69th International Atlantic Economic Conference

March 24 - 27, 2010 | Prague, Czech Republic

G15-1 2890 Topics in Financial Economics

Thursday, 25 March 2010: 16:45-18:45
Chair:
Jannie Rossouw, SA Reserve Bank and Economics Department, University of Pretoria—South Africa
Organizer:
Andrea Saayman, North-West University, Potchefstroom Campus—South Africa
Introducing a Liquidity Risk Quantitiative Model of Systemic Stability
Gary W. van Vuuren, Fitch Ratings—United Kingdom
Enhancing the Estimation of the Realized Future Spot Exchange Rate
Chris Van Heerden, North-West University—South Africa; Paul Styger, North-West University—South Africa
Utilizing Price Convergence in Day Trading Strategies for Smaller Stocks on the JSE
AndrĂ© Heymans, North-West University, Potchefstroom Campus—South Africa