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What drives the correlation between stock and bonds
This research paper investigates the correlation between stocks and bonds in South Africa between 2002 and 2020and further explores the macroeconomic variables which determine these stock bond correlations. South African stock returns are proxied by the FTSE/JSE All Share Total Return Index (JALSHTR...
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| Format: | Thesis |
| Language: | English English |
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Department of Finance and Tax
2025
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