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Interrelations among stock prices of South Africa and the United States and the rand/dollar exchange rate
(Stellenbosch University, 2007)
This paper seeks to examine the dynamic short-term causal relations and the long-term
equilibrium relations between the two major financial assets, stock prices of the US and South
Africa and the rand/US$ exchange rate. ...
Forecasting volatility in sub-Saharan Africa’s commodity markets
(Business Perspectives, 2007)
Using spot prices from eighteen commodities traded by most Sub-Saharan African countries, this paper evaluates the out-of-sample volatility forecasting efficiency of seven models. The models evaluated included random walk, ...