Browsing by Subject "Johansen cointegration"
Now showing items 1-2 of 2
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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, ... -
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 ...
