Exchange rate volatility, the contagion and spillover effect from South African to other SADC currency markets : 2007-2015
Year of publication: |
2020
|
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Authors: | Qabhobho, Thobekile ; Wait, Charles ; Le Roux, Pierre |
Published in: |
African journal of business and economic research : AJBER. - London : Adonis & Abbey, ISSN 1750-4554, ZDB-ID 2260653-1. - Vol. 15.2020, 2, p. 7-24
|
Subject: | Contagion | EGARCH Model | Exchange Rate Volatility | GARCH model | Spillover Effect | Spillover-Effekt | Spillover effect | Wechselkurs | Exchange rate | Volatilität | Volatility | ARCH-Modell | ARCH model | Südafrika | South Africa | Devisenmarkt | Foreign exchange market | Schätzung | Estimation |
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