The effect of economic, financial and political country risk factors on the JSE mining index : an ARDL approach
Year of publication: |
2022
|
---|---|
Authors: | Muzindutsi, Paul-Francois ; Rajhununan, Swastika ; Dube, Minenhle ; Ganie, Bilal ; Mahess, Evaniya ; Reddy, Delvina |
Published in: |
International journal of trade and global markets. - Olney : Inderscience, ISSN 1742-755X, ZDB-ID 2455723-7. - Vol. 15.2022, 1, p. 22-31
|
Subject: | auto-regressive distribution lag | country risk | mining sector | non-linear ARDL | South Africa | stock market | Südafrika | Länderrisiko | Country risk | Bergbau | Mining | Kointegration | Cointegration | Aktienmarkt | Stock market | Börsenkurs | Share price |
-
The JSE size-based indices and country risk components under bullish and bearish market conditions
Muzindutsi, Paul-Francois, (2023)
-
Country risk dynamics and stock market volatility : evidence from the JSE cross-sector analysis
Vengesai, Edson, (2021)
-
Guo, Yawei, (2021)
- More ...
-
Muzindutsi, Paul-Francois, (2020)
-
Changes in Basel capital requirements and lending ability of African commercial banks
Oyetade, Damilola, (2022)
-
Regime-switching determinants of mutual fund performance in South Africa
Apau, Richard, (2021)
- More ...