The relationship between stock market returns and parallel market exchange rates in Zimbabwe: an econometric investigation (2000 to 2007)
The study empirically tests the existence and nature of relationship between ZSE returns and three macroeconomic variables, the main one being the parallel market exchange rates. Engle-Grangerís Cointegration analysis and the Error Correction Model (ECM) techniques were employed on monthly time seri...
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| Format: | Article |
| Language: | English |
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Midlands State University
2015
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| Subjects: | |
| Online Access: | http://hdl.handle.net/11408/548 |
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