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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
1

FINANCIAL MARKET MODELING WITH MINORITY AND MAJORITY RULES

Hemantha, Maddumage Don Prasad 16 June 2006 (has links)
No description available.
2

Essays on stock markets in Sub-Saharan Africa

Atsin, Achiapo Jessica Lisette January 2018 (has links)
Philosophiae Doctor - PhD (Economics) / The main objective of this thesis was to closely examine several nancial and economic aspects of the stock markets in Sub-Saharan Africa. Thus, the objectives of this thesis were to explore the interdependence, the time-varying conditional correlation and the volatility linkages among Sub-Saharan African and developed stock markets; to investigate the relationship between - nancial liberalization and the development of stock markets; and to examine the patterns of the aggregate market liquidity and the relevance of the mainstream determinants of market liquidity in the chosen Sub-Saharan African stock markets. The study was composed of three standalone essays. The rst essay, which investigated stock price co-movements and the volatility linkages between selected Sub-Saharan African markets and the key developed markets, used the Johansen cointegration test, the VECM and the GARCH models for the sample period 2 January 2009 { 31 December 2016. The second essay, examining the e ect of nancial liberalization on the development of stock markets in Sub-Saharan Africa, employed the Bayesian VAR for the sample period 1975Q1 { 2014Q4. Lastly, the third essay, which investigated the determinants of liquidity levels in Sub-Saharan African stock markets employed the Markov Switching Vector Autoregressive model for the sample period 2 January 2009 { 31 December 2016.This study aimed at contributing to the already existing literature by focusing on analysing four key stock markets in the region, namely the Nigerian Stock Exchange, the Kenyan Securities Exchange.

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