Volatility transmission between money and stock markets: Evidence from a developing financial market
The direction and intensity of volatility transmission between the money and stock markets are important for portfolio selection and diversification, optimal hedging strategy, financial market regulation, and risk management. The purpose of this paper therefore is to examine the nature of volatility...
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| Format: | Article |
| Language: | English |
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AOSIS
2016-03-01
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| Series: | Journal of Economic and Financial Sciences |
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| Online Access: | https://jefjournal.org.za/index.php/jef/article/view/40 |