Contagion across financial markets during COVID-19: A look at volatility spillovers between the stock and foreign exchange markets in South Africa

Chevaughn van der Westhuizen, Goodness C. Aye and Reneé van Eyden

No 872, ERSA Working Paper Series from Economic Research Southern Africa

Keywords: capital market; Consumer Behavior; COVID-19; Monetary Policy; Risk and Uncertainty (search for similar items in EconPapers)
JEL-codes: C22 C58 F31 G10 O11 (search for similar items in EconPapers)
Date: 2022-02-01
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Persistent link: https://EconPapers.repec.org/RePEc:rza:ersawp:872

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