The effect of economic, financial and political country risk factors on the JSE mining index : an ARDL approach
Year of publication: |
2022
|
---|---|
Authors: | Muzindutsi, Paul-Francois ; Rajhununan, Swastika ; Dube, Minenhle ; Ganie, Bilal ; Mahess, Evaniya ; Reddy, Delvina |
Published in: |
International journal of trade and global markets. - Olney : Inderscience, ISSN 1742-755X, ZDB-ID 2455723-7. - Vol. 15.2022, 1, p. 22-31
|
Subject: | auto-regressive distribution lag | country risk | mining sector | non-linear ARDL | South Africa | stock market | Südafrika | Länderrisiko | Country risk | Bergbau | Mining | Aktienmarkt | Stock market | Kointegration | Cointegration | Kapitaleinkommen | Capital income | CAPM |
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