Browsing School of Business & Economics by Author "Ngare, Philip"
Now showing items 1-16 of 16
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Access to Finance for Women Entrepreneurs in Kenya: Challenges and Opportunities
(Scholarlink Research Institute, 2017)This study investigated the challenges and opportunities affecting access to finance for women entrepreneurs in Kenya with the aim of making positive contributions to the Kenyan economic recovery strategies and ... -
Crop yield probability density forecasting via quantile random forest and Epanechnikov Kernel function
(2019)A reliable and accurate forecasting method for crop yields is very important for the farmer, the economy of a country, and the agricultural stakeholders. However, due to weather extremes and uncertainties as a result of ... -
Determinants of Consumers’ Adoption of Mobile Parking Payment Services in Kenya
(Sabinet, 2016)We conduct a study on consumers‟ satisfaction and acceptance of mobile parking service: EJIJIPAY, in Nairobi City-Kenya. We begin by assessing consumers‟ satisfaction of EJIJIPAY since its launch. We perform factor ... -
Dynamic Credit Quality Evaluation with Social Network Data
(Hindawi, 2019)We investigate the fltering problem where the borrower’s time varying credit quality process is estimated using continuous time observation process and her (in this paper we refer to the borrower as female and the lender ... -
Effect of Liberalized Financial Policy on Commercial Banks Performance in Kenya
(Scholarlink Research Institute, 2017)The objective of this study is to examine the effect of liberalized financial policy on commercial banks performance in Kenya. This study moves away from popular scholarly discussion focused on the impact financial controls ... -
Effect of Microfinance Credit on SMEs Financial Performance in Kenya
(Scholarlink Research Institute, 2017)The Small and Medium Enterprises (SME) sector is important for the growth of the economy in any developing country. Similarly, microfinance credit facilities are crucial to SMEs financial performance as they facilitate ... -
Expansion formulas for European quanto options in a local volatility FX-LIBOR model
(World Scientific Publishing Company, 2018)We develop an expansion approach for the pricing of European quanto options written on LIBOR rates (of a foreign currency). We derive the dynamics of the system of foreign LIBOR rates under the domestic forward measure ... -
Factor Analysis of Customers Perception of Mobile Banking Services in Kenya
(Sabinet, 2013)Mobile banking service, M-Shwari, allows users to save, earn interest and borrow loan over a short period of time using their mobile phones. The service has a potential to spur economic growth if consumers could understand ... -
Financial Literacy and Retirement Planning in the Informal Sector in Kenya
(2014)Old age dependency has become a major issue of concern to governments today. This is because a large number of retirees lack any form of regular income to sustain them in retirement. Kenya has one of the highest levels ... -
Financial Time Series Modelling of Trends and Patterns in the Energy Markets
(Scientific Research Publishing Inc, 2016)Precise recognition of a time series path is important to policy makers, statisticians, economists, traders, hedgers and speculators alike. The correct time series path is also a key ingredient in pricing models. This ... -
Interest Rate Risk Management for Commercial Banks in Kenya
(2014)We show empirically that bank’s exposure to interest rate risk or income gap determines the structure of the balance sheet. In particular, we show that in Kenya, commercial banks typically retain a large exposure to ... -
Modelling Risk of Financing Agribusiness in Kenya
(2015)We review agricultural financing strategies in developed and developing economies in light of the risks that agricultural businesses face due to variations in weather conditions among other challenges. We specifically ... -
On Modelling and Pricing Rainfall Derivatives with Seasonality
(Taylor & Francis, 2010)We are interested in pricing rainfall options written on precipitation at specific locations. We assume the existence of a tradeable financial instrument in the market whose price process is affected by the quantity of ... -
On Steady Dividend Payment under Functional Mean Reversion Speed
(Scientific Research Publishing Inc, 2016)We study how firms’ management can ensure steady dividend growth and payout to the shareholders in an emerging market. We create the dividend equalization reserve account whereby during high profit some amount of money ... -
Regime-Switching Model on Hourly Electricity Spot Price Dynamics
(Scientific Research Publishing Inc., 2018)A robust time-varying regime-switching model for price dynamics of hourly spot price of electricity on the electricity market is developed. We propose a two-state Markov Regime Switching (MRS) model that gives weight to ... -
Utility indifference pricing of derivatives written on industrial loss indices
(North-Holland, 2016)We consider the problem of pricing derivatives written on some industrial loss index via utility indifference pricing. The industrial loss index is modeled by a compound Poisson process and the insurer can adjust ...
