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Has the South African Reserve Bank responded to equity returns since the sub-prime crisis? : an asymmetric convergence approach

Phiri, Andrew - In: International journal of sustainable economy 10 (2018) 3, pp. 205-225

Persistent link: https://www.econbiz.de/10011903857

The unemployment-stock market relationship in South Africa : evidence from symmetric and asymmetric cointegration models

Phiri, Andrew - In: Managing global transitions : international research journal 15 (2017) 3, pp. 231-254

Persistent link: https://www.econbiz.de/10012135608

Long-run equilibrium adjustment between inflation and stock market returns in South Africa : a nonlinear perspective

Phiri, Andrew - In: International journal of sustainable economy 9 (2017) 1, pp. 19-33

Persistent link: https://www.econbiz.de/10011657902

Unobserved structural shifts and asymmetries in the random walk model for stock returns in African frontier markets

Villiers, David de; Apopo, Natalya; Phiri, Andrew - In: Cogent economics & finance 8 (2020) 1, pp. 1-21

The purpose of this study is to examine the weak-form market efficiency hypothesis (EMH) for 8 African Frontier markets between 2001 and 2017. To achieve this purpose, we employ unit root testing procedures which are robust to both nonlinearities and smooth structural breaks, making this study...

Persistent link: https://www.econbiz.de/10012440357

Dynamics of return and volatility spill-over between developed, emerging and African equity markets during the Covid-19 pandemic and Russia-Ukraine war

Anyikwa, Izunna; Phiri, Andrew - In: Journal for studies in economics and econometrics : SEE 47 (2023) 2, pp. 144-168

Persistent link: https://www.econbiz.de/10014319326

Connectedness between (un)conventional monetary policy and Islamic and advanced equity markets : a returns and volatility spillover analysis

Choi, Sun-Yong; Phiri, Andrew; Teplova, Tamara V.; … - In: International review of economics & finance : IREF 91 (2024), pp. 348-363

Persistent link: https://www.econbiz.de/10014492157

Quantile connectedness amongst BRICS equity markets during the COVID-19 pandemic and Russia-Ukraine war

Anyikwa, Izunna; Phiri, Andrew - In: Cogent economics & finance 11 (2023) 2, pp. 1-19

Our study uses the quantile vector autoregressive (QVAR) network approach to compare the median-based and tail connectedness in BRICS equity markets using daily time series spanning from 3rd March 2020 to 9th September 2022. The study is conducted on both returns and volatility series, and the...

Persistent link: https://www.econbiz.de/10014503000