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Analysis of price discovery and non-linear dynamics between volatility index and volatility index futures
Item type: Journal Article • Journal: Investment Analysts Journal • Authors: Yen-Hsien Lee --- Department of Finance, Taiwan, R.O.C. Wan-Shin Mo --- Department of Finance, Taiwan, R.O.C.This study utilises a smooth transition vector error correction model with a Generalised AutoRegressive Conditional Heteroskedasticity GARCH model to investigate the price-discovery and non-linear dynamics at different times when a deviation occurs in the co-movement equilibrium between the spot volatility... -
The influence of the market on inflation, not the other way around
Item type: Journal Article • Journal: Investment Analysts Journal • Authors: Carlos de Jesus --- , Gizelle D. Willows --- , Alison M. Olivier --- , South AfricaThe study of return prediction is fundamental to investors. However, inconclusive evidence exists as to whether returns on the South African (SA) stock market may be explained by movements in SA or international macroeconomic variables. This study investigates integration between... -
Portfolio diversification with cryptocurrencies – Evidence from Middle Eastern stock markets
Item type: Journal Article • Journal: Investment Analysts Journal • Authors: Sunitha Kumaran --- , Kingdom of Saudi ArabiaThe appealing features of cryptocurrency in the digital money sector have put them into the category of investable assets. Investment professionals have begun to consider their investability and diversification benefits. It is vital for investors to understand the return-risk behaviour... -
An investigation into the innovation-economic growth nexus in Mauritius
Item type: Journal Article • Journal: African Journal of Science, Technology, Innovation and Development • Authors: Harris Neeliah --- Independent Researcher, Mauritius Boopen Seetanah --- University of Mauritius, Mauritius Lomendra Vencataya --- University of Mauritius, MauritiusThis paper extends the existing strand of research, delving into the link between innovation and economic growth for the small island developing state of Mauritius. The innovation-growth relationship is analyzed within a multivariate endogenous growth model, spanning the period 1970... -
Exploring the factors behind digitalization convergence and revealing Africa’s digital transformation journeys
Item type: Journal Article • Journal: African Journal of Science, Technology, Innovation and Development • Authors: Thapelo Chauke --- North-West University, South Africa Oladipo Olalekan David --- North-West University, South Africa Afees Oluwashina Noah --- North-West University, South AfricaGlobal economies are transitioning from traditional agrarian models to technology-driven ones, focusing on sustainable growth. Historically, Africa has been slow to adopt digital technologies, lagging behind other regions. However, since the late 1990s, the continent has experienced significant growth in...