On the relationship between oil price, exchange rate and stock market performance in South Africa: Further evidence from time-varying and regime switching approaches
Author:
Affiliation:
1. Department of Economics, University of Fort Hare, Alice, South Africa
Funder
research
Publisher
Informa UK Limited
Subject
Economics and Econometrics,Finance
Link
https://www.tandfonline.com/doi/pdf/10.1080/23322039.2022.2106629
Reference65 articles.
1. A time-varying copula approach to oil and stock market dependence: The case of transition economies
2. Do structural oil-market shocks affect stock prices?
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4. OIL PRICES AND STOCK MARKETS IN GCC COUNTRIES: EMPIRICAL EVIDENCE FROM PANEL ANALYSIS
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