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Andrew Duncan

Andrew Duncan

Senior Lecturer, University of Johannesburg

Verified email at uj.ac.za

Asset Pricing Monetary Policy Network Theory Volatility Dynamics and Spillovers


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
Domestic and foreign sources of volatility spillover to South African asset classes AS Duncan, A Kabundi Economic Modelling 31, 566-573, 2013	64	2013
Volatility spillovers across South African asset classes during domestic and foreign financial crises A Duncan, A Kabundi Economic Research Southern Africa, Working Paper 202 (1), 517-532, 2011	28	2011
Modelling South African currency crises as structural changes in the volatility of the rand AS Duncan, G Liu South African Journal of Economics 77 (3), 363-379, 2009	25	2009
Global Financial Crises and Time‐Varying Volatility Comovement in World Equity Markets AS Duncan, A Kabundi South African Journal of Economics 82 (4), 531-550, 2014	19	2014
Asset price volatility in South African markets during financial crises AS Duncan PQDT-Global, 2012	1	2012

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