Browsing Economic and Management Sciences by Subject "Vector Error Correction model"
Now showing items 1-2 of 2
-
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 ...