{"title":"Macroeconomic determinants of the JSE size-base industries connectedness: evidence from changing market conditions","authors":"Babatunde Lawrence, Fabian Moodley, Sune Ferreira-Schenk","doi":"10.1080/23322039.2024.2397454","DOIUrl":null,"url":null,"abstract":"This study provides evidence and proof of dynamic return connectedness alongside the revelation that certain macroeconomic factors determine the return connectedness of size-based industries of the...","PeriodicalId":10379,"journal":{"name":"Cogent Economics & Finance","volume":"418 1","pages":""},"PeriodicalIF":2.0000,"publicationDate":"2024-09-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Cogent Economics & Finance","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1080/23322039.2024.2397454","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"ECONOMICS","Score":null,"Total":0}
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Abstract
This study provides evidence and proof of dynamic return connectedness alongside the revelation that certain macroeconomic factors determine the return connectedness of size-based industries of the...
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Cogent Economics & Finance, part of Taylor & Francis / Routledge, is a multidisciplinary open access journal publishing high-quality peer-reviewed research by authors from across the globe. Our inclusive nature ensures we cover the entire scope of economics and finance research – from financial economics to economic philosophy and everything in between, including replication studies – and we make sure this research is visible to everyone, anywhere, any time. Cogent Economics & Finance is headed up by an expert team of Senior Editors who, in keeping with our vision of inclusivity and sharing, evaluate submissions on scholarly merit and research integrity. Manuscripts are never rejected purely on the grounds of perceived importance or impact on the research community; article-level metrics allow the research to be assessed on its own merit.
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