, Taiwan, Egypt, South Africa, Saudi Arabia, and the United Arab Emirates). The countries studied are classified into three … regions: developed economies, Asia, and Africa and the Middle East. The crisis period is identified with the deployment of the …, while others remain unaffected. Overall, investors in the two regions examined (Asia, and Africa and the Middle East) have …

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 … rates, money supply, inflation rates, movements in world crude oil prices, volatility of the US and UK stock markets and …