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Volatility spillover between Exchange-Traded Funds on the Johannesburg Stock Exchange
Growth in the Exchange-Traded Fund industry (ETF) has been exponential in the past decade. International research on this topic has been extensive, with less focus given to the local Johannesburg Stock Exchange (JSE). This research aims to extend the existing literature on the JSE, particularly focu...
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| Format: | Thesis |
| Language: | English English |
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Department of Finance and Tax
2025
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