Journal: International Studies In Economics and Econometrics

Found 36 papers in total
Poverty in South Africa in 1995 – a totally fuzzy and relative approach
Poverty in South Africa in 1995 – a totally fuzzy and relative approach
2001,
Poverty is one of the major challenges facing the continent, Africa and also South...
Detecting heteroscedasticity using a non-parametric regression technique
Detecting heteroscedasticity using a non-parametric regression technique
2000,
Most empirical research on detecting heteroscedasticity relies on parametric...
A study of convergence in the world economy
A study of convergence in the world economy
2000,
This paper considers the convergence in the world economy during 1960–1997,...
Possible implications of the price, cross-price and income elasticities of the demand for public road transport in the Cape Metropolitan Area – A co-integration analysis
Possible implications of the price, cross-price and income elasticities of the demand for public road transport in the Cape Metropolitan Area – A co-integration analysis
2001,
This article provides an application of co-integration analysis within the context of...
Inflation targeting in South Africa: A VAR analysis
Inflation targeting in South Africa: A VAR analysis
2000,
The first part of the paper analyses CPI inflation targeting in an open economy...
Seasonal patterns on the Johannesburg Stock Exchange: Some new evidence
Seasonal patterns on the Johannesburg Stock Exchange: Some new evidence
2001,
The purpose of this study is to revisit earlier findings on seasonalities in South...
Verifying return-based style analysis using composition-based factor returns
Verifying return-based style analysis using composition-based factor returns
2001,
There are strong arguments for both the composition-based and returns-based approach...
Income inequality in South Africa – a statistical analysis
Income inequality in South Africa – a statistical analysis
2001,
Although South Africa is classified as an upper-middle income country, a large...
Dividend changes in South Africa: Indicative of the past or future?
Dividend changes in South Africa: Indicative of the past or future?
2001,
This study attempts to answer the question whether changes in dividends contain...
Forecasting cyclical turning points by means of a probabilistic approach: Some South African evidence
Forecasting cyclical turning points by means of a probabilistic approach: Some South African evidence
2001,
In this paper the effectiveness of ‘transplanting’ a forecasting method...
Sector diversification and second order risk
Sector diversification and second order risk
1999,
It is generally accepted that the average standard deviation (first order risk) of a...
A note on predicting returns using bilinear ARMA models
A note on predicting returns using bilinear ARMA models
1999,
In this note, a bilinear ARMA model is compared with the standard AR and ARMA models...
Macroeconomic identification of candidate arbitrage pricing theory factors on the Johannesburg Stock Exchange
Macroeconomic identification of candidate arbitrage pricing theory factors on the Johannesburg Stock Exchange
1999,
This study investigates the interrelationships between Johannesburg Stock Exchange...
A test of a two-factor arbitrage pricing theory based on the quadratic market model: International evidence
A test of a two-factor arbitrage pricing theory based on the quadratic market model: International evidence
1998,
This paper presents tests of Barone-Adesi's two-factor arbitrage pricing theory (APT),...
Livestock supply response in South Africa: An investigation of producer price and technology dynamics
Livestock supply response in South Africa: An investigation of producer price and technology dynamics
1999,
Livestock supply in South Africa is examined using an error correction model with a...
The capital structure and the business cycle: Some tests of validity of the Austrian business cycle in South Africa
The capital structure and the business cycle: Some tests of validity of the Austrian business cycle in South Africa
1999,
This article explores the validity of the Austrian cycle for South Africa. It conducts...
Extra-market sensitivity to a gold price factor: Evidence from national market portfolios
Extra-market sensitivity to a gold price factor: Evidence from national market portfolios
1999,
This paper investigates the extra-market sensitivity of aggregate national market...
Pyramids, banking relationships and investment in South Africa
Pyramids, banking relationships and investment in South Africa
1998,
Banks play an important role in reducing information asymmetry in the United States...
Costs and efficiency in Botswana commercial banking
Costs and efficiency in Botswana commercial banking
1999,
This paper uses cross-section and panel data econometric estimates to analyse costs...
Share market responses to large daily price declines: Evidence from the Johannesburg Stock Exchange
Share market responses to large daily price declines: Evidence from the Johannesburg Stock Exchange
1999,
This study, utilising aspects of event methodology, focuses on the phenomenon of...
The Black–Scholes model of option prices if individual's utilities are admitted
The Black–Scholes model of option prices if individual's utilities are admitted
2000,
The principle of no arbitrage in Black and Scholes's framework is manifested in their...
The behaviour of equity trading volume on the London Stock Exchange
The behaviour of equity trading volume on the London Stock Exchange
2000,
This study uses statistical analysis based on chaos theory to examine the trading...
The internal consistency of the CAPM: A test using South African unit trust data
The internal consistency of the CAPM: A test using South African unit trust data
1995,
This paper evaluates the internal consistency of the CAPM. The Gibbons, Ross and...
The Johannesburg Stock Exchange as an efficient market: A review
The Johannesburg Stock Exchange as an efficient market: A review
1995,
This paper reviews the accumulated empirical evidence on the efficiency of the...
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