Volatility transmission across South African financial markets: does the bull – bear distinction matter?
The volatility transmission in financial markets has important implications for investment decision making, portfolio diversification and overall macroeconomic stability. This paper analyses volatility transmission across four South African financial markets that is the stock, bond, money and foreig...
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Format: | Others |
Language: | English |
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Rhodes University
2011
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Online Access: | http://hdl.handle.net/10962/d1013396 |