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Tables index
From
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
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Table 2. Johansen Cointegration Test
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Table 3. Descriptive Statistics
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Table 4. Correlation Matrix of Sampled Sector’s Daily Indexes
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Table 5. Optimal Lag Length Selection
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Table 6. Summary of Granger Causality Tests based on VECM output
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Table 7. Decomposition of Sectoral Indexes’ Forecast Error Variances
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