Domestic and foreign sources of volatility spillover to South African asset classes

Economic Modelling

Volumn 31, Issue 1, 2013, Pages 566-573

  Duncan, Andrew S ^a   Kabundi, Alain ^a  

^a UNIVERSITY OF JOHANNESBURG   (South Africa)

Author keywords

Asset market linkages; F3; Financial crises; G01; G1; Generalised variance decompositions; Small open economies; Volatility spillovers

Indexed keywords

EID: 84873246910     PISSN: 02649993     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econmod.2012.11.016     Document Type: Article

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