Browsing School of Business and Finance by Subject "Business sector"
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Comparison of multifactor asset pricing models in the South African stock market [2000–2016]
(MDPI, 2023)first_pagesettingsOrder Article Reprints Open AccessFeature PaperArticle Comparison of Multifactor Asset Pricing Models in the South African Stock Market [2000–2016] by Lenia Mukoyi 1 andKanayo K. Ogujiuba 2,*ORCID 1 School ... -
Contagion risk in equity markets during financial crises and Covid-19: A comparison of developed and emerging markets
(Alexandru Ioan Cuza University Press, 2022)This study compared the impact of the Global Financial Crisis (GFC) and the COVID-19 pandemic on financial market contagion between developed and emerging markets. A DCC-GARCH model was employed to test the contagion effects ...