Examining the Effect of Financial Markets Shocks on Financial Stability in South Africa
The paper analyzed the impact of financial market shocks on financial market stability. The goal was achieved by employing quarterly time-series data spanning from 2003:Q1 to 2020:Q4. The study used various econometric techniques such as stationarity, determining optimal lag length, cointegration a...
Main Authors: | , |
---|---|
Format: | Article |
Language: | English |
Published: |
EconJournals
2022-11-01
|
Series: | International Journal of Economics and Financial Issues |
Subjects: | |
Online Access: | https://econjournals.com/index.php/ijefi/article/view/13452 |