Accounting for threshold effects and asymmetric adjustment between inflation and equity returns in South Africa
Year of publication: |
2019
|
---|---|
Authors: | Moores-Pitt, P. ; Strydom, B. S. ; Murray, Mike |
Published in: |
Tydskrif vir studies in ekonomie en ekonometrie : SEE. - Stellenbosch, ISSN 0379-6205, ZDB-ID 863779-9. - Vol. 43.2019, 2, p. 29-54
|
Subject: | Kapitalmarktrendite | Capital market returns | Inflation | Hedging | Kointegration | Cointegration | Südafrika | South Africa | 1980-2015 |
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