Work

Asymmetric volatility transmission between the real exchange rate and stock returns in South Africa

Year: 2018

Type: article

Source: Economic Analysis and Policy

DOI: 10.1016/j.eap.2018.08.002

Authors: Ayanda Sikhosana, Goodness C. Aye

Institution: University of Pretoria

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2886904143

FWCI: 6.284

Cites: 38

Cited by: 57

Related to: 10