On the linkages between Africa's emerging equity markets and globalmarkets : evidence from fractional integration and cointegration
Year of publication: |
December 2018
|
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Authors: | Gil-Alaña, Luis A. ; Carcel, Hector ; Abakah, Emmanuel Joel Aikins |
Published in: |
Review of development finance. - Bellville : [Verlag nicht ermittelbar], ISSN 1879-9337, ZDB-ID 2583078-8. - Vol. 8.2018, 2, p. 96-105
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Subject: | African stock markets | Linkages | Fractional integration | Fractional cointegration | Kointegration | Cointegration | Aktienmarkt | Stock market | Afrika | Africa | Marktintegration | Market integration | Schätzung | Estimation |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1016/j.rdf.2018.11.003 [DOI] |
Classification: | C32 - Time-Series Models ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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