Time-Frequency connectedness between developing countries in the COVID-19 pandemic : the case of East Africa
Year of publication: |
2022
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Authors: | Katusiime, Lorna |
Published in: |
Quantitative finance and economics. - [Springfield, Mo.] : AIMS Press, ISSN 2573-0134, ZDB-ID 2937262-8. - Vol. 6.2022, 4, p. 722-748
|
Subject: | financial markets | returns | volatility | spillover index | central bank intervention | COVID-19 | Coronavirus | Volatilität | Volatility | Wirkungsanalyse | Impact assessment | Spillover-Effekt | Spillover effect | Entwicklungsländer | Developing countries | Ostafrika | East Africa | Epidemie | Epidemic |
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