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Efficiency of the South African equity market
McMillan, David G.; Thupayagale, Pako - In: Applied financial economics letters 4 (2008) 4/6, pp. 327-330
Persistent link: https://www.econbiz.de/10003807719
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Volatility persistence, long memory and structural breaks in an emerging equity market : the case of South Africa
McMillan, David G.; Thupayagale, Pako - In: Asian African journal of economics and econometrics 10 (2010) 2, pp. 297-310
Persistent link: https://www.econbiz.de/10009007476
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Evaluating stock index return value-at-risk estimates in South Africa : comparative evidence for symmetric, asymmetric and long memory GARCH models
McMillan, David G.; Thupayagale, Pako - In: Journal of emerging market finance 9 (2010) 3, pp. 325-345
Persistent link: https://www.econbiz.de/10009156610
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Measuring volatility persistence and long memory in the presence of structural breaks : evidence from African stock markets
McMillan, David G.; Thupayagale, Pako - In: Managerial finance 37 (2011) 3, pp. 219-241
Persistent link: https://www.econbiz.de/10009124175
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Long memory in the volatility of an emerging fixed-income market : evidence from South Africa
Thupayagale, Pako - In: The South African journal of economics 79 (2011) 3, pp. 290-300
Persistent link: https://www.econbiz.de/10009376649
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Fixed income market efficiency : evidence from Kenya's 10-year local currency bond
Thupayagale, Pako - In: The Botswana journal of economics : the journal of the … 12 (2014) 2, pp. 1-13
Persistent link: https://www.econbiz.de/10011430279
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Long memory in Southern African stock markets
Jefferis, Keith R.; Thupayagale, Pako - In: The South African journal of economics 76 (2008) 3, pp. 384-398
Persistent link: https://www.econbiz.de/10003780006
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Real versus spurious long-memory volatility in foreign exchange data : evidence from the rand against the G4 currencies
Thupayagale, Pako; Jefferis, Keith R. - In: Tydskrif vir studies in ekonomie en ekonometrie : SEE 35 (2011) 2, pp. 71-93
Persistent link: https://www.econbiz.de/10009490904
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Non-linear interest rate dynamics and forecasting : evidence for US and Australian interest rates
McMillan, David G. - In: International journal of finance & economics : IJFE 14 (2009) 2, pp. 139-155
Persistent link: https://www.econbiz.de/10003824095
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Are share prices still too high?
McMillan, David G. - In: Research in international business and finance 23 (2009) 3, pp. 223-232
Persistent link: https://www.econbiz.de/10003876717