock return volatility and selected macroeconomic variables in an emerging stock market from 1981 to 2018. The study specifically reviewed the effect of industrial production and exchange rate on stock return volatility. The result of the Johansen Co-integration indicates the presence of a casual nexus between stock return volatility and selected macroeconomic variables in an emerging stock market in the long run. The granger causality impact assessment test revealed index of industrial production and exchange rate as the statistically significant macroeconomic variables that influence stock return volatility to a high extent. The result on the significant effect of industrial production and exchange rate lays credence to the existence of a positive and statistically significant relationship on stock return volatility. Investors are admonished to adjust their securities relative to changes in macroeconomic instability with regard to the index of industrial production which determines the level of industrial activities in an economy over a given period.