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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...
Autores principales: | Morema, Kgotso, Bonga-Bonga, Lumengo |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Elsevier Ltd.
2020
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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 |
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