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An investigation of empirical properties of South African bonds
This study investigates empirical properties of South African bonds over the period 2000 to 2016. In particular, it investigates i) mean reversion in bond returns; ii) the correlation between bond returns and the inflation rate; and, iii) the correlation between bond returns and equity returns. An u...
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| Format: | Thesis |
| Language: | English |
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Department of Finance and Tax
2017
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