Financial cycles synchronisation in South Africa. A dynamic conditional correlation (DCC) Approach
AbstractThe study analyzed the extent of financial cycle synchronization, as represented by the Aggregate Financial Cycle and the Credit and Housing Cycle, in South Africa from 1975q1 to 2023q4 using the Dynamic Conditional Correlation model and the Vector Erro Correction Mechanism. Financial cycles...
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Taylor & Francis Group
2024-12-01
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| coleção: | Cogent Economics & Finance |
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| Acesso em linha: | https://www.tandfonline.com/doi/10.1080/23322039.2024.2321069 |
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