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Stock market integration in Africa : the case of the Johannesburg stock exchange and selected African countries
Ncube, Gail; Mingiri, Kapingura Forget - In: International business and economics research journal 14 (2015) 2, pp. 367-386
Persistent link: https://www.econbiz.de/10010529938
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On the relationship between oil price, exchange rate and stock market performance in South Africa : further evidence from time-varying and regime switching approaches
Sanusi, Kazeem Abimbola; Mingiri, Kapingura Forget - In: Cogent economics & finance 10 (2022) 1, pp. 1-18
The study examines the dynamics between oil price, exchange rate, and stock market performance in South Africa using DCC-GARCH, time-varying VAR, and multivariate Markov regime switching models. Monthly data on oil price, exchange rate, and market capitalization as a measure of stock performance...
Persistent link: https://www.econbiz.de/10013415387