The impact of macroeconomic variables on the equity market risk premium in South Africa

The impact of macroeconomic variables on the equity market risk premium in South Africa

MCom === Department of Accountany === The relationship between the Equity Market Risk Premium (MRP) and macroeconomic variables has been a subject of extensive discussion in the finance literature. The MRP is a central component of the main asset pricing models which are used to estimate the cost of...

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Bibliographic Details
Main Author: Obadire, Ayodeji Michael
Other Authors: Moyo, V.
Format: Others
Language:en
Published: 2018
Subjects:
MRP
Macroeconomic variable
JSE-ALSI
Risk-free security
Regression model
OLS estimator
332.64268
Stock exchanges > South Africa
Markets > South Africa
Efficient market theory
Speculation > South Africa
Economics > South Africa
Macroeconomics > South Africa
Online Access:Obadire, Ayodeji Michael (2018) The impact of macroeconomic variables on the equity market risk premium in South Africa, University of Venda, Thohoyandou, <http://hdl.handle.net/11602/1251>
http://hdl.handle.net/11602/1251

Internet

Obadire, Ayodeji Michael (2018) The impact of macroeconomic variables on the equity market risk premium in South Africa, University of Venda, Thohoyandou, <http://hdl.handle.net/11602/1251>
http://hdl.handle.net/11602/1251

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