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Keywords: Canonical correlation
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Journal Articles
Journal of Financial Economic Policy (2014) 6 (2): 179–196.
Published: 06 May 2014
...Peter Mazuruse Purpose – The purpose of this paper was to construct a canonical correlation analysis (CCA) model for the Zimbabwe stock exchange (ZSE). This paper analyses the impact of macroeconomic variables on stock returns for the Zimbabwe Stock Exchange using the canonical correlation...

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