Showing 1 - 7 of 7
Using the quantile regression approach to reveal the conditional relationships, the study re-examined the oil-stock co-movement in the context of oil-exporting countries in Africa. The data employed include daily OPEC basket price for crude oil and daily data on stock market indices for six...
Persistent link: https://www.econbiz.de/10013498963
The specific properties of assets such as cryptocurrencies, gold, and stocks have welcomed more empirical studies in assessing their nexus. As a result, market conditions, whether good or bad, become imperative to assess the benefits of safe have, hedges or diversification. Also, the presence of...
Persistent link: https://www.econbiz.de/10013373681
Persistent link: https://www.econbiz.de/10014511848
Persistent link: https://www.econbiz.de/10012581514
Persistent link: https://www.econbiz.de/10012581515
Persistent link: https://www.econbiz.de/10013270246
This study contributes to the scant finance literature on information flow from international economic policy uncertainty to emerging stock markets in Africa, using daily US economic policy uncertainty as a proxy and the daily stock market index for Botswana, Egypt, Ghana, Kenya, Morocco,...
Persistent link: https://www.econbiz.de/10012265507