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~isPartOf:"Tydskrif vir studies in ekonomie en ekonometrie : SEE"
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Tydskrif vir studies in ekonomie en ekonometrie : SEE
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ECONIS (ZBW)
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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
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Accounting for threshold effects and asymmetric adjustment between inflation and equity returns in South Africa
Moores-Pitt, P.
;
Strydom, B. S.
;
Murray, Mike
- In:
Tydskrif vir studies in ekonomie en ekonometrie : SEE
43
(
2019
)
2
,
pp. 29-54
Persistent link: https://www.econbiz.de/10012170613
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