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R. Chifurira

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Open access Aug 2026

Structural instability and volatility shifts in emerging-market banking equities: evidence from South Africa's big five banks

Banking-equity returns in emerging markets may change markedly between calm and stressed periods. This study examines structural instability in the daily returns of South Africa's five largest listed banks: Standard Bank, FirstRand, Absa, Nedbank, and Capitec. Daily closing prices from the IRESS Research D...

Mojaesi Vincent Kometsi, R. Chifurira, Knowledge Chinhamu · 0 citations

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