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dc.contributor.authorMongale, Itumeleng Pleasure
dc.contributor.authorEita, Joel Hinaunye
dc.identifier.citationMongale, I.P. & Eita, J.H. 2014. Commodity prices and stock market performance in South Africa. Corporate Ownership And Control, 11(4):370-375. []en_US
dc.description.abstractAs an export based economy, commodity prices and stock market performances are always a course for concern in the South African economy. This paper investigates the effects of the commodity prices and selected macroeconomic variables on stock market performance. The paper uses quarterly time series data and the estimation covers the period 1994 to 2013. Using Engle-Granger two steps econometric technique, the underlying series are tested for univariate characteristics of the variables unit root by EMPLOYING the Augmented Dickey-Fuller, Phillips-Perron and Kwiatkowski-Phillips-Schmidt-Shin test statistics. The findings show that an increase in commodity prices is associated with an increase in stock market performance and there is a positive association between stock market and macroeconomic such as money supply and exchange rate in South Africa.en_US
dc.publisherVirtus Interpressen_US
dc.subjectCommodity Pricesen_US
dc.subjectStock Marketen_US
dc.subjectMacroeconomic Variablesen_US
dc.subjectSouth Africaen_US
dc.titleCommodity prices and stock market performance in South Africaen_US
dc.contributor.researchID16303784 - Mongale, Itumeleng Pleasure
dc.contributor.researchID25466593 - Eita, Joel Hinaunye

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