MODELLING THE OIL PRICE VOLATILITY AND MACROECONOMIC VARIABLES IN SOUTH AFRICA USING THE SYMMETRIC AND ASYMMETRIC GARCH MODELS

Modelling the oil price volatility and macroeconomic variables in South Africa using the symmetric and asymmetric GARCH models

This article employed the ARCH, GARCH and EGARCH models to model the oil price volatility and macroeconomic variables in South Africa for the period 1990Q1 to 2018Q2.The macroeconomic variables used in the study are GDP, inflation, interest rate and exchange rates.According to ARCH (1) gymnastics wall decals and GARCH (1, 1) models, exchange rate a

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STUDENT LOANS: LESSONS FROM BORROWERS

The study presents the results and the analysis of a survey of recent student loan borrowers.The fields of study that result in the highest disbalance between the amount borrowed and the generated earnings are identified.Additionally, the survey 12n/1200 wella results shed light on the post-graduation spending behavior of the borrowers.The results

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