GitHub repository: simone-car/TimeSeriesAnalysis
Primary language: Stata
Created: 2023-01-08T19:42:44Z
Description: Using STATA, I conduct ARCH/GARCH estimations on 1) the maturity risk premium of 10 over three year bond yields in South Africa 2) the country risk premium of South African ten year bond yields over USA 10 year bond yields. Additionally, I analyze the impact of different factors on South Africa GDP per capita and test for structural breaks.