Boako, Gideon; Alagidede, Paul - In: Review of development finance 7 (2017) 2, pp. 142-156
This paper examines for the first time contagion to African stock markets with particular attention to the quantification of, and testing for the impact of (extreme) downside movements in foreign exchange and developed stock markets on the (extreme) downside risks in Africa stock markets. Using...
