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Trade policy change and price volatility spill-over in a customs union : a case study of lamb trade between Namibia and South Africa

Sarker, Rakhal; Oyewumi, Olubukola Ayodeji - In: International journal of food and agricultural … 3 (2015) 1, pp. 63-76

Persistent link: https://www.econbiz.de/10011290964

COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: fresh evidence from the wavelet-based approach

Arshian Sharif; Aloui, Chaker; Yarovaya, Larisa - In: International review of financial analysis 70 (2020), pp. 1-9

Persistent link: https://www.econbiz.de/10012317403

The impact of economic fundamentals on stock markets in Southern Africa

Jefferis, Keith R.; Okeahalam, Charles - In: Development Southern Africa : quarterly journal 17 (2000) 1, pp. 23-51

Persistent link: https://www.econbiz.de/10001609748

The impact of economic fundamentals on stock markets in Southern Africa

Jefferis, Keith R.; Okeahalam, Charles - In: The research bulletin / Research Department, Bank of … 17 (1999) 1, pp. 13-27

Persistent link: https://www.econbiz.de/10001419541

Dynamic volatility behaviour of stock markets in southern Africa

Mashamba, Tafirei; Magweva, Rabson - In: Journal of economic and financial sciences : JEF 12 (2019) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10012019002

Calendar anomalies : the case of international property shares

Brounen, Dirk; Ben-Hamo, Yair - In: The journal of real estate finance and economics 38 (2009) 2, pp. 115-136

Persistent link: https://www.econbiz.de/10003810659

South Africa and United States stock prices and the rand/dollar exchange rate

Ocran, Matthew Kofi - In: South African journal of economic and management sciences 13 (2010) 3, pp. 362-375

Persistent link: https://www.econbiz.de/10008842393

Stock return predictability in South Africa : the role of major developed markets

Wen, Yi-Chieh; Lin, Philip T.; Li, Bin; Roca, Eduardo - In: Finance research letters 15 (2015), pp. 257-265

Persistent link: https://www.econbiz.de/10011553256

Comparing the market risk premia forecasts in JSE and NYSE equity markets

Oikonomikou, Leoni Eleni - 2016 - Corrected version: March 2016

This paper examines the evidence regarding predictability in the market risk premium using artificial neural networks (ANNs), namely the Elman Network (EN) and the Higher Order Neural network (HONN), univariate ARMA and exponential smoothing techniques, such as Single Exponential Smoothing (SES)...

Persistent link: https://www.econbiz.de/10011454082

Synchronicity in international stock markets : evidence from USA-South Africa

Lakshmi, P.; Visalakshmi, S.; Shanmugam, Kavitha - In: International journal of business information systems : … 17 (2014) 4, pp. 398-413

Persistent link: https://www.econbiz.de/10010478654

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