Browsing Economic and Management Sciences by Subject "Granger causality"
Now showing items 1-2 of 2
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Estimating the weights assigned to determinants of emerging market sovereign ratings
(North-West University (South Africa) , Potchefstroom Campus, 2015)The recent global financial crisis uncovered numerous problems in the fundamental analytical structure and methodologies applied by the credit rating agencies. It reintroduced the debate concerning the accuracy, objectivity ... -
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 ...