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Carry Trade and Capital Market Returns in South Africa
Lumengo Bonga-Bonga
, Sefora Motena Rangoanana
School of Economics
University of Johannesburg
Research output
:
Contribution to journal
›
Article
›
peer-review
3
Citations (Scopus)
Overview
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Dive into the research topics of 'Carry Trade and Capital Market Returns in South Africa'. Together they form a unique fingerprint.
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Keyphrases
Bond Market
66%
Bond Returns
16%
Capital Asset Pricing Model
16%
Capital Markets
100%
Carry Trade
100%
Carry Trade Returns
33%
Equity Market Returns
33%
Equity Markets
100%
Equity Returns
16%
Euro
33%
Euro Area
16%
Excess Returns
16%
Fama-French Five-factor Model
16%
Global Uncertainty
50%
Global Volatility
16%
Negative Relationships
33%
Quantile Regression Model
16%
Risky Assets
16%
South Africa
100%
Stock Market Returns
100%
Target Country
16%
Trade Activities
16%
Trade Market
100%
Two-factor Model
16%
Economics, Econometrics and Finance
Capital Market Returns
100%
CAPM
33%
Factor Model
66%
Investors
100%
Pricing
100%
United States of America
100%
US Dollar
33%
Volatility
33%