Volatility spillovers between the equity market and foreign exchange market in South Africa in the 1995 - 2010 period
Lumengo Bonga-Bonga and Jamela Hoveni
| Year of publication: |
2013
|
|---|---|
| Authors: | Bonga-Bonga, Lumengo ; Hoveni, Jamela |
| Published in: |
The South African journal of economics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0038-2280, ZDB-ID 281249-6. - Vol. 81.2013, 2, p. 260-274
|
| Subject: | Volatilität | Volatility | Aktienmarkt | Stock market | Südafrika | South Africa | Devisenmarkt | Foreign exchange market | Spillover-Effekt | Spillover effect | ARCH-Modell | ARCH model |
| 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/10009786128