Financial contagion and capital asset pricing in Africa : the impact of the 2007-09 and Euro-Zone crises on natural resources sector Beta in African emerging markets
Year of publication: |
October 2018
|
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Authors: | Tony-Okeke, Uchenna ; Ahmadu-Bello, Jaliyyah ; Niklewski, Jacek ; Rodgers, Timothy |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 45.2018, p. 54-61
|
Subject: | Financial crisis | Contagion | Conditional beta | African emerging markets | Afrika | Africa | Finanzkrise | Schwellenländer | Emerging economies | CAPM | Ansteckungseffekt | Contagion effect | Betafaktor | Beta risk |
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