Inflation and stock return volatility in selected African countries: A GARCH-MIDAS approach
Amidst persistent inflationary pressures in Africa and central banks raising rates to counter inflation, leading to a shift from stocks to alternative assets and impacting stock return volatility, this paper investigates the influence of inflation on stock return volatility in five African countries...
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| Auteurs principaux: | , , , , , , , |
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| Format: | Artigo |
| Langue: | Inglês |
| Publié: |
Elsevier
2024-09-01
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| Collection: | Scientific African |
| Sujets: | |
| Accès en ligne: | http://www.sciencedirect.com/science/article/pii/S2468227624002515 |
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