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Title: | Volatility spillovers between the equity market and foreign exchange market in South Africa in the 1995-2010 period |
Authors: | Bonga-Bonga, Lumengo![]() Hoveni, Jamela ![]() |
Year: | 2013 |
Periodical: | South African Journal of Economics (ISSN 0038-2280) |
Volume: | 81 |
Issue: | 2 |
Pages: | 260-274 |
Language: | English |
Geographic term: | South Africa |
Subjects: | econometrics foreign exchange financial market 1990-1999 2000-2009 |
External link: | https://onlinelibrary.wiley.com/doi/10.1111/saje.12001/pdf |