use a novel measure of contagion that examines whether volatility shocks in the U.S. stock market coupled with negative …

post-September 2008 period. There are also volatility spillovers from stock market returns to equity fund flows both before …

volatility in selected developed and emerging markets between the 2008 financial crisis and the 2019 worldwide pandemic. In this …

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 … volatility, the least squares dummy variable bias correction (LSDVC) model is employed. The study finds that volatility of …

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 … volatility, the least squares dummy variable bias correction (LSDVC) model is employed. The study finds that volatility of …