Determinants of South African Asset Market Co-Movement: Evidence from Investor Sentiment and Changing Market Conditions

Determinants of South African Asset Market Co-Movement: Evidence from Investor Sentiment and Changing Market Conditions

The co-movement of multi-asset markets in emerging markets has become an important determinant for investors seeking diversified portfolios and enhanced portfolio returns. Despite this, studies have failed to examine the determinants of the co-movement of multi-asset markets such as investor sentime...

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Bibliographic Details
Main Authors: Fabian Moodley, Sune Ferreira-Schenk, Kago Matlhaku
Format: Article
Language:English
Published: MDPI AG 2025-01-01
Series:Risks
Subjects:
MS-AR
MS-VAR
investor sentiment
co-movement
asset markets
South Africa
Online Access:https://www.mdpi.com/2227-9091/13/1/14
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