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Nicholas Lawrence Samouilhan

Personal Details

First Name:Nicholas
Middle Name:Lawrence
Last Name:Samouilhan
Suffix:
RePEc Short-ID:psa930

Affiliation

School of Economics
Faculty of Commerce
University of Cape Town

Cape Town, South Africa
http://www.commerce.uct.ac.za/economics/

: (21) 650-2723
(21) 650-2854
Private Bag, Rondebosch 7701
RePEc:edi:seuctza (more details at EDIRC)

Research output

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Jump to: Articles

Articles

  1. Nicholas lawrence Samouilhan, 2007. "The Price Of Risk In The South African Equity Market," South African Journal of Economics, Economic Society of South Africa, vol. 75(3), pages 442-458, September.
  2. Nl Samouilhan, 2006. "The Relationship Between International Equity Market Behaviour And The Jse," South African Journal of Economics, Economic Society of South Africa, vol. 74(2), pages 248-260, June.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

  1. Nl Samouilhan, 2006. "The Relationship Between International Equity Market Behaviour And The Jse," South African Journal of Economics, Economic Society of South Africa, vol. 74(2), pages 248-260, June.

    Cited by:

    1. Tinashe Harry Dumile Kambadza & Zivanemoyo Chinzara, 2012. "Returns Correlation Structure and Volatility Spillovers Among the Major African Stock Markets," Working Papers 305, Economic Research Southern Africa.
    2. Nico Katzke, 2013. "South African Sector Return Correlations: using DCC and ADCC Multivariate GARCH techniques to uncover the underlying dynamics," Working Papers 17/2013, Stellenbosch University, Department of Economics.
    3. Cheteni, Priviledge, 2016. "Stock market volatility using GARCH models: Evidence from South Africa and China stock markets," MPRA Paper 77355, University Library of Munich, Germany.

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