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 |
Published in: |
South African journal of economic and management sciences. - Pretoria : [Verlag nicht ermittelbar], ISSN 2222-3436, ZDB-ID 2628615-4. - Vol. 27.2024, 1, p. 1-13
|
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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