On the stability of the CAPM before and after the financial crisis : panel evidence from the Johannesburg Securities Exchange
Year of publication: |
June 2017
|
---|---|
Authors: | Alagidede, Paul ; Koutounidis, Nikolaos ; Panagiōtidēs, Theodōros |
Published in: |
African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult). - [Erscheinungsort nicht ermittelbar] : UNISA, ISSN 2042-1478, ZDB-ID 2743728-0. - Vol. 9.2017, 1, p. 180-189
|
Subject: | Panel data | CAPM | South Africa | Global financial crisis | Finanzkrise | Financial crisis | Südafrika | Panel | Panel study |
-
Essers, Dennis, (2013)
-
Fiscal reaction functions across the world : in quest of statistical (in)significance
Afonso, António, (2019)
-
Cochrane, William, (2022)
- More ...
-
Can common stocks provide a hedge against inflation? : Evidence from African countries
Alagidede, Paul, (2010)
-
A non-linear time series analysis of four eastern European exchange rates
Panagiōtidēs, Theodōros, (2007)
-
Why a diversified portfolio should include African assets
Alagidede, Paul, (2011)
- More ...