Macroeconomic determinants of the JSE size-base industries connectedness: evidence from changing market conditions

IF 2 Q2 ECONOMICS
Babatunde Lawrence, Fabian Moodley, Sune Ferreira-Schenk
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引用次数: 0

Abstract

This study provides evidence and proof of dynamic return connectedness alongside the revelation that certain macroeconomic factors determine the return connectedness of size-based industries of the...
日本证券交易所规模基础产业关联性的宏观经济决定因素:来自不断变化的市场条件的证据
本研究提供了动态收益关联性的证据和证明,同时揭示了某些宏观经济因素决定了基于规模的产业的收益关联性。
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来源期刊
CiteScore
3.00
自引率
15.80%
发文量
309
审稿时长
12 weeks
期刊介绍: Cogent Economics & Finance, part of Taylor & Francis / Routledge, is a multidisciplinary open access journal publishing high-quality peer-reviewed research by authors from across the globe. Our inclusive nature ensures we cover the entire scope of economics and finance research – from financial economics to economic philosophy and everything in between, including replication studies – and we make sure this research is visible to everyone, anywhere, any time. Cogent Economics & Finance is headed up by an expert team of Senior Editors who, in keeping with our vision of inclusivity and sharing, evaluate submissions on scholarly merit and research integrity. Manuscripts are never rejected purely on the grounds of perceived importance or impact on the research community; article-level metrics allow the research to be assessed on its own merit.
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