Ntare, Hamdan Bukenya; Muteba Mwamba, John; Adekambi, Franck - In: Economies : open access journal 13 (2025) 8, pp. 1-33
This paper investigates the dynamics of volatility spillovers in the South African foreign exchange market across calm and crisis periods, with particular attention paid to the pre- and post-COVID-19 eras. Employing daily exchange rate returns from 2015 to 2025, we apply a Quantile Vector...
