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The impact of oil and gold price fluctuations on the South African equity market: volatility spillovers and implications for portfolio management

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Figure

Figure 1: JSE, FIN, IND, RES, GOLD and OIL Returns6
Table 4: ADCC Parameter Estimates.
Table 5: Diagnostics Tests for Standardised Residuals
Table 6: Summary Statistics of Time-varying Conditional Correlations
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