000 | 02659nam a22003377a 4500 | ||
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003 | KOHA_MİRAKIL | ||
005 | 20210727151520.0 | ||
008 | 201006b cy ||||| |||| 00| 0 eng d | ||
040 |
_aCY-NiCIU _beng _cCY-NiCIU _erda |
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041 | _ceng | ||
090 |
_aYL 1785 _bN48 2020 |
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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. |
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336 |
_2rdacontent _atext _btxt |
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337 |
_2rdamedia _aunmediated _bn |
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338 |
_2rdacarrier _avolume _bnc |
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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 |
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942 |
_2ddc _cTS |
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999 |
_c141012 _d141012 |