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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Bibliographic Details

Published in:	Scientific African
Main Authors:	Kamaludeen Muhammad, Abulbashar Saleh, Umar M. Bello, Jeremiah M. Tule, Elijah A. John, Joy E. Edet, Iheanacho Ohiaeri, Chukwuemeka N. Eneanya
Format:	Article
Language:	English
Published:	Elsevier 2024-09-01
Subjects:	C55 E31 E37 G12 O55
Online Access:	http://www.sciencedirect.com/science/article/pii/S2468227624002515