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Andrew Stuart Duncan

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This is information that was supplied by Andrew Duncan in registering through RePEc. If you are Andrew Stuart Duncan , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Andrew
Middle Name: Stuart
Last Name: Duncan
Suffix:

RePEc Short-ID: pdu331

Email:
Homepage:
Postal Address:
Phone:

Affiliation

(50%) Faculty of Economic and Financial Sciences
University of Johannesburg
Location: Auckland Park, South Africa
Homepage: http://www.uj.ac.za/ecofin
Email:
Phone: +27 (0)11 559 2492
Fax: +27 (0)11 559 2036
Postal: P.O. Box 524, Auckland Park 2006
Handle: RePEc:edi:serauza (more details at EDIRC)
(50%) Economic Research Southern Africa (ERSA)
Location: Cape Town, South Africa
Homepage: http://www.econrsa.org/
Email:
Phone: 021 671-3980
Fax: +27 21 671 3912
Postal: Newlands on Main, F0301 3rd Floor Mariendahl House, cnr Campground and Main Rds, Claremont, 7700 Cape Town
Handle: RePEc:edi:ersacza (more details at EDIRC)

Works

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Working papers

  1. Andrew S. Duncan & Alain Kabundi, 2011. "Volatility Spillovers across South African Asset Classes during Domestic and Foreign," Working Papers 202, Economic Research Southern Africa.
  2. Andrew Stuart Duncan & Alain Kabundi, 2011. "Global Financial Crises and Time-varying Volatility Comovement in World Equity Markets," Working Papers 253, Economic Research Southern Africa.
  3. Andrew S Duncan & Guangling D Liu, 2009. "Modelling South African Currency Crises as Structural Changes in the Volatility of the Rand," Working Papers 140, Economic Research Southern Africa.

Articles

  1. Duncan, Andrew S. & Kabundi, Alain, 2013. "Domestic and foreign sources of volatility spillover to South African asset classes," Economic Modelling, Elsevier, vol. 31(C), pages 566-573.
  2. Andrew stuart Duncan & Guangling"dave" Liu, 2009. "Modelling South African Currency Crises As Structural Changes In The Volatility Of The Rand," South African Journal of Economics, Economic Society of South Africa, vol. 77(3), pages 363-379, 09.

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-FMK: Financial Markets (2) 2011-04-09 2011-11-14. Author is listed
  2. NEP-SEA: South East Asia (1) 2011-11-14. Author is listed

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