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The transmission of stock volatility shocks between the South African and selected African stock markets

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Figure

Figure 1:A simplified procedure for conducting the TYDL MWALD Test
Figure  2  shows  a  plot  of  our  series  variables  in  log  form.  The  graphs  illuminate  a  better  understanding regarding the behavior of the time series data employed in this analysis
Figure 2: Logged variables
Figure 3: First differenced variables variable
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