Charteris, Ailie Heather; Strydom, Barry - In: International Journal of Emerging Markets 11 (2016) 3, pp. 438-459
Purpose – The purpose of this paper is to model the volatility of treasury bill (T-bill) rates in five Sub-Saharan capital markets to investigate whether or not differences in capital mobility affect volatility. Design/methodology/approach – Primary data was collected from weekly T-bill...