IDEAS home Printed from https://ideas.repec.org/f/psa930.html
   My authors  Follow this author

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.economics.uct.ac.za/
RePEc:edi:seuctza (more details at EDIRC)

Research output

as
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. 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.

    Cited by:

    1. Othieno, Ferdinand & Biekpe, Nicholas, 2019. "Estimating the conditional equity risk premium in African frontier markets," Research in International Business and Finance, Elsevier, vol. 47(C), pages 538-551.

  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.

    Cited by:

    1. Tinashe H. D. Kambadza & Zivanemoyo Chinzara, 2012. "Returns Correlation Structure and Volatility Spillovers Among the Major African Stock Markets," Working Papers 305, Economic Research Southern Africa.
    2. Nick Samouilhan, 2006. "The Price of Risk on the JSE," Working Papers 049, Economic Research Southern Africa.
    3. Priviledge Cheteni, 2017. "Stock Market Volatility Using GARCH Models: Evidence from South Africa and China Stock Markets," Journal of Economics and Behavioral Studies, AMH International, vol. 8(6), pages 237-245.
    4. 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.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Nicholas Lawrence Samouilhan should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.