Browsing Theses and Dissertations (Financial Management) by Postgraduate "Van der Westhuizen, Elizabeth-Ann"

Browsing Theses and Dissertations (Financial Management) by Postgraduate "Van der Westhuizen, Elizabeth-Ann"

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  • The impact of news on the South African sovereign bond market 
    Van der Westhuizen, Elizabeth-Ann (University of Pretoria, 2022)
    A reverse event study approach is used to investigate how the South African sovereign bond yield curve react to headline news. Abnormal return dates in the zero-coupon yields are identified using GARCH models on the daily ...