The effects of oil price volatility on South African stock market returns
Year of publication: |
2023
|
---|---|
Authors: | Musampa, Kongolo ; Eita, Joel Hinaunye ; Meniago, Christelle |
Published in: |
Economies : open access journal. - Basel : MDPI, ISSN 2227-7099, ZDB-ID 2704214-5. - Vol. 12.2024, 1, Art.-No. 4, p. 1-20
|
Subject: | stock | returns | volatility | GARCH-Copula | Volatilität | Volatility | Südafrika | South Africa | Kapitaleinkommen | Capital income | Ölpreis | Oil price | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Börsenkurs | Share price |
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