The Effects of Oil Price Volatility on South African Stock Market Returns
The aim of this study is to assess the response of the South African stock market returns to oil price volatility, based on the daily South African stock market index, using the GARCH-Copula modelling technique. The results of the analysis show evidence of an asymmetric impact of fluctuations in oil...
שמור ב:
| Principais autores: | , , |
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| פורמט: | Artigo |
| שפה: | Inglês |
| יצא לאור: |
MDPI AG
2023-12-01
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| סדרה: | Economies |
| נושאים: | |
| גישה מקוונת: | https://www.mdpi.com/2227-7099/12/1/4 |
| תגים: |
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