Contagion And Interdependence In African Stock Markets
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Bibliographic InfoArticle provided by Economic Society of South Africa in its journal South African Journal of Economics.
Volume (Year): 71 (2003)
Issue (Month): 1 (03)
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Web page: http://www.blackwellpublishing.com/journal.asp?ref=0038-2280
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- Nico Katzke, 2013. "South African Sector Return Correlations: using DCC and ADCC Multivariate GARCH techniques to uncover the underlying dynamics," Working Papers 17/2013, Stellenbosch University, Department of Economics.
- Pretorius, Anmar & de Beer, Jesse, 2004. "Contagion in Africa: South Africa and a troubled neighbour, Zimbabwe," Economic Modelling, Elsevier, vol. 21(4), pages 703-717, July.
- Boshoff, Willem H., 2006. "The transmission of foreign financial crises to South Africa: a firm-level study," MPRA Paper 9029, University Library of Munich, Germany.
- Sam Agyei-Ampomah, 2011. "Stock market integration in Africa," Managerial Finance, Emerald Group Publishing, vol. 37(3), pages 242-256, March.
- Tinashe Harry Dumile Kambadza & Zivanemoyo Chinzara, 2012. "Returns Correlation Structure and Volatility Spillovers Among the Major African Stock Markets," Working Papers 305, Economic Research Southern Africa.
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