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Co-movement of cryptocurrencies and African stock returns : a multiresolution analysis
Kumah, Seyram Pearl; Mensah, Jones Odei; Amanamah, … - In: Cogent business & management 9 (2022) 1, pp. 1-29
-movement between the asset markets at medium and lower frequencies implying that stock markets in Africa are highly exposed to … cryptocurrency market disruptions from the medium term and that international investors seeking to hedge their price risk in African … (lag) effects are time-varying and heterogeneous showing no particular cryptocurrency or stock market as leader or follower …
Persistent link: https://www.econbiz.de/10014439784
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How are Africa's emerging stock markets related to advanced markets? : evidence from copulas
Mensah, Jones Odei; Alagidede, Paul - In: Economic modelling 60 (2017), pp. 1-10
Persistent link: https://www.econbiz.de/10011734155
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Multiple time-scales analysis of global stock markets spillovers effects in African stock markets
Gourène, Grakolet Arnold Zamereith; Mendy, Pierre; … - In: International economics : a journal published by CEPII … 157 (2019), pp. 82-98
Persistent link: https://www.econbiz.de/10012318690
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Volatility and return spillovers between stock markets and cryptocurrencies
Uzonwanne, Godfrey Chidozie - In: The quarterly review of economics and finance : journal … 82 (2021), pp. 30-36
Persistent link: https://www.econbiz.de/10013258227
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Return connectedness and volatility dynamics of the cryptocurrency network
Poddar, Abhishek; Misra, Arun Kumar; Mishra, Ajay Kumar - In: Finance research letters 58 (2023) 2, pp. 1-14
Persistent link: https://www.econbiz.de/10014583135
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Volatility spillovers among G7, E7 stock markets and cryptocurrencies
Aydoğan, Berna; Vardar, Gülin; Taçoğlu, Caner - In: Journal of economic and administrative sciences 40 (2024) 2, pp. 364-387
Persistent link: https://www.econbiz.de/10014632207
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Directional predictability and volatility spillover effect from stock market indexes to Bitcoin : evidence from developed and emerging markets
Omri, Imen - In: The journal of risk finance : JRF 24 (2023) 2, pp. 226-243
Persistent link: https://www.econbiz.de/10014232428
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The effect of COVID-19 on cryptocurrencies and the stock market volatility : a two-stage DCC-EGARCH model analysis
Ampountolas, Apostolos - In: Journal of risk and financial management : JRFM 16 (2023) 1, pp. 1-17
reports negative risk results for the entire cryptocurrency portfolio during the pandemic, except for the Ethereum (ETH). …
Persistent link: https://www.econbiz.de/10014295230
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On spillover effects between cryptocurrency-linked stocks and the cryptocurrency market : evidence from Australia
Frankovic, Jozo; Liu, Bin; Suardi, Sandy - In: Global finance journal 54 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013470113
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Does volatility transmission between stock market returns of Central and Eastern European countries vary from normal to turbulent periods?
Ngo Thai Hung - In: Acta oeconomica : periodical of the Hungarian Academy … 70 (2020) 3, pp. 449-468
Persistent link: https://www.econbiz.de/10012438044