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The level of African forex markets integration and Eurobond issue
Mensah, Lord; Andoh, Charles; Kuttu, Saint; Yiadom, … - In: Journal of economics and finance : JEF 47 (2023) 1, pp. 232-250
Persistent link: https://www.econbiz.de/10014227702
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Cryptocurrency connectedness : does controlling for the cross-correlations matter?
Wiesen, Thomas F.P.; Bharadwaj, Lakshya - In: Applied economics letters 30 (2023) 20, pp. 2873-2880
Persistent link: https://www.econbiz.de/10014413964
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On the linkages between Africa's emerging equity markets and globalmarkets : evidence from fractional integration and cointegration
Gil-Alaña, Luis A.; Carcel, Hector; Abakah, Emmanuel … - In: Review of development finance 8 (2018) 2, pp. 96-105
This paper uses fractional integration and cointegration for the period of January 2000-June 2018 to investigate the … stochastic properties of the bilateral linkages between stock markets in Africa and selected international markets to establish … if markets in Africa co-move with the rest of the world. Results from the univariate analysis show that there exists a …
Persistent link: https://www.econbiz.de/10011979979
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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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Nonlinear dependence and spillovers between cryptocurrency and global/regional equity markets
Hanif, Waqas; Areola Hernandez, Jose; Troster, Victor; … - In: Pacific-Basin finance journal 74 (2022), pp. 1-30
Persistent link: https://www.econbiz.de/10013389474
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Do cryptocurrencies provide better hedging? : Evidence from major equity markets during COVID-19 pandemic
Maitra, Debasish; Ur Rehman, Mobeen; Dash, Saumya Ranjan; … - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-27
Persistent link: https://www.econbiz.de/10013539022
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Asymmetric dynamic spillover effect between cryptocurrency and China's financial market : evidence from TVP-VAR based connectedness approach
Cao, Guangxi; Xie, Wenhao - In: Finance research letters 49 (2022), pp. 1-10
Persistent link: https://www.econbiz.de/10013478628
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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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An application of a TVP-VAR extended joint connected approach to investigate dynamic spillover interrelations of cryptocurrency and stock market in Vietnam
To Trung Thanh; Le Thanh Ha; Nguyen Thi Thanh Huyen; … - In: Journal of international commerce, economics and policy 14 (2023) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10014234786
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Bad bad contagion
Londono, Juan M. - In: Journal of banking & finance 108 (2019), pp. 1-16
Persistent link: https://www.econbiz.de/10012224755