Investigation of the Granger Causal Relationship Between Macroeconomic Variables and Stock Prices in Kenya
Author(s) -
Mohammed Mustapha Wasseja
Publication year - 2015
Publication title -
international journal of business and economics research
Language(s) - English
Resource type - Journals
eISSN - 2328-756X
pISSN - 2328-7543
DOI - 10.11648/j.ijber.20150403.13
Subject(s) - economics , granger causality , exchange rate , econometrics , interest rate , stock (firearms) , stock market , ordinary least squares , vector autoregression , autoregressive model , inflation (cosmology) , monetary economics , physics , theoretical physics , engineering , horse , mechanical engineering , biology , paleontology
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