South Africa and United States stock prices and the Rand/Dollar exchange rate
This paper seeks to examine the dynamic causal relations between the two major financial assets, stock prices of the US and South Africa and the rand/US$ exchange rate. The study uses a mixed bag of time series approaches such as cointegration, Granger causality, impulse response functions and forec...
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| Format: | Article |
| Language: | English |
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AOSIS
2010-09-01
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| Series: | South African Journal of Economic and Management Sciences |
| Online Access: | https://sajems.org/index.php/sajems/article/view/106 |