Studies in Economics and Econometrics

1996 - 2025

Current editor(s): Willem Bester

From Taylor & Francis Journals
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Introduction to the Special Edition on the South African National Income Dynamics Study pp. 1-5: Murray Leibbrandt, V Ranchhod and Ingrid Woolard
The South African National Income Dynamics Study: Design and Methodological Issues pp. 7-24: Ingrid Woolard, Murray Leibbrandt and L de Villiers
Changes in Income Poverty Over the Post-Apartheid Period: An Analysis Based on Data From the 1993 Project for Statistics on Living Standards and Development and the 2008 Base Wave of the National Income Dynamics Study pp. 25-43: Murray Leibbrandt, A Finn, J Argent and Ingrid Woolard
A Profile Of Children Living In South Africa In 2008 pp. 45-68: K Hall and G Wright
Interactions Between Mental Health And Socioeconomic Status In The South African National Income Dynamics Study pp. 69-85: C Ardington and Anne Case
Education Inequality in South Africa: Evidence from the National Income Dynamics Study pp. 85-109: N Branson and David Lam
Labour Force Participation And Employment In South Africa: Evidence From Wave 1 Of The National Income Dynamics Study pp. 111-128: V Ranchhod
Households and Labour Migration in Post-Apartheid South Africa pp. 129-141: Dorrit Posel

The Impact of an Environmental Tax on Electricity Generation in South Africa pp. 1-18: Reyno Seymore, Philip Adams, Margaret Mabugu, J H van Heerden and James Blignaut
Market Risks in Spot Markets of Crude Oil and Products: A Long Memory Value- At-Risk Approach pp. 19-38: C W Cheong
Long Memory in the Australian Stock Market pp. 39-56: S-H Kang and H Nguyen
Foreign Direct Investment in the Agriculture Sector of South Africa: Do GDP and Exports Determine Locational Inflows? pp. 57-68: T S Dlamini and G C G Fraser
The Effect of the Shift in the Composition of Bank Income on Bank Efficiency pp. 69-81: G van der Westhuizen

The Impact of Forced Mergers and Acquisitions on Bank Cost Efficiency: Empirical Evidence From Malaysia pp. 1-26: Fadzlan Sufian
Zimbabwe’s Trade: Implications For Industrial Development in the Southern African Development Community Free Trade Area pp. 27-52: T E Mutambara
Characterisation of South African Equity Unit Trusts Using The Active Share Measure as a Performance Indicator pp. 53-82: P Hirschel and J D Krige
Determinants of Producers’ Choice of Wine Grape Cultivars in the South African Wine Industry pp. 83-110: T S Mkhabela, J K Musango and J P Lombard
Momentum Effects in Country Equity Indices pp. 111-127: C Muller and M Ward

Measuring Managerial Efficiency in South African Soccer pp. 1-18: T S Mkhabela
Do Dividend Changes in South Africa Signal Earnings Changes? pp. 19-38: J Wolff and Christo Auret
Is Financial Integration a Complement or Substitute to Domestic Financial Development in a Developing Country? Evidence from the Sacu Countries pp. 39-67: Meshach Aziakpono, P Burger and Stan Du Plessis
Dynamic Returns Linkages and Volatility Transmission Between South African and World Major Stock Markets pp. 69-94: Zivanemoyo Chinzara and Meshach Aziakpono
Time Aggregation, Long-Run Money Demand and the Welfare Cost of Inflation pp. 95-109: Rangan Gupta and Josine Uwilingiye

Predictive Models to Determine Market Timing Opportunities for the JSE (II) pp. 1-19: J N Keuler and J D Krige
Financial Fragility: An Assessment pp. 21-31: H Abraham
Forward Exchange Rate Puzzle: Joining the Missing Pieces in the Rand-US Dollar Exchange Market pp. 33-48: Lumengo Bonga-Bonga
Division, International Integration, and Economic Development pp. 49-58: M Q Dao
What Actions Could Boost International Tourism Demand for Tanzania? pp. 59-75: A Bashagi and E Muchapondwa

Intra-Industry Trade in the Manufacturing Sector of South Africa pp. 1-11: T G Gebreselasie and Andre Jordaan
Time Aggregation and the Contradictions with Causal Relationships: Can Economic Theory Come to the Rescue? pp. 16-27: Rangan Gupta and K Komen
Excess Co-Movement in Asset Prices: The Case of South Africa pp. 25-39: M K Ocran and C Mlambo
Modelling Stock Returns In Southern Africa'S Equity Markets pp. 41-58: B Hearn and J Piesse
Predictive Models To Determine Market Timing Opportunities For the Jse pp. 59-83: J N Keuler and J D Krige
An Examination Of The Value-At-Risk Volatility Relationship In The Options Market: New Evidence On Mispricing In The Black-Scholes Model pp. 85-103: A Endi

The Impact of Collections Strategy on the Profitability of Unsecured Bank Micro-Loans pp. 1-19: A Kahn and M Ward
Bank Runs: A Microeconomic Analysis pp. 21-27: H Abraham
The Determinants of Infrastructure Development in Developing Countries pp. 43-54: M Q Dao
An Examination of Commonality in Liquidity: New Evidence from the Australian Stock Exchange pp. 55-80: C Sujoto, P S Kalev and Robert Faff
Distinguishing Between Tradables and Non-Tradables: The Case of South Africa pp. 81-94: Z Blignaut, Greg Farrell and Logan Rangasamy

Corporate Governance and Firm Performance in Africa: A Dynamic Panel Data Analysis pp. 1-24: A Kyereboah-Coleman
The Recardian Theory of Comparative Advantage Between South Africa and the Usa in the Manufacturing Sector pp. 25-44: O A Akanbi and Andre Jordaan
Financial Liberalisation and Investment in Tanzania: An Empirical Investigation pp. 45-62: Nicholas Odhiambo
The Role of Sample Size in Testing a Hypothesis in Complex Cross-Sectional Studies: A Monte Carlo Simulation Study pp. 63-68: P A E Serumaga-Zake and R Arnab
An Investigation into Performance Rankings of the Omega Ratio vs the Sharpe Ratio Applied to South African General Equity Unit Trusts pp. 69-84: R de Wet, J D Krige and E vd M Smit
Interest Rates and Business Cycle Fluctuations: A Focus on Higher Moments pp. 85-106: A Beccarini

Structural Default Models Applied to South African Banks pp. 1-22: J H Venter and P Styger
Estimating Technical and Scale Efficiency and Sources of Efficiency Change in Banks Using Balance Sheet Data: A South African Study pp. 23-46: G van der Westhuizen
An Empirical Analysis Of the Determinants of Fertility in Developing Countries pp. 47-56: M Q Dao
The Performance Of Value Stocks And Growth Stocks: The Hong Kong Stock Market 1981-2005 pp. 57-75: L Bo and J D Krige
Interest Rate Derivatives in the South African Market Based on the Prime Rate pp. 75-87: G West
A Cointegration Analysis of South African Aggregate Import Demand Function: Assessment from Bounds Testing pp. 89-101: E Ziramba
An Explanatory Model of South African White Maize Futures Prices pp. 103-131: Christo Auret and C C Schmitt