Examining long-run relationships of the BRICS stock market indices to identify opportunities for implementation of statistical arbitrage strategies
>Magister Scientiae - MSc === Purpose:This research investigates the existence of long-term equilibrium relationships among the stock market indices of Brazil, Russia, India, China and South Africa (BRICS). It further investigates cointegrated stock pairs for possible implementation of statistica...
| Main Author: | |
|---|---|
| Other Authors: | |
| Language: | en |
| Published: |
University of the Western Cape
2015
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/11394/4348 |