Tables index


Dynamic Linkages of Stock Market Sectors: Evidence from the Kenyan Stock Market

Eddie Simiyu, Julius Korir, Gabriel Laiboni

Journal of Finance and Economics. 2020, 8(1), 33-39 doi:10.12691/jfe-8-1-5
  • Table 1. Augmented Dickey Fuller Tests for Stationarity
  • Table 2. Johansen Cointegration Test
  • Table 3. Descriptive Statistics
  • Table 4. Correlation Matrix of Sampled Sector’s Daily Indexes
  • Table 5. Optimal Lag Length Selection
  • Table 6. Summary of Granger Causality Tests based on VECM output
  • Table 7. Decomposition of Sectoral Indexes’ Forecast Error Variances