Risk-return tradeoff and the behaviour of volatility on the South African stock market: Evidence from both aggregate and disaggregate data
Year of publication: |
2010
|
---|---|
Authors: | Mandimika, N.Z ; Chinzara, Z. |
Institutions: | Economic Research Southern Africa (ERSA) |
Subject: | Risk-return tradeoff | stock market volatility | asymmetric GARCH models |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 198 31 pages |
Classification: | G10 - General Financial Markets. General ; G11 - Portfolio Choice ; G12 - Asset Pricing ; C52 - Model Evaluation and Testing |
Source: |
-
Cryptocurrency : A New Investment Opportunity?
Lee, David Kuo Chuen, (2019)
-
The structure of cryptocurrency returns
Shams, Amin, (2020)
-
Risks and Returns of Cryptocurrency
Liu, Yukun, (2018)
- More ...
-
Bank concentration and the interest rate pass-through in Sub-Saharan African countries
Mangwengwende, T., (2011)
-
Chinzara, Z., (2009)
-
Macroeconomic uncertainty and emerging market stock market volatility: The case for South Africa
Chinzara, Z., (2010)
- More ...