Browsing by Advisor/Supervisor
Now showing items 1-7 of 7
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Determining the impact of different forms of stationarity on financial time series analysis
(North-West University, 2011)Since most time series data are non–stationary, the econometrician and financial analyst are re–quired to make the data stationary before embarking on any econometric analysis in order to avoid spurious results. Although ... -
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, ... -
Evaluating novel hedge fund performance measures under different economic conditions
(2014)Performance measurement is an integral part of investment analysis and risk management. Investment performance comprises two primary elements, namely; risk and return. The measurement of return is more straightforward ... -
Evaluating the South African higher education government funding framework
(2014)South Africa is ranked 146th out of a total of 148 countries by the World Economic Forum for its education system and last in science and mathematics, and yet the government spends up to a fifth of its budget on education. ... -
Measuring the volatility spill–over effects between Chicago Board of Trade and the South African maize market
(North-West University, 2012)It is widely believed among South African agricultural market participants that the United States' corn price, as represented by the Chicago Board of Trade-listed corn contract, is causal to the price of white and yellow ... -
The price and volatility transmission of international financial crises to the South African equity market
(North-West University, 2011)There is a large body of research that indicates that international equity markets co-move over time. This co-movement manifests in various instruments, ranging from equities and bonds to soft commodities. However, this ... -
The relationship between the forward– and the realized spot exchange rate in South Africa
(North-West University, 2010)The inability to effectively hedge against unfavourable exchange rate movements, using the current forward exchange rate as the only guideline, is a key inhibiting factor of international trade. Market participants use the ...