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Andrew Duncan
Andrew Duncan
Senior Lecturer, University of Johannesburg
Dirección de correo verificada de uj.ac.za
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Domestic and foreign sources of volatility spillover to South African asset classes
AS Duncan, A Kabundi
Economic Modelling 31, 566-573, 2013
642013
Volatility spillovers across South African asset classes during domestic and foreign financial crises
A Duncan, A Kabundi
Economic Research Southern Africa, Working Paper 202 (1), 517-532, 2011
292011
Modelling South African currency crises as structural changes in the volatility of the rand
AS Duncan, G Liu
South African Journal of Economics 77 (3), 363-379, 2009
252009
Global Financial Crises and Time‐Varying Volatility Comovement in World Equity Markets
AS Duncan, A Kabundi
South African Journal of Economics 82 (4), 531-550, 2014
192014
Asset price volatility in South African markets during financial crises
AS Duncan
PQDT-Global, 2012
12012
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Artículos 1–5