000 02659nam a22003377a 4500
003 KOHA_MİRAKIL
005 20210727151520.0
008 201006b cy ||||| |||| 00| 0 eng d
040 _aCY-NiCIU
_beng
_cCY-NiCIU
_erda
041 _ceng
090 _aYL 1785
_bN48 2020
100 1 _aNGUM, VAHSEGMI CAROLLE
245 1 0 _aSTOCK MARKET, VOLATILITY AND MACROECONOMIC PERFORMANCES:
_bEVIDENCE FROM SOME SELECTED COUNTRIES IN THE SUBSAHARAN AFRICA/
_cVAHSEGMI CAROLLE NGUM; SUPERVISOR: DANBALA DANJU
300 _asheets VIII, 82;
_btables, figures,
_c30.5 cm
_eCD.
336 _2rdacontent
_atext
_btxt
337 _2rdamedia
_aunmediated
_bn
338 _2rdacarrier
_avolume
_bnc
500 _aIncludes CD
502 _aThesis (MSc) - CYPRUS INTERNATIONAL UNIVERSITY INSTITUTE OF GRADUATE STUDIES AND RESEARCH DEPARTMENT OF INTERNATIONAL RELATIONS
504 _aIncludes REFERENCES: sheets 55-60
520 _aABSTRACT 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.
650 0 0 _aStock Markets
650 0 0 _aVolatility
650 0 0 _aEconomic Growth
650 0 0 _aCameroon
650 0 0 _aIvory Coast
650 0 0 _aNigeria
700 1 _aSUPERVISOR: DANJU, DANBALA
_91656
942 _2ddc
_cTS
999 _c141012
_d141012