spillover transmission between commodities and respective African equity markets. We reveal that the return connectedness … during stressed trading periods, suggesting that global commodity and African equity markets are not entirely immune to …

spillover transmission between commodities and respective African equity markets. We reveal that the return connectedness … during stressed trading periods, suggesting that global commodity and African equity markets are not entirely immune to …

equity markets (AEMs). It explores the path of development of stock markets in Africa with an emphasis on their efficiency … development and economic growth. This paper provides a survey and synthesis of the extant literature on the efficiency of African …

. In this paper, contagion is measured on sector-by-sector basis for six African equity markets. Although evidence of …