Extreme value analysis for emerging African markets
For the first time, an extreme value analysis is provided for financial data from Africa. The results of analysis show evidence of emerging economies in Africa. Copyright Springer Science+Business Media Dordrecht 2014
If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Volume (Year): 48 (2014)
Issue (Month): 3 (May)
|Contact details of provider:|| Web page: http://www.springer.com|
|Order Information:||Web: http://www.springer.com/economics/journal/11135|
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Ja'Nel Esterhuysen & Gary Van Vuuren & Paul Styger, 2012. "Liquidity Creation In South African Banks Under Stressed Economic Conditions," South African Journal of Economics, Economic Society of South Africa, vol. 80(1), pages 106-122, 03.
- Konstantinos Tolikas, 2011. "The rare event risk in African emerging stock markets," Managerial Finance, Emerald Group Publishing, vol. 37(3), pages 275-294, February.
- Hearn, Bruce, 2011. "Modelling size and liquidity in North African industrial sectors," Emerging Markets Review, Elsevier, vol. 12(1), pages 21-46, March.
- Harvey, Andrew C. & Collier, Patrick, 1977. "Testing for functional misspecification in regression analysis," Journal of Econometrics, Elsevier, vol. 6(1), pages 103-119, July.
- Ja'Nel Esterhuysen & Gary Van Vuuren & Paul Styger, 2011. "The Effect Of Stressed Economic Conditions On Systemic Risk Within The South African Banking Sector," South African Journal of Economics, Economic Society of South Africa, vol. 79(3), pages 270-289, 09.
- Marcel Kohler, Adrian Saville & Adrian Saville, 2011. "Measuring the impact of trade finance on country trade flows: a South African perspective," South African Journal of Economic and Management Sciences, University of Pretoria, Faculty of Economic and Management Sciences, vol. 14(4), pages 436-448, December.
When requesting a correction, please mention this item's handle: RePEc:spr:qualqt:v:48:y:2014:i:3:p:1347-1360. 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: (Sonal Shukla)or (Rebekah McClure)
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 references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
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 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.