Integration and the aysmmetric transmission of volatility: A study of equity markets in sub Saharan Africa.

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33 Citations (Scopus)

Original language	English
Pages (from-to)	36 - 53
Number of pages	18
Journal	SOUTH AFRICAN JOURNAL OF ECONOMICS
Volume	73
Issue number	1
DOIs	https://doi.org/10.1111/j.1813-6982.2005.00003.x
Publication status	Published - 2005

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title = "Integration and the aysmmetric transmission of volatility: A study of equity markets in sub Saharan Africa.",

author = "Jenifer Piesse and Bruce Hearn",

year = "2005",

doi = "10.1111/j.1813-6982.2005.00003.x",

language = "English",

volume = "73",

pages = "36 -- 53",

journal = "SOUTH AFRICAN JOURNAL OF ECONOMICS",

publisher = "Wiley-Blackwell",

number = "1",

}

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T1 - Integration and the aysmmetric transmission of volatility: A study of equity markets in sub Saharan Africa.

AU - Piesse, Jenifer

AU - Hearn, Bruce

PY - 2005

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U2 - 10.1111/j.1813-6982.2005.00003.x

DO - 10.1111/j.1813-6982.2005.00003.x

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VL - 73

SP - 36

EP - 53

JO - SOUTH AFRICAN JOURNAL OF ECONOMICS

JF - SOUTH AFRICAN JOURNAL OF ECONOMICS

IS - 1

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