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The impact of oil and gold price fluctuations on the South African equity market: Volatility spillovers and financial policy implications()

This paper assesses the impact of gold and oil price fluctuations on the volatility of the South African stock market and its component indices or sectors – namely, the financial, industrial and resource sectors – to infer the link between the commodity and stock markets in South Africa. Use is made...

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Detalles Bibliográficos
Autores principales: Morema, Kgotso, Bonga-Bonga, Lumengo
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Ltd. 2020
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7298511/
https://www.ncbi.nlm.nih.gov/pubmed/34173413
http://dx.doi.org/10.1016/j.resourpol.2020.101740