Mensah, Lord Kwaku - In: Cogent economics & finance 11 (2023) 2, pp. 1-15
Dynamic Conditional Correlation (DCC) and the Diebold and Yilmaz (2012) models were adopted to determine the trade co-movement … and the shock spillover respectively. The results show different trade co-movement and trade shock spillovers among the … regions at different times. The trade co-movement seems to be dominant between the Middle and Southern African regions …