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The assessment of market risk premium in South Africa
Lumengo Bonga-Bonga
School of Economics
Research output
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Contribution to journal
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Article
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peer-review
2
Citations (Scopus)
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Keyphrases
Multivariate GARCH Models
100%
Market Risk Premium
100%
Fixed Parameter
33%
Time-varying Risk Premium
33%
Economics, Econometrics and Finance
Risk Premium
100%
Generalized Autoregressive Conditional Heteroskedasticity
75%
Stock Exchange
25%
Capital Market Returns
25%
Shock
25%