African equity markets' exposure to oil and other commodities : implications for global portfolio diversification
Year of publication: |
2021
|
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Authors: | Alagidede, Imhotep Paul ; Boako, Gideon ; Sjo, Bo |
Published in: |
Journal of economics and finance : JEF. - New York, NY : Springer, ISSN 1938-9744, ZDB-ID 2069807-0. - Vol. 45.2021, 2, p. 288-315
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Subject: | African stocks | Diversification | CAPM | Volatility persistence | Commodity financialization | Afrika | Africa | Portfolio-Management | Portfolio selection | Volatilität | Volatility | Welt | World | Aktienmarkt | Stock market | Diversifikation | Internationaler Finanzmarkt | International financial market | Rohstoffpreis | Commodity price | Kapitaleinkommen | Capital income | Rohstoffmarkt | Commodity market |
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