Safe haven, hedge and diversification for African stocks : cryptocurrencies versus gold in time-frequency perspective
Year of publication: |
2022
|
---|---|
Authors: | Nkrumah-Boadu, Bernice ; Owusu Junior, Peterson ; Adam, AnokyeM ; Asafo-Adjei, Emmanuel |
Published in: |
Cogent economics & finance. - Abingdon : Taylor & Francis, ISSN 2332-2039, ZDB-ID 2773198-4. - Vol. 10.2022, 1, Art.-No. 2114171, p. 1-22
|
Subject: | heterogeneous market hypothesis | adaptive market hypothesis | market uncertainties | time-Frequency domain | asymmetries | market conditions | Hedging | Schätzung | Estimation | Effizienzmarkthypothese | Efficient market hypothesis | Afrika | Africa | Aktienmarkt | Stock market | Portfolio-Management | Portfolio selection |
-
Stock market behaviour : efficient or adaptive? : evidence from the Pakistan Stock Exchange
Shahid, Muhammad Naeem, (2019)
-
Are stock markets really efficient? : evidence of the adaptive market hypothesis
Urquhart, Andrew, (2016)
-
Static or adaptive? : the month-of-the-year and intra-month effects in African stock markets
Obalade, Adefemi A., (2020)
- More ...
-
Asymmetric dependence between exchange rate and commodity prices in Ghana
Archer, Christina, (2022)
-
Institutions and venture capital market development in sub-Saharan Africa
Boateng, Ebenezer, (2024)
-
Qabhobho, Thobekile, (2022)
- More ...