مرکز منطقه ای اطلاع رساني علوم و فناوري - An examination of the effects of major political change on stock market volatility: the South African experience

Title of article :

An examination of the effects of major political change on stock market volatility: the South African experience

Author/Authors :

Robert D. Brooks، نويسنده , , Sinclair Davidson، نويسنده , , Robert W. Faff، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1997

Pages :

From page :

255

To page :

275

Keywords :

political change , Volatility , GARCH , South Africa

Journal title :

Journal of International Financial Markets, Institutions and Money

Serial Year :

1997

Journal title :

Journal of International Financial Markets, Institutions and Money

Record number :

189529

Link To Document :