Gil-Alaña, Luis A.; Carcel, Hector; Abakah, Emmanuel … - In: Review of development finance 8 (2018) 2, pp. 96-105
This paper uses fractional integration and cointegration for the period of January 2000-June 2018 to investigate the stochastic properties of the bilateral linkages between stock markets in Africa and selected international markets to establish if markets in Africa co-move with the rest of the...