Search Results - subject:"FTSE/JSE"

An examination of the impact of COVID-19 on the financial markets and how this directs investment into the market for fine art

Baur, Peter - In: Journal of economic and financial sciences : JEF 13 (2020) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10012321262

ESG and SDG reporting practices : a qualitative review of the lessons from the top 30 FTSE/JSE-listed companies

Mbhalati, Marlon Lonah; Masehela, Freddy Kgabo - In: Fostering Long-Term Sustainable Development in Africa : …, (pp. 211-244). 2024

Persistent link: https://www.econbiz.de/10015067044

Quantification of VaR: A Note on VaR Valuation in the South African Equity Market

Mabitsela, Lesedi; Maré, Eben; Kufakunesu, Rodwell - In: Journal of Risk and Financial Management 8 (2015) 1, pp. 103-126

-at-Risk framework. Value-at-Risk is estimated on four equity stocks listed on the Johannesburg Stock Exchange, including the FTSE/JSE …

Persistent link: https://www.econbiz.de/10011167305

Quantification of VaR: A note on VaR valuation in the South African equity market

Mabitsela, Lesedi; Maré, Eben; Kufakunesu, Rodwell - In: Journal of Risk and Financial Management 8 (2015) 1, pp. 103-126

-at-Risk framework. Value-at-Risk is estimated on four equity stocks listed on the Johannesburg Stock Exchange, including the FTSE/JSE …

Persistent link: https://www.econbiz.de/10011843254

Quantification of VaR : a note on VaR valuation in the South African equity market

Mabitsela, Lesedi; Maré, Eben; Kufakunesu, Rodwell - In: Journal of risk and financial management : JRFM 8 (2015) 1, pp. 103-126

-at-Risk framework. Value-at-Risk is estimated on four equity stocks listed on the Johannesburg Stock Exchange, including the FTSE/JSE …

Persistent link: https://www.econbiz.de/10011552897

Intraday information transmission in the South African equities market

McCullough, Kerry - In: African finance journal 20 (2018) 2, pp. 1-20

Persistent link: https://www.econbiz.de/10011980208

Price discovery on the Johannesburg Stock Exchange : examining the impact of the SATRIX Top 40 Exchange Traded Fund

McCullough, Kerry - In: African review of economics & finance : AREF : (a … 9 (2017) 1, pp. 190-212

Persistent link: https://www.econbiz.de/10011721592

Empirical analyses of extreme value models for the South African mining index

Chinhamu, Knowledge; Huang, Chun-Kai; Huang, Chun-Sung; … - In: The South African journal of economics 83 (2015) 1, pp. 41-55

Persistent link: https://www.econbiz.de/10011382028

Evidence of volatility clustering on the FTSE/JSE top 40 index

Louw, Jan Paul - 2008

ENGLISH ABSTRACT: This research report investigated whether evidence of volatility clustering exists on the FTSE/JSE … there was volatility clustering on the FTSE/JSE Top 40 Index. It further showed that more complex models such as the GARCH(1 …AFRIKAANSE OPSOMMING: Die navorsingsverslag ondersoek die FTSE/JSE Top 40 Indeks om te bepaal of daar genoegsame bewyse …

Persistent link: https://www.econbiz.de/10009442059

Generalized hyperbolic distributions and value-at-risk estimation for the South African mining index

Huang, Chun-kai; Chinhamu, Knowledge; Huang, Chun-sung; … - In: International business and economics research journal 13 (2014) 2, pp. 319-328

Persistent link: https://www.econbiz.de/10010362786