96
Views
9
CrossRef citations to date
0
Altmetric
Original Articles

International stock market linkages in Southern Africa

&
Pages 27-51 | Received 01 May 1999, Accepted 01 Nov 1999, Published online: 03 Jun 2015

References

  • Aburachis, AT. (1993), International Financial Markets Integration: an overview, in Stansell, S. R. (ed.) International Financial Market Integration.
  • Chan, K.C. & Lai, P. (1993). Unit Root and cointegration tests of world stock prices, in Stansell, S.R. (ed,) International Financial Market Integration.
  • Chan, K.C., Gup, B.E. & Pan, M. 1992). An Empirical Analysis of Stock Prices in Major Asian Markets and the United States, The Financial Review (May), 27(2):289–307.
  • Chisambi, K. & Matome, T. (1993). Risk Analysis of the Botswana Share Market, Conference on Accounting and Economic Development, University of Botswana.
  • Chou, R., NG, V. & PI, L. (1994). Cointegration of International Stock Market Indices, IMF Working Paper, WP/94/94 (Washington DC: International Monetary Fund).
  • Dolado, J.J., Jenkinson, T., & Sosvilla-Rivero, S. (1990). Cointegration and Unit Roots, Journal of Economic Surveys, 4:275–284.
  • Dwyer, G.P. & Hafer, R.W. (1988). Are national stock markets linked?, Federal Reserve Bank of St. Louis Review (Nov/Dec):3–14.
  • Fama, E. (1970). Efficient Capital Markets: A Review of Markets and Empirical Work, Journal of Finance, 25, 383–423.
  • Granger, C.W. (1986). Developments in the Study of Cointegrated Economic Variables, Oxford Bulletin of Economics and Statistics (August):213–228.
  • Harris, R. (1995). Using Cointegration Analysis in Econometric Modelling (London: Prentice Hall-Harvester Wheatsheaf).
  • Jefferis, K. (1995). The Botswana Share Market and its Role in Financial and Economic Development, World Development, 23(4):663–678.
  • Johansen, S. & Juselius, K. (1989). Maximum Likelihood Estimation and Inference on Cointegration with Application to the Demand for Money, Oxford Bulletin of Economics and Statistics, 52(2).
  • Johansen, S. (1988). Statistical Analysis of Cointegration Vectors, Journal of Economic Dynamics and Control, 12:231–54.
  • MA, C. (1993). Financial Market Integration and Cointegration tests, in Stansell, S. (ed.) International Financial Market Integration.
  • Macdonald, R. & Taylor, M.P. (1988). Metal Prices, Efficiency and Cointegration: Some Evidence from the London Metal Exchange, Bulletin of Economic Research 40 (June):235–239.
  • Macdonald, R. & Taylor, M.P. (1989). Foreign Exchange Market Efficiency and Cointegration: Some Evidence from the Recent Float. Economic Letters 29:63–68.
  • Richards, A. (1996). Volatility and Predictability in National Stock Markets: How Do Emerging and Mature Markets Differ, IMF Staff Papers, 43(3):461–501.
  • Stansell, S.R. (ed.) (1993). International Financial Market Integration, (Oxford: Blackwell).
  • Von Fursternberg, G.M. & Jeon, B.N. (1989) International stock price movements: links and messages, Brookings Papers on Economic Activity 1989(1): 125–179.

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.