A Regime Switching Skew-Normal Model of Contagion in Major African Stock Markets
Year of publication: |
2020
|
---|---|
Authors: | Abubakar, Jamaladeen |
Publisher: |
[S.l.] : SSRN |
Subject: | Afrika | Africa | Aktienmarkt | Stock market | Schätzung | Estimation |
Extent: | 1 Online-Ressource (21 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 17, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3675415 [DOI] |
Classification: | F15 - Economic Integration ; G15 - International Financial Markets ; G17 - Financial Forecasting ; R11 - Regional Economic Activity: Growth, Development, and Changes ; F36 - Financial Aspects of Economic Integration |
Source: | ECONIS - Online Catalogue of the ZBW |
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