TY - JOUR
T1 - THE EFFECT OF GLOBAL FINANCIAL INTEGRATION ON SOUTH AFRICAN BANK STOCK RISK PREMIA
T2 - A US VERSUS CHINA CONFLICT PERSPECTIVE
AU - Mabejane, John Baptiste
N1 - Publisher Copyright:
© 2023, International Journal of Economics and Finance Studies. All Rights Reserved.
PY - 2023
Y1 - 2023
N2 - This study investigates the impact of global financial integration on the risk premiums of South African bank stocks. It analyzes the effects of the Chinese and American markets on the risk premiums of South African bank stocks. Using panel regression analysis and data from 2018: Q1 to 2022: Q1. The study reveals that factors from the Chinese stock market and economic environment explain variations in South African bank stock risk premiums more than those from the United States. It was also determined that the interaction between the Chinese and South African markets provides investors greater diversification opportunities.
AB - This study investigates the impact of global financial integration on the risk premiums of South African bank stocks. It analyzes the effects of the Chinese and American markets on the risk premiums of South African bank stocks. Using panel regression analysis and data from 2018: Q1 to 2022: Q1. The study reveals that factors from the Chinese stock market and economic environment explain variations in South African bank stock risk premiums more than those from the United States. It was also determined that the interaction between the Chinese and South African markets provides investors greater diversification opportunities.
UR - http://www.scopus.com/inward/record.url?scp=85164614449&partnerID=8YFLogxK
U2 - 10.34109/ijefs.202315207
DO - 10.34109/ijefs.202315207
M3 - Article
AN - SCOPUS:85164614449
SN - 1309-8055
VL - 15
SP - 131
EP - 150
JO - International Journal of Economics and Finance Studies
JF - International Journal of Economics and Finance Studies
IS - 2
ER -
