Investigating the Causal Relationship Between Stock Market and Aggregate Economic Performance of South Africa
Download full text from publisher
References listed on IDEAS
- Charles Amo Yartey, 2008. "The Determinants of Stock Market Development in Emerging Economies; Is South Africa Different?," IMF Working Papers 08/32, International Monetary Fund.
- Levine, Ross, 1991. "Stock Markets, Growth, and Tax Policy," Journal of Finance, American Finance Association, vol. 46(4), pages 1445-1465, September.
- Granger, C W J, 1969. "Investigating Causal Relations by Econometric Models and Cross-Spectral Methods," Econometrica, Econometric Society, vol. 37(3), pages 424-438, July.
- Ugochukwu E. Anigbogu & Eleanya K. Nduka, 2014. "Stock Market Performance and Economic Growth: Evidence from Nigeria Employing Vector Error Correction Model Framework," The Economics and Finance Letters, Conscientia Beam, vol. 1(4), pages 90-103.
- Mohamed Jalloh, 2015. "Does Stock Market Capitalization Influences Economic Growth in Africa? : Evidence from Panel Data," Applied Economics and Finance, Redfame publishing, vol. 2(1), pages 91-101, February.
- Yilmaz Bayar & Abdulkadir Kaya & Murat Yildirim, 2014. "Effects of Stock Market Development on Economic Growth: Evidence from Turkey," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 5(1), pages 93-100, January.
- Johansen, Soren, 1995. "Likelihood-Based Inference in Cointegrated Vector Autoregressive Models," OUP Catalogue, Oxford University Press, number 9780198774501.
More about this item
KeywordsStock; Economic; Relationship; Growth; Performance; Cointegration; Causal.;
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:asi:aeafrj:2016:p:218-227. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Chan Hoi Yan). General contact details of provider: http://www.aessweb.com/ .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.