Asymmetric Impact of Interest Rates on Stock Market Returns: Empirical Evidence from South Africa
This study explores the relationship between interest rates and stock market returns in South Africa from 2000Q1 to 2023Q3, utilizing the non-linear autoregressive distributed lag (NARDL) model. It incorporates variables such as stock price volatility, market capitalization, exchange rate risk, and...
Wedi'i Gadw mewn:
| Prif Awdur: | |
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| Fformat: | Artigo |
| Iaith: | Inglês |
| Cyhoeddwyd: |
Sciendo
2025-08-01
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| Cyfres: | Studies in Business and Economics |
| Pynciau: | |
| Mynediad Ar-lein: | https://doi.org/10.2478/sbe-2025-0031 |
| Tagiau: |
Dim Tagiau, Byddwch y cyntaf i dagio'r cofnod hwn!
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