Showing 1 - 10 of 104
Persistent link: https://www.econbiz.de/10014429282
Persistent link: https://www.econbiz.de/10011545456
Persistent link: https://www.econbiz.de/10011955197
Persistent link: https://www.econbiz.de/10011912382
Persistent link: https://www.econbiz.de/10011666462
Persistent link: https://www.econbiz.de/10011667499
Persistent link: https://www.econbiz.de/10012051117
Persistent link: https://www.econbiz.de/10012627781
Persistent link: https://www.econbiz.de/10012271060
We examine the impact of economic news releases on returns, volatility and jumps of the stock and foreign exchange markets of South Africa. We also assess the impact of macroeconomic determinants. The dataset range is fifteen years covering the period from January, 2000 to December, 2014....
Persistent link: https://www.econbiz.de/10012132222