Details about Keith Jefferis

Access statistics for papers by Keith Jefferis.

Last updated 2025-03-15. Update your information in the RePEc Author Service.

Short-id: pje13

Working Papers

1999

1. Exchange Rate Policy and Prices Determination in Botswana
   Working Papers, African Economic Research Consortium View citations (3)
2. International Stock Market Linkages in Southern Africa
   Working Papers, Botswana Institute for Development Policy Analysis View citations (3)
   See also Journal Article International stock market linkages in Southern Africa, South African Journal of Accounting Research, Taylor & Francis Journals (1999) (1999)
3. The Long Term Impact of Structural Economic Change on Government Spending
   Working Papers, Botswana Institute for Development Policy Analysis

Journal Articles

2011

1. Real Versus Spurious Long-Memory Volatility In Foreign Exchange Data: Evidence From The Rand Against The G4 Currencies
   Studies in Economics and Econometrics, 2011, 35, (2), 71-94 View citations (1)

2008

2. LONG MEMORY IN SOUTHERN AFRICAN STOCK MARKETS
   South African Journal of Economics, 2008, 76, (3), 384-398 View citations (25)

2005

3. THE CHANGING EFFICIENCY OF AFRICAN STOCK MARKETS
   South African Journal of Economics, 2005, 73, (1), 54-67 View citations (58)

2004

4. CAPITALISATION AND WEAK‐FORM EFFICIENCY IN THE JSE SECURITIES EXCHANGE
   South African Journal of Economics, 2004, 72, (4), 684-707 View citations (5)

2002

5. African stock markets: multiple variance ratio tests of random walks
   Applied Financial Economics, 2002, 12, (7), 475-484 View citations (58)

2000

6. The Impact of HIV/AIDS on Poverty and Inequality in Botswana
   South African Journal of Economics, 2000, 68, (5), 393-404 View citations (6)
7. The impact of economic fundamentals on stock markets in southern Africa
   Development Southern Africa, 2000, 17, (1), 23-51 View citations (15)

1999

8. Botswana: Poverty amid plenty
   Oxford Development Studies, 1999, 27, (2), 211-231 View citations (1)
9. International stock market linkages in Southern Africa
   South African Journal of Accounting Research, 1999, 13, (2), 27-51
   See also Working Paper International Stock Market Linkages in Southern Africa, Working Papers (1999) View citations (3) (1999)

1996

10. Small Country Experiences with Exchange Rates and Inflation: The Case of Botswana
    Journal of African Economies, 1996, 5, (2), 293-326 View citations (7)

1995

11. Botswana's Exchange Controls: Abolition or Liberalisation?
    Development Policy Review, 1995, 13, (3), 277-306
12. The Botswana share market and its role in financial and economic development
    World Development, 1995, 23, (4), 663-678 View citations (13)
13. The Development of Stock Markets in Sub‐Saharan Africa
    South African Journal of Economics, 1995, 63, (3), 192-201 View citations (1)