Domestic and foreign sources of volatility spillover to South African asset classes
Andrew S. Duncan; Alain Kabundi
| Year of publication: |
2013
|
|---|---|
| Authors: | Duncan, Andrew S. ; Kabundi, Alain |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 31.2013, p. 566-573
|
| Subject: | Asset market linkages | Financial crisis | Generalised variance decompositions | Small open economies | Volatility spillovers | Volatilität | Volatility | Finanzkrise | Spillover-Effekt | Spillover effect | Südafrika | South Africa | Finanzmarkt | Financial market | Kleine offene Volkswirtschaft | Small open economy | Schock | Shock | ARCH-Modell | ARCH model | Börsenkurs | Share price |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009730595