Browsing Economic and Management Sciences by Subject "Co-movement"
Now showing items 1-5 of 5
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An analysis of the co-movement between South African and global mining indices
(North-West University (South Africa) , Potchefstroom Campus, 2017)After the 2008 global financial crisis the need to understand the level of financial market integration has risen dramatically. Consideration has especially been given to investigating the link between commodities and ... -
The effect of Chicago Board of Trade prices and fundamental factors on South African yellow maize prices
(North-West University, 2012)Maize traders on the South African Futures Exchange (SAFEX) strive to determine future price movements by tracking the following influential price indicators: domestic fundamental factors, the USA yellow maize prices, ... -
Identifying indicators of financial crises
(North-West University, 2019)Early warning models have gained prominence after the global financial crisis of 2008 struck the world without remorse. The severity and the extent to which economies around the globe was affected resulted in massive costs. ... -
The reaction of South African dual-listed stock prices to international public announcements
(North-West University (South Africa) , Potchefstroom Campus, 2016)It is well known that globalisation effects have resulted in increased information transmission, where information is able to influence stock prices across international markets. This study examines the extent to which ... -
The volatility spillover effect of a dual–listed stock for international markets
(North-West University, 2012)The 2008 financial crisis caused a great increase in volatility in world stock markets, creating the need to develop alternative diversification strategies to minimise decreasing portfolio value. This study proposes a ...