Business cycles and stock market performance in South Africa
The study investigates the relationship between stock market performance and business cycles in South Africa for the period 2002-2009 using monthly data. This is done by constructing a Vector Error Correction Model (VECM). The study specifies a business cycle model with the business cycle coincident...
| Main Author: | |
|---|---|
| Format: | Others |
| Language: | English |
| Published: |
University of Fort Hare
2011
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/10353/312 |