The financial support from Economic Research Southern Africa (ERSA) towards this study is gratefully acknowledged. Views expressed are those of the author and do not necessarily reflect those of ERSA.
MACROECONOMIC UNCERTAINTY AND CONDITIONAL STOCK MARKET VOLATILITY IN SOUTH AFRICA*
Article first published online: 1 MAR 2011
© 2011 The Author. Journal compilation © 2011 Economic Society of South Africa
South African Journal of Economics
Volume 79, Issue 1, pages 27–49, March 2011
How to Cite
Chinzara, Z. (2011), MACROECONOMIC UNCERTAINTY AND CONDITIONAL STOCK MARKET VOLATILITY IN SOUTH AFRICA. South African Journal of Economics, 79: 27–49. doi: 10.1111/j.1813-6982.2011.01262.x
The author expresses his gratitude to two anonymous reviewers for the insightful comments. Helpful comments from an anonymous reviewer from ERSA, Meshach Aziakpono and Jen Snowball from the Universities of Stellenbosch and Rhodes, respectively, on an earlier version of this paper are also acknowledged. The usual disclaimer applies.
- Issue published online: 1 MAR 2011
- Article first published online: 1 MAR 2011
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