Browsing IPADA Articles by Subject "GARCH model"

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The role of macroeconomic variables in the Johannesburg Stock Exchange's oil and gas stock returns

Molele, S. B. (International Conference on Public Administration and Development Alternative (IPADA), 2019)

The study pursued an investigation into the role of macroeconomic variables on the stock return volatility of the JSE's Oil and Gas sector, South Africa. The study focused on Brent crude oil prices, exchanger rate (R/$), ...