Accounting for threshold effects and asymmetric adjustment between inflation and equity returns in South Africa
P. Moores-Pitt, B.S. Strydom & M. Murray
| Year of publication: |
2019
|
|---|---|
| Authors: | Moores-Pitt, P. ; Strydom, B. S. ; Murray, Mike |
| Published in: |
Tydskrif vir studies in ekonomie en ekonometrie : SEE. - Stellenbosch, ISSN 0379-6205, ZDB-ID 863779-9. - Vol. 43.2019, 2, p. 29-54
|
| Subject: | Kapitalmarktrendite | Capital market returns | Inflation | Hedging | Kointegration | Cointegration | Südafrika | South Africa | 1980-2015 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012170613