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The Effects of Oil Price Volatility on South African Stock Market Returns
Kongolo Musampa
,
Joel Hinaunye Eita
, Christelle Meniago
School of Economics
University of Johannesburg
Sol Plaatje University
Research output
:
Contribution to journal
›
Article
›
peer-review
3
Citations (Scopus)
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Dive into the research topics of 'The Effects of Oil Price Volatility on South African Stock Market Returns'. Together they form a unique fingerprint.
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Keyphrases
South African
100%
Stock Market Returns
100%
African Markets
100%
Oil Price Volatility
100%
Oil Price
75%
Oil Price Fluctuations
50%
Copula Model
50%
Modeling Techniques
25%
Harmful Effects
25%
Bivariate
25%
Economic Implications
25%
Tourism Industry
25%
High Oil
25%
Volatility
25%
Model Specification
25%
Transportation Cost
25%
Symmetrized
25%
Asymmetric Effects
25%
Copula-GARCH Model
25%
Stock Market Index
25%
Monetary Policy Strategy
25%
Univariate Model
25%
Clayton Copula
25%
Expansionary Monetary Policy
25%
EGARCH Model
25%
Long-term Policy
25%
Economics, Econometrics and Finance
Price Volatility
100%
Monetary Policy
66%
Volatility
33%
Tourism Industry
33%
Generalized Autoregressive Conditional Heteroskedasticity
33%
Stock Index
33%
Transport Cost
33%