The price and volatility transmission of international financial crises to the South African equity market / Ricardo Manuel da Câmara
There is a large body of research that indicates that international equity markets co-move over time. This co-movement manifests in various instruments, ranging from equities and bonds to soft commodities. However, this co-movement is more prevalent over crisis periods and can be seen in returns and...
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| Language: | en |
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North-West University
2013
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| Online Access: | http://hdl.handle.net/10394/8481 |