Browsing Research Output by Subject "Macroeconomic Variables"

Now showing items 1-2 of 2

    • Commodity prices and stock market performance in South Africa 

      Mongale, Itumeleng Pleasure; Eita, Joel Hinaunye (Virtus Interpress, 2014)
      As 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 ...

    • Is the South African exchange rate volatile? Application of the arch framework 

      Mokoma, Thato Julius; Moroke, Ntebogang Dinah (Virtus Interpress, 2015)
      This study applies the autoregressive conditional heteroscedasticity (ARCH) model to forecast exchange rate volatility in South Africa for the period 1990Q1 to 2014Q2. The ARCH (1) and ARCH (2) models were constructed using ...