Return and volatility spillovers to African equity markets and their determinants
Year of publication: |
2021
|
---|---|
Authors: | Atenga, Eric Martial Etoundi ; Mougoué, Mbodja |
Published in: |
Empirical economics : a quarterly journal of the Institute for Advanced Studies. - Berlin : Springer, ISSN 1435-8921, ZDB-ID 1462176-9. - Vol. 61.2021, 2, p. 883-918
|
Subject: | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Kapitaleinkommen | Capital income | Afrika | Africa | Aktienmarkt | Stock market | Finanzmarkt | Financial market | ARCH-Modell | ARCH model |
-
Do lower foreign flows and higher domestic flows reduce indian equity market volatility?
Aggarwal, Vaibhav, (2022)
-
Asymmetric connectedness on the US stock market : bad and good volatility spillovers
Baruník, Jozef, (2015)
-
Marozva, Godfrey, (2017)
- More ...
-
Return and volatility spillovers to African currencies markets
Atenga, Eric Martial Etoundi, (2021)
-
The democracy income‐growth nexus in the southern African development community revisited
Kouassi, Eugene, (2020)
-
Effects of diamond price volatility on stock returns : Evidence from a developing economy
Brou, Jean Marcelin B., (2020)
- More ...