Volatility transmission between stock market and foreign exchange returns : evidence from Botswana, Kenya and South Africa
Emmanuel Anoruo Habtu Braha
Year of publication: |
2011
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Authors: | Braha, Emmanuel Anoruo Habtu |
Published in: |
African journal of business and economic research : AJBER. - London : Adonis & Abbey, ISSN 1750-4554, ZDB-ID 2260653-1. - Vol. 6.2011, 2/3, p. 73-91
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Subject: | stock market returns | EGARCH | foreign exchange returns | volatility | Volatilität | Volatility | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Wechselkurs | Exchange rate | Kenia | Kenya | Südafrika | South Africa | Botsuana | Botswana | ARCH-Modell | ARCH model | Schätzung | Estimation | Devisenmarkt | Foreign exchange market |
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