Measuring spill-over effects of foreign markets on the JSE before, during and after international financial crises
There is a large body of research that proves the co-movement of international stock markets over time. This co-movement manifests through various instruments ranging from stocks and bonds, to soft commodities and can be visualised as returns and volatility spill-over effects. During the most recent...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
AOSIS
2013-11-01
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| Series: | South African Journal of Economic and Management Sciences |
| Online Access: | https://sajems.org/index.php/sajems/article/view/384 |