Owen Beelders

Emory University - Department of Economics

1602 Mizell Drive

Atlanta, GA 30322

United States

SCHOLARLY PAPERS

2

DOWNLOADS

668

TOTAL CITATIONS

2

Scholarly Papers (2)

1.

The Relationship between Spot and Futures Index Contracts after the Introduction of Electronic Trading on the Johannesburg Stock Exchange

Number of pages: 25 Posted: 20 Mar 2002
Owen Beelders
Emory University - Department of Economics
Downloads 432 (140,077)

Abstract:

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Index Futures Contracts, cointegration, bivariate-EGARCH, VECM

2.

International Stock Market Interdependence: A South African Perspective

Number of pages: 30 Posted: 07 Nov 2002
Owen Beelders
Emory University - Department of Economics
Downloads 236 (266,892)
Citation 2

Abstract:

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International, interdependence, Kalman filter, South Africa, time-varying