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~isPartOf:"NBER working paper series"
~isPartOf:"Tydskrif vir studies in ekonomie en ekonometrie : SEE"
~subject:"Volatility"
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Search: subject_exact:"Republik Südafrika"
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Volatility
South Africa
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Südafrika
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Theorie
31
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21
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Smit, Eon van der M.
2
Strydom, Barry
2
Anyikwa, I.
1
Aziakpono, M. J.
1
Biekpe, Nicholas
1
Bradfield, D. J.
1
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1
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NBER working paper series
Tydskrif vir studies in ekonomie en ekonometrie : SEE
The South African journal of economics
10
Cogent economics & finance
6
Economic modelling
6
International journal of economics and financial issues : IJEFI
5
Journal of risk and financial management : JRFM
5
African journal of business and economic research : AJBER
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International journal of economics and finance
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Journal of Economics and Financial Analysis
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Journal of emerging market finance
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ECONIS (ZBW)
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1
South African historical interest rate volatility : evidence of regime-switching
Kennedy-Palmer, S.
- In:
Tydskrif vir studies in ekonomie en ekonometrie : SEE
43
(
2019
)
3
,
pp. 111-132
Persistent link: https://www.econbiz.de/10012431515
Saved in:
2
Modelling exchange rate volatility dynamics : empirical evidence from South Africa
May, C.
;
Farrell, G.
- In:
Tydskrif vir studies in ekonomie en ekonometrie : SEE
42
(
2018
)
3
,
pp. 71-113
Persistent link: https://www.econbiz.de/10012002174
Saved in:
3
An empirical assessment of low volatility portfolio construction techniques in the South African environment
Oladele, O. S.
;
Bradfield, D. J.
- In:
Tydskrif vir studies in ekonomie en ekonometrie : SEE
42
(
2018
)
1
,
pp. 41-62
Persistent link: https://www.econbiz.de/10011919013
Saved in:
4
Volatility spillover between the FTSE/JSE top 40 index and index futures : a BEKK-GARCH and DCC-GARCH approach
McCullough, Kerry
;
Murray, Mike
;
Strydom, Barry
- In:
Tydskrif vir studies in ekonomie en ekonometrie : SEE
42
(
2018
)
1
,
pp. 63-86
Persistent link: https://www.econbiz.de/10011919019
Saved in:
5
Trends and volatility in residential property prices in South Africa
Ocran, Matthew Kofi
;
Anyikwa, I.
- In:
Tydskrif vir studies in ekonomie en ekonometrie : SEE
37
(
2013
)
1
,
pp. 55-74
Persistent link: https://www.econbiz.de/10010248317
Saved in:
6
Real versus spurious long-memory volatility in foreign exchange data : evidence from the rand against the G4 currencies
Thupayagale, Pako
;
Jefferis, Keith R.
- In:
Tydskrif vir studies in ekonomie en ekonometrie : SEE
35
(
2011
)
2
,
pp. 71-93
Persistent link: https://www.econbiz.de/10009490904
Saved in:
7
An examination of the volatility of South African risk-free rate proxies : a component GARCH analysis
Charteris, A.
;
Strydom, Barry
- In:
Tydskrif vir studies in ekonomie en ekonometrie : SEE
35
(
2011
)
3
,
pp. 49-64
Persistent link: https://www.econbiz.de/10009512955
Saved in:
8
Dynamic returns linkages and volatility transmission between South African and world major stock markets
Chinzara, Z.
;
Aziakpono, M. J.
- In:
Tydskrif vir studies in ekonomie en ekonometrie : SEE
33
(
2009
)
3
,
pp. 69-94
Persistent link: https://www.econbiz.de/10003925654
Saved in:
9
The impact of external shocks on South African inflation at different price stages
Swanepoel, J. A.
- In:
Tydskrif vir studies in ekonomie en ekonometrie : SEE
30
(
2006
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10003336130
Saved in:
10
Share market reaction to good and bad news : evidence from South African consensus earnings forecasts
Mukwevho, T.
;
Smit, Eon van der M.
- In:
Tydskrif vir studies in ekonomie en ekonometrie : SEE
28
(
2004
)
3
,
pp. 81-98
Persistent link: https://www.econbiz.de/10002518686
Saved in:
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