Volatility Spillovers between the Equity Market and Foreign Exchange Market in South Africa

Jamela Hoveni and Lumengo Bonga-Bonga

No 252, ERSA Working Paper Series from Economic Research Southern Africa

JEL-codes: C10 F31 G10 (search for similar items in EconPapers)
Date: 2011-10-01
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Persistent link: https://EconPapers.repec.org/RePEc:rza:ersawp:252

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