A financial stress index for South Africa: A time-varying correlation approach

Theshne Kisten

No 805, ERSA Working Paper Series from Economic Research Southern Africa

Keywords: Discrimination; Economic crisis; Quantitative Methods; South Africa; Time Series Analysis (search for similar items in EconPapers)
JEL-codes: B26 C58 F31 G01 (search for similar items in EconPapers)
Date: 2019-11-01
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Persistent link: https://EconPapers.repec.org/RePEc:rza:ersawp:805

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