STOCK MARKET, VOLATILITY AND MACROECONOMIC PERFORMANCES: EVIDENCE FROM SOME SELECTED COUNTRIES IN THE SUBSAHARAN AFRICA/ VAHSEGMI CAROLLE NGUM; SUPERVISOR: DANBALA DANJU

Yazar: Katkıda bulunan(lar):Tanım: sheets VIII, 82; tables, figures, 30.5 cm CDİçerik türü:
  • text
Ortam türü:
  • unmediated
Taşıyıcı türü:
  • volume
Konu(lar): Tez notu: Thesis (MSc) - CYPRUS INTERNATIONAL UNIVERSITY INSTITUTE OF GRADUATE STUDIES AND RESEARCH DEPARTMENT OF INTERNATIONAL RELATIONS Özet: ABSTRACT This pieces of work investigates the relationship between stock market return volatility and economic growth on one hand, and in the other one, it tries to find out how stock market development can influence economic growth. The study was carried out in some selected countries of the Sub-Saharan Africa with time series quarterly data from 2000 to 2015 in two of the countries, that is, Ivory Coast and Nigeria. Cameroon’s data was available from 2008 to 2015. The Generalized Autoregressive Conditional Heteroscedasticity (GARCH) was used to get an understanding of return volatility. The Augmented Dickey-Fuller test used to test the presence of unit root in the series, meanwhile the unrestricted VAR model was to bring out any link between stock market and economic growth. The results show that there is insignificance in the Douala Stock Exchange, thus indicating how seriously Cameroon market needs help if the country actually wants to get an encouraging economic situation in 2035. This work also shows a non-significant causality existing from the stock market development to the GDP in Ivory Coast and Nigeria; it also found that the main macroeconomic variables influenced by stock market are inflation and Money supply. For the volatility, this work shows that the NSE is more volatile than BRVM and DSX. KEYWORDS: Stock Markets; Volatility; Economic Growth; Cameroon; Ivory Coast; Nigeria.
Materyal türü: Thesis
Mevcut
Materyal türü Geçerli Kütüphane Koleksiyon Yer Numarası Durum Notlar İade tarihi Barkod Materyal Ayırtmaları
Thesis Thesis CIU LIBRARY Tez Koleksiyonu Tez Koleksiyonu YL 1785 N48 2020 (Rafa gözat(Aşağıda açılır)) Kullanılabilir International Relations Department T1991
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Includes CD

Thesis (MSc) - CYPRUS INTERNATIONAL UNIVERSITY INSTITUTE OF GRADUATE STUDIES AND RESEARCH DEPARTMENT OF INTERNATIONAL RELATIONS

Includes REFERENCES: sheets 55-60

ABSTRACT
This pieces of work investigates the relationship between stock market return volatility and economic growth on one hand, and in the other one, it tries to find out how stock market development can influence economic growth. The study was carried out in some selected countries of the Sub-Saharan Africa with time series quarterly data from 2000 to 2015 in two of the countries, that is, Ivory Coast and Nigeria. Cameroon’s data was available from 2008 to 2015. The Generalized Autoregressive Conditional Heteroscedasticity (GARCH) was used to get an understanding of return volatility. The Augmented Dickey-Fuller test used to test the presence of unit root in the series, meanwhile the unrestricted VAR model was to bring out any link between stock market and economic growth. The results show that there is insignificance in the Douala Stock Exchange, thus indicating how seriously Cameroon market needs help if the country actually wants to get an encouraging economic situation in 2035. This work also shows a non-significant causality existing from the stock market development to the GDP in Ivory Coast and Nigeria; it also found that the main macroeconomic variables influenced by stock market are inflation and Money supply. For the volatility, this work shows that the NSE is more volatile than BRVM and DSX.
KEYWORDS: Stock Markets; Volatility; Economic Growth; Cameroon; Ivory Coast; Nigeria.

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