Zobrazeno 1 - 6
of 6
pro vyhledávání: '"Katlego Kola"'
Publikováno v:
Journal of Property Investment & Finance, 2016, Vol. 34, Issue 1, pp. 3-26.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/JPIF-09-2014-0061
Autor:
Katlego Kola, Tumellano Sebehela
Publikováno v:
Review of Pacific Basin Financial Markets and Policies. 25
The aim of this paper is to shed new light on hedging discrete volatilities, in particular when using the generalized autoregressive conditional heteroskedasticity (thereafter GARCH) model. Despite its elegance, GARCH does not account for (i) correla
Autor:
Tumellano Sebehela, Katlego Kola
Studies on indexed volatility spillovers are unique because indices encompass more information than other parameters used in illustrating volatility movements. Further, indices encompass most of the constituents listed on different stock exchanges ar
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::96906beae33179111089ae89cbacac5f
https://doi.org/10.5772/intechopen.90240
https://doi.org/10.5772/intechopen.90240
Autor:
Katlego Kola, Odongo Kodongo
Publikováno v:
Research in International Business and Finance. 42:1228-1243
We study the relationship between the excess returns of REITs and volatilities of macroeconomic factors in developing markets (Bulgaria and South Africa) and a ‘benchmark’ developed market (USA). As expected, our results generally indicate that c
Publikováno v:
Journal of Property Investment & Finance. 34:3-26
Purpose – The purpose of this paper is to examine the impact of Broad-Based Black Economic Empowerment (BBBEE) on the risk and returns of listed and delisted property firms on the Johannesburg Stock Exchange (JSE). The study was investigated to und
Publikováno v:
Urban Real Estate Markets: a Catalyst for Economic Growth and Development - the 14th African Real Estate Society Conference.