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Volatility Spillovers between Interest Rates and Equity Markets of Developed Economies Cover

Volatility Spillovers between Interest Rates and Equity Markets of Developed Economies

Journal of Central Banking Theory and Practice
Volume 8 (2019): Issue 3 (September 2019)
By: Wilson Donzwa,  Rangan Gupta and  Mark E. Wohar  
Open Access
|Sep 2019

Authors

Wilson Donzwa

donzwawilson@gmail.com

Department of Economics, University of Pretoria, Pretoria, South Africa

Rangan Gupta

rangan.gupta@up.ac.za

Department of Economics, University of Pretoria, IPAG Business School, Pretoria

Mark E. Wohar

mwohar@unomaha.edu

College of Business Administration, University of Nebraska at Omaha, School of Business and Economics, Loughborough University, Omaha
DOI: https://doi.org/10.2478/jcbtp-2019-0023 | Journal eISSN: 2336-9205
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Language: English
Page range: 39 - 50
Submitted on: Feb 22, 2018
Accepted on: Jun 22, 2018
Published on: Sep 19, 2019
Published by: Central Bank of Montenegro
In partnership with: Paradigm Publishing Services
Publication frequency: 3 issues per year
Keywords:
Interest Rates,
Stock Markets,
Volatility Spillover
Related subjects:
Business and economics,
Business management,
Business management, other

© 2019 Wilson Donzwa, Rangan Gupta, Mark E. Wohar, published by Central Bank of Montenegro
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.

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