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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Detalles Bibliográficos

Autores principales:	Nzama, Lethiwe, Sithole, Thanda, Kahyaoglu, Sezer Bozkus
Formato:	Capítulo de libro
Lenguaje:	inglés
Publicado:	IntechOpen 2022
Materias:	Social Sciences and Humanities
Acceso en línea:	https://www.intechopen.com/chapters/83972
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