Analysis of volatility spillover effects between the South African, regional and world equity markets
The current study examines the extent and magnitude by which global and regional shocks are transmitted to the volatility of returns in the stock markets of South Africa, Egypt, Nigeria, Botswana, Mauritius and Egypt. This is done so as to make inferences on the level of the domestic market‟s integr...
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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/d1002691 |