Long-run equilibrium adjustment between inflation and stock market returns in South Africa : a nonlinear perspective
Andrew Phiri
| Year of publication: |
2017
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|---|---|
| Authors: | Phiri, Andrew |
| Published in: |
International journal of sustainable economy. - Genève [u.a.] : Inderscience Enterprises, ISSN 1756-5804, ZDB-ID 2476560-0. - Vol. 9.2017, 1, p. 19-33
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| Subject: | inflation | stock market returns | threshold error correction model | TEC model | Johannesburg Stock Exchange | JSE | South Africa | Sub-Saharan Africa | SSA | emerging economies | momentum threshold autoregressive model | MTAR | Südafrika | Inflation | Kapitaleinkommen | Capital income | Kointegration | Cointegration | Aktienmarkt | Stock market | Schwellenländer | Emerging economies | Schätzung | Estimation | Börsenhandel | Stock exchange trading | Börsenkurs | Share price |
| 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/10011657902