Analysing Interest Rate and Exchange Rate Volatility on South African Banks' Stock Returns Considering the COVID-19 Pandemic

Analysing Interest Rate and Exchange Rate Volatility on South African Banks' Stock Returns Considering the COVID-19 Pandemic

This paper analysed the impact of interest rate and exchange rate volatility on banking sector stock returns in South Africa considering the Covid-19 pandemic. This paper employed daily secondary data for the period 01 January 2011 - 19 August 2021. The OLS and GARCH approaches were utilized to ana...

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Bibliographic Details
Main Authors: Ledwaba Reabetswe, Daniel Mokatsanyane, Suné Ferreira-Schenk, Johnny Jansen van Rensburg, Ruschel Sgammini
Format: Article
Language:English
Published: Danubius University 2022-12-01
Series:Acta Universitatis Danubius: Oeconomica
Online Access:https://dj.univ-danubius.ro/index.php/AUDOE/article/view/2004

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https://dj.univ-danubius.ro/index.php/AUDOE/article/view/2004

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