Asset price volatility in South African markets during financial crises
Ph.D. === This thesis investigates the impact of domestic and foreign financial crises on volatility dynamics in South Africa. In a sample ranging from January 1994 to March 2009, Chapter 2 provides empirical support for the theory that domestic currency crises are associated with significant struct...
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2012
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| Online Access: | http://hdl.handle.net/10210/7830 |