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You searched for +publisher:"University of Cape Town" +contributor:("Kotze, Kevin"). Showing records 1 – 9 of 9 total matches.

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University of Cape Town

1. Vavli, Hakon. Spillovers in the foreign exchange market a study of volatility and returns in emerging market currencies.

Degree: Image, School of Economics, 2012, University of Cape Town

 This paper provides a rigorous investigation of spillover effects in exchange rate returns and volatility. It considers the construction of a spillover index for advanced… (more)

Subjects/Keywords: Economics

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Vavli, H. (2012). Spillovers in the foreign exchange market a study of volatility and returns in emerging market currencies. (Thesis). University of Cape Town. Retrieved from http://hdl.handle.net/11427/10845

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Vavli, Hakon. “Spillovers in the foreign exchange market a study of volatility and returns in emerging market currencies.” 2012. Thesis, University of Cape Town. Accessed November 30, 2020. http://hdl.handle.net/11427/10845.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Vavli, Hakon. “Spillovers in the foreign exchange market a study of volatility and returns in emerging market currencies.” 2012. Web. 30 Nov 2020.

Vancouver:

Vavli H. Spillovers in the foreign exchange market a study of volatility and returns in emerging market currencies. [Internet] [Thesis]. University of Cape Town; 2012. [cited 2020 Nov 30]. Available from: http://hdl.handle.net/11427/10845.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Vavli H. Spillovers in the foreign exchange market a study of volatility and returns in emerging market currencies. [Thesis]. University of Cape Town; 2012. Available from: http://hdl.handle.net/11427/10845

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Cape Town

2. Cuningham, Blake. Comparing GARCH models for gold price data, using a statistical loss function approach and an option pricing approach.

Degree: Image, School of Management Studies, 2011, University of Cape Town

 Derivative instruments that rely on the price of gold are traded in large volumes. A significant number of these instruments are influenced by the volatility… (more)

Subjects/Keywords: Management Studies

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Cuningham, B. (2011). Comparing GARCH models for gold price data, using a statistical loss function approach and an option pricing approach. (Thesis). University of Cape Town. Retrieved from http://hdl.handle.net/11427/10289

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Cuningham, Blake. “Comparing GARCH models for gold price data, using a statistical loss function approach and an option pricing approach.” 2011. Thesis, University of Cape Town. Accessed November 30, 2020. http://hdl.handle.net/11427/10289.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Cuningham, Blake. “Comparing GARCH models for gold price data, using a statistical loss function approach and an option pricing approach.” 2011. Web. 30 Nov 2020.

Vancouver:

Cuningham B. Comparing GARCH models for gold price data, using a statistical loss function approach and an option pricing approach. [Internet] [Thesis]. University of Cape Town; 2011. [cited 2020 Nov 30]. Available from: http://hdl.handle.net/11427/10289.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Cuningham B. Comparing GARCH models for gold price data, using a statistical loss function approach and an option pricing approach. [Thesis]. University of Cape Town; 2011. Available from: http://hdl.handle.net/11427/10289

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Cape Town

3. Claassen, Cecily. Connectedness of the African Equity Markets: A Time-Frequency Spillover Analysis.

Degree: MCom, School of Economics, 2019, University of Cape Town

 This paper analyses return and volatility spillovers across the five largest and oldest African equity markets, namely: South Africa, Morocco, Egypt, Nigeria and Tunisia. The… (more)

Subjects/Keywords: Economics

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Claassen, C. (2019). Connectedness of the African Equity Markets: A Time-Frequency Spillover Analysis. (Thesis). University of Cape Town. Retrieved from http://hdl.handle.net/11427/31419

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Claassen, Cecily. “Connectedness of the African Equity Markets: A Time-Frequency Spillover Analysis.” 2019. Thesis, University of Cape Town. Accessed November 30, 2020. http://hdl.handle.net/11427/31419.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Claassen, Cecily. “Connectedness of the African Equity Markets: A Time-Frequency Spillover Analysis.” 2019. Web. 30 Nov 2020.

Vancouver:

Claassen C. Connectedness of the African Equity Markets: A Time-Frequency Spillover Analysis. [Internet] [Thesis]. University of Cape Town; 2019. [cited 2020 Nov 30]. Available from: http://hdl.handle.net/11427/31419.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Claassen C. Connectedness of the African Equity Markets: A Time-Frequency Spillover Analysis. [Thesis]. University of Cape Town; 2019. Available from: http://hdl.handle.net/11427/31419

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Cape Town

4. Liu, Xinman. Trade linkages and growth in South Africa: an SVAR analysis.

Degree: MCom, School of Economics, 2019, University of Cape Town

 This paper investigates the vulnerability of South Africa to the shocks that originate from its major trading partners over time using a structural vector autoregressive… (more)

Subjects/Keywords: Trade linkages; South Africa; SVAR model; output shocks

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Liu, X. (2019). Trade linkages and growth in South Africa: an SVAR analysis. (Thesis). University of Cape Town. Retrieved from http://hdl.handle.net/11427/31614

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Liu, Xinman. “Trade linkages and growth in South Africa: an SVAR analysis.” 2019. Thesis, University of Cape Town. Accessed November 30, 2020. http://hdl.handle.net/11427/31614.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Liu, Xinman. “Trade linkages and growth in South Africa: an SVAR analysis.” 2019. Web. 30 Nov 2020.

Vancouver:

Liu X. Trade linkages and growth in South Africa: an SVAR analysis. [Internet] [Thesis]. University of Cape Town; 2019. [cited 2020 Nov 30]. Available from: http://hdl.handle.net/11427/31614.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Liu X. Trade linkages and growth in South Africa: an SVAR analysis. [Thesis]. University of Cape Town; 2019. Available from: http://hdl.handle.net/11427/31614

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Cape Town

5. Masindi, Khuthadzo. Statistical arbitrage in South African equity markets.

Degree: Image, Division of Actuarial Science, 2014, University of Cape Town

 The dissertation implements a model driven statistical arbitrage strategy that uses the principal components from Principal Component Analysis as factors in a multi-factor stock model,… (more)

Subjects/Keywords: Mathematical Finance

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Masindi, K. (2014). Statistical arbitrage in South African equity markets. (Thesis). University of Cape Town. Retrieved from http://hdl.handle.net/11427/13427

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Masindi, Khuthadzo. “Statistical arbitrage in South African equity markets.” 2014. Thesis, University of Cape Town. Accessed November 30, 2020. http://hdl.handle.net/11427/13427.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Masindi, Khuthadzo. “Statistical arbitrage in South African equity markets.” 2014. Web. 30 Nov 2020.

Vancouver:

Masindi K. Statistical arbitrage in South African equity markets. [Internet] [Thesis]. University of Cape Town; 2014. [cited 2020 Nov 30]. Available from: http://hdl.handle.net/11427/13427.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Masindi K. Statistical arbitrage in South African equity markets. [Thesis]. University of Cape Town; 2014. Available from: http://hdl.handle.net/11427/13427

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Cape Town

6. Mtenga, Threza Louis. The role of exchange rate in small open economies : the case of Tanzania.

Degree: Image, School of Economics, 2015, University of Cape Town

 This thesis addresses exchange rate behaviour in a de-facto partially dollarized economy. Over the past two decades the Tanzanian Shilling has been increasingly displaced by… (more)

Subjects/Keywords: Economics; Foreign exchange; Exchange rate; Tanzania

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Mtenga, T. L. (2015). The role of exchange rate in small open economies : the case of Tanzania. (Thesis). University of Cape Town. Retrieved from http://hdl.handle.net/11427/16690

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Mtenga, Threza Louis. “The role of exchange rate in small open economies : the case of Tanzania.” 2015. Thesis, University of Cape Town. Accessed November 30, 2020. http://hdl.handle.net/11427/16690.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Mtenga, Threza Louis. “The role of exchange rate in small open economies : the case of Tanzania.” 2015. Web. 30 Nov 2020.

Vancouver:

Mtenga TL. The role of exchange rate in small open economies : the case of Tanzania. [Internet] [Thesis]. University of Cape Town; 2015. [cited 2020 Nov 30]. Available from: http://hdl.handle.net/11427/16690.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Mtenga TL. The role of exchange rate in small open economies : the case of Tanzania. [Thesis]. University of Cape Town; 2015. Available from: http://hdl.handle.net/11427/16690

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Cape Town

7. Anguyo, Francis Leni. Monetary policy in low income countries: the case of Uganda.

Degree: Image, School of Economics, 2017, University of Cape Town

 This thesis addresses interrelated issues that influence the implementation of monetary policy in low income countries (LICs). These include the role of inflation persistence, financial… (more)

Subjects/Keywords: Economics; Monetary Policy

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Anguyo, F. L. (2017). Monetary policy in low income countries: the case of Uganda. (Thesis). University of Cape Town. Retrieved from http://hdl.handle.net/11427/27065

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Anguyo, Francis Leni. “Monetary policy in low income countries: the case of Uganda.” 2017. Thesis, University of Cape Town. Accessed November 30, 2020. http://hdl.handle.net/11427/27065.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Anguyo, Francis Leni. “Monetary policy in low income countries: the case of Uganda.” 2017. Web. 30 Nov 2020.

Vancouver:

Anguyo FL. Monetary policy in low income countries: the case of Uganda. [Internet] [Thesis]. University of Cape Town; 2017. [cited 2020 Nov 30]. Available from: http://hdl.handle.net/11427/27065.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Anguyo FL. Monetary policy in low income countries: the case of Uganda. [Thesis]. University of Cape Town; 2017. Available from: http://hdl.handle.net/11427/27065

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

8. Wilson, Nicola Ann. Modelling intermediate care services as part of an integrated care pathway.

Degree: Image, Health Policy and Systems Division, 2016, University of Cape Town

 This study explores the implications of implementing enhanced or redesigned intermediate care initiatives in the Western Cape of South Africa from the 2014/15 financial year… (more)

Subjects/Keywords: Health Systems

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Wilson, N. A. (2016). Modelling intermediate care services as part of an integrated care pathway. (Thesis). University of Cape Town. Retrieved from http://hdl.handle.net/11427/20290

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Wilson, Nicola Ann. “Modelling intermediate care services as part of an integrated care pathway.” 2016. Thesis, University of Cape Town. Accessed November 30, 2020. http://hdl.handle.net/11427/20290.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Wilson, Nicola Ann. “Modelling intermediate care services as part of an integrated care pathway.” 2016. Web. 30 Nov 2020.

Vancouver:

Wilson NA. Modelling intermediate care services as part of an integrated care pathway. [Internet] [Thesis]. University of Cape Town; 2016. [cited 2020 Nov 30]. Available from: http://hdl.handle.net/11427/20290.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Wilson NA. Modelling intermediate care services as part of an integrated care pathway. [Thesis]. University of Cape Town; 2016. Available from: http://hdl.handle.net/11427/20290

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Cape Town

9. Sumter, Christopher. Forecasting the South African rand 's variance and covariance using conditional heteroskedastic and realized volatility models.

Degree: Image, School of Economics, 2013, University of Cape Town

Includes abstract. Includes bibliographical references. Advisors/Committee Members: Kotze, Kevin (advisor).

Subjects/Keywords: Applied Economics

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Sumter, C. (2013). Forecasting the South African rand 's variance and covariance using conditional heteroskedastic and realized volatility models. (Thesis). University of Cape Town. Retrieved from http://hdl.handle.net/11427/5688

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Sumter, Christopher. “Forecasting the South African rand 's variance and covariance using conditional heteroskedastic and realized volatility models.” 2013. Thesis, University of Cape Town. Accessed November 30, 2020. http://hdl.handle.net/11427/5688.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Sumter, Christopher. “Forecasting the South African rand 's variance and covariance using conditional heteroskedastic and realized volatility models.” 2013. Web. 30 Nov 2020.

Vancouver:

Sumter C. Forecasting the South African rand 's variance and covariance using conditional heteroskedastic and realized volatility models. [Internet] [Thesis]. University of Cape Town; 2013. [cited 2020 Nov 30]. Available from: http://hdl.handle.net/11427/5688.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Sumter C. Forecasting the South African rand 's variance and covariance using conditional heteroskedastic and realized volatility models. [Thesis]. University of Cape Town; 2013. Available from: http://hdl.handle.net/11427/5688

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

.