Exchange rate movement and stock market performance: An application of the ARDL model
KZ Javangwe, O Takawira - Cogent economics & finance, 2022 - Taylor & Francis
The study examines the relationship between the stock market and exchange rate in South
Africa for the period from 1980 to 2020. Quarterly data was used employing the …
Africa for the period from 1980 to 2020. Quarterly data was used employing the …
Long run relationship between macroeconomic indicators and stock price: The case of South Africa
This paper examines the long-term equilibrium between South Africa's stock index and
selected macroeconomic variables using vector error-correction models (VECM). Upon …
selected macroeconomic variables using vector error-correction models (VECM). Upon …
Stock price index and exchange rate nexus in African markets
JO Raji, Y Ibrahim, SA Ahmad - International Economic Journal, 2017 - Taylor & Francis
This paper examines the relationship between stock price index and exchange rate in six
African markets using monthly data for the period January 2007 to October 2015. A quantile …
African markets using monthly data for the period January 2007 to October 2015. A quantile …
The interaction between the stock market and macroeconomic policy variables in South Africa
K Ntshangase, KF Mingiri, MM Palesa - Journal of Economics, 2016 - Taylor & Francis
The paper empirically examines the relationship between the stock market and
macroeconomic policy variables in South African for the period from 1994 to 2012. The …
macroeconomic policy variables in South African for the period from 1994 to 2012. The …
中美股市联动性——基于极大重叠离散小波变换的研究
王健 - 世界经济文汇, 2014 - sjjjwh.magtech.com.cn
经济全球化和国际金融市场一体化的发展背景下研究中美股票市场之间联动关系具有重要的
理论和现实意义. 针对具有时变和频变双重特性的金融市场时间序列, 本文采用极大重叠离散 …
理论和现实意义. 针对具有时变和频变双重特性的金融市场时间序列, 本文采用极大重叠离散 …
External shocks' effects on the co-movements of currency and stock returns in three Southern African Development Community states
Background Although numerous researchers have discovered a negative association
between stock-market returns and changes in exchange rates, the literature does not …
between stock-market returns and changes in exchange rates, the literature does not …
Evaluating the usefulness of the DEA model to identify ratios that can explain South African stock market returns
C van Heerden, W van Heerden - International Journal of …, 2022 - agbioforum.org
How to successfully identify ratios that will ensure profitable share selections remains a
fundamental question in finance, as the literature has failed to promote a conclusive …
fundamental question in finance, as the literature has failed to promote a conclusive …
Стійкість банківської системи України в умовах турбулентності фінансового ринку
ІІ Благун - 2021 - essuir.sumdu.edu.ua
Дисертаційну роботу скеровано на вирішення теоретико-методологічної та науково-
практичної проблем щодо забезпечення стійкості банківської системи України в умовах …
практичної проблем щодо забезпечення стійкості банківської системи України в умовах …
Wavelet-Based Analysis of the Comovement Between Exchange Rate and Stock Returns in Sacu Countries
T Mkhombo, A Phiri - The Journal of Developing Areas, 2023 - muse.jhu.edu
The Southern African Customs Union is the oldest customs union in the world and the
member states form a currency union with the South African Rand being the regional …
member states form a currency union with the South African Rand being the regional …
Structural changes in exchange rate-stock returns dynamics in South Africa: Examining the role of crisis and new trading platform
A Phiri - Economic Change and Restructuring, 2020 - Springer
The 2007 sub-prime crisis and the adoption of Millennium trading platform represent two of
the most important recent structural developments for the Johannesburg Stock Exchange …
the most important recent structural developments for the Johannesburg Stock Exchange …