Dynamic volatility behaviour of stock markets in southern Africa

Dynamic volatility behaviour of stock markets in southern Africa

Orientation: The behaviour of stock market return volatility and implications thereof in Southern African Development Committee (SADC). Research purpose: The main aim of this study was to examine leverage effects and volatility persistence in selected southern African stock markets. Motivation for...

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Bibliographic Details
Main Authors: Tafirei Mashamba, Rabson Magweva
Format: Article
Language:English
Published: AOSIS 2019-03-01
Series:Journal of Economic and Financial Sciences
Subjects:
volatility
volatility persistence
leverage effects
GARCH
EGARCH
SADC
Online Access:https://jefjournal.org.za/index.php/jef/article/view/396

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