An examination of the volatility of South African risk-free rate proxies : a component GARCH analysis

von Charteris, A.
Veröffentlicht in Tydskrif vir studies in ekonomie en ekonometrie (2011)

Capital market openness and volatility : an investigation of five Sub-Saharan treasury bill rates

von Charteris, Ailie Heather
Veröffentlicht in International journal of emerging markets (2016)

Equities as a hedge against inflation in South Africa

von Moores-Pitt, Peter
Veröffentlicht in African review of economics & finance (2017)

Volatility spillover between the FTSE/JSE top 40 index and index futures : a BEKK-GARCH and DCC-GARCH approach

von McCullough, Kerry
Veröffentlicht in Tydskrif vir studies in ekonomie en ekonometrie (2018)

An empirical investigation of the effect of black economic empowerment transactions on share prices : 1996 to 2006

von Strydom, Barry
Veröffentlicht in African journal of accounting, economics, finance and banking research (2009)