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Journal: International Studies In Economics and Econometrics
Found
36 papers
in total
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Forecasting South African exchange rates: Comparing models and techniques
1995,
Joubert M.J.
This article evaluates recent exchange rates models and forecasting techniques on...
Some evidence of persistence in South African financial time series
1996,
Bendel D.
This article analyses some South African financial time series in order to ascertain...
Learning and exchange rate dynamics: A theoretical model
1995,
Frenkel M.
This paper focuses on the determination of the spot and the forward exchange rate...
Varying and random coefficient regression models in economics: An overview
1995,
Wesso G.R.
This paper summarises various random coefficient models that have been developed for...
A varying parameter regression approach to investment modelling in South Africa: Estimation, stability testing and prediction
1995,
Wesso G.R.
Due to the rapidly changing economic and political environment in South Africa a...
The influence of gold price on exchange rates in South Africa
1995,
Mainardi S.
The relationship between mineral and exchange rate markets is still a relatively...
Testing for purchasing power parity in South Africa in the presence of real shocks
1995,
Barr G.D.I.
Tests for purchasing power parity in the literature have had mixed results,...
On the association between market, perceived and accounting risk measures: Some counter evidence
1995,
Negash M.
This paper examines the associations between three types of risk indicators. Using...
International sanctions and anti-apartheid politics in South Africa: An empirical investigation
1995,
Kaempfer W.H.
International sanctions are often imposed in response to interest group pressures in...
The determination of economic benefits and costs of passenger transport terminals and transfer facilities
1995,
Pienaar W.J.
The article briefly describes the objectives of road passenger transport terminals and...
The intertemporal relationship between return and risk: Some recent South African evidence
1994,
Upsher S.
The paper confirms the well established negative relationships between share returns...
Assessing portfolio performance: The case of flexible investment unit trusts
1994,
Biger N.
The standard approach used to assess the performance of unit trust managers is based...
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