External shocks' effects on the co-movements of currency and stock returns in three Southern African Development Community states
Year of publication: |
2024
|
---|---|
Authors: | Qabhobho, Thobekile ; Mishi, Syden ; Kleynhans, Ewert ; Vengesai, Edson ; Mtimka, Ongama |
Subject: | external uncertainty shocks | stock returns | exchange rates | wavelets | SADC | Schock | Shock | Wechselkurs | Exchange rate | SADC-Staaten | SADC countries | Kapitaleinkommen | Capital income | VAR-Modell | VAR model | Volatilität | Volatility | Aktienmarkt | Stock market |
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