Volatility Spillovers between the Equity Market and Foreign Exchange Market in South Africa in the 1995-2010 Period
Author:
Affiliation:
1. Department of Economics and Econometrics; University of Johannesburg; Auckland Park; 2006; Johannesburg; South Africa
Publisher
Wiley
Subject
Economics and Econometrics
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/saje.12001/fullpdf
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