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Comparison of multifactor asset pricing models in the South African stock market [2000–2016]
(MDPI, 2023)
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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 ...