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A rational expectations consistent measure of risk : using financial market data from a middle income context
Fedderke, Johannes W.; Pillay, Neryvia - In: Oxford bulletin of economics and statistics 72 (2010) 6, pp. 769-793
Persistent link: https://www.econbiz.de/10008779882
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Changing factor market conditions in South Africa : the capital market - a sectoral desription of the period 1970 - 97
Fedderke, Johannes W. - In: Development Southern Africa : quarterly journal 18 (2001) 4, pp. 493-511
Persistent link: https://www.econbiz.de/10001620543
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Arbitrage, cointegration and efficiency in financial markets in the presence of financial crises
Fedderke, Johannes W.; Joao, Michelle - In: The South African journal of economics 69 (2001) 3, pp. 366-384
Persistent link: https://www.econbiz.de/10001766611
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Diagnosing the source of financial market shocks : an application to the Asian, subprime and European financial crises
Fedderke, Johannes W.; Marinkov, Marina - In: Pacific economic review 23 (2018) 5, pp. 742-777
Persistent link: https://www.econbiz.de/10011969585