Matches in SemOpenAlex for { <https://semopenalex.org/work/W3039167065> ?p ?o ?g. }
Showing items 1 to 77 of
77
with 100 items per page.
- W3039167065 abstract "This study investigates the relationship that exists between the South African stock market and selected African stock markets. It employs the Johansen cointegration test and incorporate the Markov-Switching Vector Error Correction Model (MS-VECM) for this purpose. The MS-VECM nests appealing properties which provide insightful information regarding the interaction of the variables in the system within different regimes as well as the response to disequilibrium. The model enables one to classify regimes as contingent on the parameter switches in full sample and hence one can identify any transition in the system. The results indicate that these selected stock markets share the same stochastic trend in the long run, but cointegration is in its weak form. A weak form of cointegration suggests that these stock markets jointly offer potential gains for portfolio diversified investment suggesting international investors should consider these markets." @default.
- W3039167065 created "2020-07-10" @default.
- W3039167065 creator A5012261915 @default.
- W3039167065 creator A5061611202 @default.
- W3039167065 date "2020-01-16" @default.
- W3039167065 modified "2023-09-27" @default.
- W3039167065 title "A test of integration between the South African and selected African stock markets" @default.
- W3039167065 hasPublicationYear "2020" @default.
- W3039167065 type Work @default.
- W3039167065 sameAs 3039167065 @default.
- W3039167065 citedByCount "0" @default.
- W3039167065 crossrefType "posted-content" @default.
- W3039167065 hasAuthorship W3039167065A5012261915 @default.
- W3039167065 hasAuthorship W3039167065A5061611202 @default.
- W3039167065 hasConcept C105795698 @default.
- W3039167065 hasConcept C106159729 @default.
- W3039167065 hasConcept C118487528 @default.
- W3039167065 hasConcept C134024062 @default.
- W3039167065 hasConcept C145162277 @default.
- W3039167065 hasConcept C149782125 @default.
- W3039167065 hasConcept C162324750 @default.
- W3039167065 hasConcept C166957645 @default.
- W3039167065 hasConcept C204036174 @default.
- W3039167065 hasConcept C205649164 @default.
- W3039167065 hasConcept C2778146401 @default.
- W3039167065 hasConcept C2779343474 @default.
- W3039167065 hasConcept C2780299701 @default.
- W3039167065 hasConcept C2780821815 @default.
- W3039167065 hasConcept C33923547 @default.
- W3039167065 hasConcept C556758197 @default.
- W3039167065 hasConcept C71924100 @default.
- W3039167065 hasConcept C98763669 @default.
- W3039167065 hasConceptScore W3039167065C105795698 @default.
- W3039167065 hasConceptScore W3039167065C106159729 @default.
- W3039167065 hasConceptScore W3039167065C118487528 @default.
- W3039167065 hasConceptScore W3039167065C134024062 @default.
- W3039167065 hasConceptScore W3039167065C145162277 @default.
- W3039167065 hasConceptScore W3039167065C149782125 @default.
- W3039167065 hasConceptScore W3039167065C162324750 @default.
- W3039167065 hasConceptScore W3039167065C166957645 @default.
- W3039167065 hasConceptScore W3039167065C204036174 @default.
- W3039167065 hasConceptScore W3039167065C205649164 @default.
- W3039167065 hasConceptScore W3039167065C2778146401 @default.
- W3039167065 hasConceptScore W3039167065C2779343474 @default.
- W3039167065 hasConceptScore W3039167065C2780299701 @default.
- W3039167065 hasConceptScore W3039167065C2780821815 @default.
- W3039167065 hasConceptScore W3039167065C33923547 @default.
- W3039167065 hasConceptScore W3039167065C556758197 @default.
- W3039167065 hasConceptScore W3039167065C71924100 @default.
- W3039167065 hasConceptScore W3039167065C98763669 @default.
- W3039167065 hasLocation W30391670651 @default.
- W3039167065 hasOpenAccess W3039167065 @default.
- W3039167065 hasPrimaryLocation W30391670651 @default.
- W3039167065 hasRelatedWork W1580219354 @default.
- W3039167065 hasRelatedWork W1967234480 @default.
- W3039167065 hasRelatedWork W1984521786 @default.
- W3039167065 hasRelatedWork W1986909131 @default.
- W3039167065 hasRelatedWork W1995649211 @default.
- W3039167065 hasRelatedWork W2000403855 @default.
- W3039167065 hasRelatedWork W2175159793 @default.
- W3039167065 hasRelatedWork W2186446731 @default.
- W3039167065 hasRelatedWork W2240533788 @default.
- W3039167065 hasRelatedWork W2612495356 @default.
- W3039167065 hasRelatedWork W2900202832 @default.
- W3039167065 hasRelatedWork W2910761945 @default.
- W3039167065 hasRelatedWork W3021458782 @default.
- W3039167065 hasRelatedWork W3048667383 @default.
- W3039167065 hasRelatedWork W3122217306 @default.
- W3039167065 hasRelatedWork W3124595952 @default.
- W3039167065 hasRelatedWork W3124991213 @default.
- W3039167065 hasRelatedWork W313471918 @default.
- W3039167065 hasRelatedWork W3142824374 @default.
- W3039167065 hasRelatedWork W3206827941 @default.
- W3039167065 isParatext "false" @default.
- W3039167065 isRetracted "false" @default.
- W3039167065 magId "3039167065" @default.
- W3039167065 workType "article" @default.