Non-linearity behaviour of the ALBI Index: A case of Johannesburg Stock Exchange in South Africa
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Cited by:
- Priviledge Cheteni, 2017.
"Stock Market Volatility Using GARCH Models: Evidence from South Africa and China Stock Markets,"
Journal of Economics and Behavioral Studies, AMH International, vol. 8(6), pages 237-245.
- Cheteni, Priviledge, 2016. "Stock market volatility using GARCH models: Evidence from South Africa and China stock markets," MPRA Paper 77355, University Library of Munich, Germany.
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More about this item
Keywords
Non-Linear; JSE; ALBI index; BDS; South Africa;All these keywords.
JEL classification:
- G1 - Financial Economics - - General Financial Markets
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-AFR-2014-06-14 (Africa)
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