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...

Full description

Bibliographic Details
Main Authors: Tshembhani M. Hlongwane, Johannes P. S. Sheefeni
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