Browsing Faculty of Arts & Social Sciences, Law, Business Mgt (FoA&SS / FoL / FBM) by Subject "Day-of-the-Week Effect, Volatility, Exchange rate, Generalized Autoregressive Conditional Heteroscedasticity models"
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An Examination of the day of the week anomaly in the Kenya shilling/ us Dollar Foreign Exchange Market
(School of Business, University of Nairobi, 2012)The primary objective of this study is to assess the day of the week effect in the Kenya Shilling versus Us Dollar foreign exchange market using data over the period, July 2, 2007 and June 29, 2012. An investigation of ...