Asymmetric TVP-VAR Connectedness Approach: The Case of South Africa
This chapter assesses connectedness of critical financial variables within the South African context. The key variables determining countries’ international financial risk levels are the prices of their main export goods in the international markets. From this perspective, there is a connection betw...
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| Autores principales: | , , |
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| Formato: | Capítulo de libro |
| Lenguaje: | inglés |
| Publicado: |
IntechOpen
2022
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| Materias: | |
| Acceso en línea: | https://www.intechopen.com/chapters/83972 |
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