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GDP per capita in Africa before the global financial crisis : persistence, mean reversion and long memory features
Gil-Alaña, Luis A.; Yaya, OlaOluwa S.; Shittu, … - In: CBN journal of applied statistics 6 (2015) 1, pp. 219-239
This paper examined the long memory features of GDP per capita data before the global financial crisis, using a sample of 26 African countries. The study employed fractional integration and tested the stability of the differencing parameter across the sample period for each country. The results...
Persistent link: https://www.econbiz.de/10011470706
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Measuring the real and financial connectedness of selected African economies with the global economy
Ogbuabor, Jonathan Emenike; Orji, Anthony; Aneke, Gladys C. - In: The South African journal of economics 84 (2016) 3, pp. 364-399
Persistent link: https://www.econbiz.de/10011656942
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Structural breaks in the relative importance of country and industry factors in African stock returns
Boamah, Nicholas Addai; Loudon, Geoffrey F.; Watts, Edward - In: The quarterly review of economics and finance : journal … 63 (2017), pp. 79-88
Persistent link: https://www.econbiz.de/10011791756
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Financial crisis, the real sector and global effects on the African stock markets
Boamah, Nicholas Addai; Watts, Edward; Loudon, Geoffrey F. - In: The quarterly review of economics and finance : journal … 65 (2017), pp. 88-96
Persistent link: https://www.econbiz.de/10011792462
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The response of banking sector development to financial and trade openness in the presence of global financial crisis in Africa
Toyin, Onanuga Olaroke; Toyin, Onanuga Abayomi - In: The Botswana journal of economics : the journal of the … 14 (2016) 1, pp. 93-117
Persistent link: https://www.econbiz.de/10011805287
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Migrant remittances provide resilience against disasters in Africa
Naudé, Wim; Bezuidenhout, Henri - In: Atlantic economic journal : AEJ 42 (2014) 1, pp. 79-90
Persistent link: https://www.econbiz.de/10010364843
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Equity return volatility in Africa's stock markets : a dynamic panel approach
Aawaar, Godfred; Logogye, Louis; Domeher, Daniel - In: Cogent economics & finance 11 (2023) 2, pp. 1-14
This study examines the determinants of time-varying return volatility of Africa's equity markets using monthly indices … of eight top African stock markets. The conditional variance is modelled as a proxy for Africa's volatility indices using … during the COVID-19 pandemic in Africa. Additionally, markets in North Africa are revealed as the only African markets immune …
Persistent link: https://www.econbiz.de/10014501248
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Equity return volatility in Africa's stock markets : a dynamic panel approach
Aawaar, Godfred; Logogye, Louis; Domeher, Daniel - In: Cogent economics & finance 11 (2023) 2, pp. 1-22
This study examines the determinants of time-varying return volatility of Africa's equity markets using monthly indices … of eight top African stock markets. The conditional variance is modelled as a proxy for Africa's volatility indices using … during the COVID-19 pandemic in Africa. Additionally, markets in North Africa are revealed as the only African markets immune …
Persistent link: https://www.econbiz.de/10014501255
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Analysis of financial contagion in influential African stock markets
Aderajo, Oluwatosin Mary; Olaniran, Oladotun Daniel - In: Future Business Journal 7 (2021), pp. 1-9
Drawing from the experience of the global financial crisis that sprang forth from the US stock market, an empirical assessment of the dynamic correlation analysis of financial contagion with evidence from (5) African countries (South African, Nigeria, Egypt, Kenya, Tunisia) is presented. Monthly...
Persistent link: https://www.econbiz.de/10012493750
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Investigating temporal variation in the global and regional integration of African stock markets
Boamah, Nicholas Addai; Watts, Edward; Loudon, Geoffrey F. - In: Journal of multinational financial management 36 (2016), pp. 103-118
Persistent link: https://www.econbiz.de/10011720138