Aderajo, Oluwatosin Mary; Olaniran, Oladotun Daniel - In: Future Business Journal 7 (2021), pp. 1-9
conditional correlation multivariate GARCH model to ascertain the contagious effect of the US to the selected African markets. By … the returns of the US market and the African markets. The inspection of the pre-crisis, crisis, post-crisis mean and … shock experienced in the US posed a threat to the African markets being examined. Further, evidence revealed that in the …