Impacts of U.S. Stock Market Crash on South African Top Sector Indices, Volatility, and Market Linkages: Evidence of Copula-Based BEKK-GARCH Models
This paper examines the effects of the Standard and Poor’s 500 (SP500) stock index crash during the global financial crisis and the COVID-19 pandemic periods on the South African top sector indices (basic materials, consumer goods, consumer services, financials, healthcare, industrials, technology,...
Furkejuvvon:
| Váldodahkkit: | , |
|---|---|
| Materiálatiipa: | Artigo |
| Giella: | Inglês |
| Almmustuhtton: |
MDPI AG
2023-06-01
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| Ráidu: | International Journal of Financial Studies |
| Fáttát: | |
| Liŋkkat: | https://www.mdpi.com/2227-7072/11/2/77 |
| Fáddágilkorat: |
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