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How world uncertainties and global pandemics destabilized food, energy and stock markets? : fresh evidence from quantile on quantile regressions
Chowdhury, Mohammad Ashraful Ferdous; Meo, Muhammad Saeed; … - In: International review of financial analysis 76 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012805062
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Linkages between equity and global food markets : new evidence from including structural changes
Alshogeathri, Mofleh; Jouini, Jamel - In: Finance a úvěr 67 (2017) 3, pp. 166-198
Persistent link: https://www.econbiz.de/10011720709
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Empirical analysis of MSCI China A-shares
Li, Yan; Li, Weiping - In: Journal of risk and financial management : JRFM 14 (2021) 11, pp. 1-25
In this paper, we introduce the MSCI China A-shares index (MCASI) and analyze MCASI’s properties. From the perspective of index investment, we found that MCASI’s investor sentiments, both overnight sentiment and BW sentiment, provide significant predictability for future MCASI returns,...
Persistent link: https://www.econbiz.de/10012794876
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African stock markets in the midst of the global financial crisis : recoupling or decoupling?
Boako, Gideon; Alagidede, Paul - In: Research in international business and finance 46 (2018), pp. 166-180
Persistent link: https://www.econbiz.de/10011983603
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African stock markets convergence : regional and global analysis
Boako, Gideon; Alagidede, Paul - In: Finance research letters 18 (2016), pp. 317-321
Persistent link: https://www.econbiz.de/10011657265
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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
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Volatility spillover analysis post implementation of AEC 2015 agreement : empirical study on ASEAN-5 stock market
Panjaitan, Yunia; Saadah, Siti - In: International journal of financial research 9 (2018) 2, pp. 105-111
Persistent link: https://www.econbiz.de/10012236629
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Measuring volatility persistence and risk in Southern and East African stock markets
Coffie, William - In: International journal of economics and business research 9 (2015) 1, pp. 23-36
Persistent link: https://www.econbiz.de/10011332918
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An empirical analysis of the impact of crude oil spot and futures prices volatility on the development of African equity markets
Bakare, Ibrahim A. O.; Quadry, Mahmud O.; Mohammad … - In: Economic and environmental studies : a journal for … 18 (2018) 1, pp. 31-46
markets. Kenya’s equity market index responded positively relative to those of Morocco and Nigeria, while South Africa … South Africa’s equity markets. …
Persistent link: https://www.econbiz.de/10011872980
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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 … volatility, the least squares dummy variable bias correction (LSDVC) model is employed. The study finds that volatility of …
Persistent link: https://www.econbiz.de/10014501248