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Volatility spillovers and correlation between cryptocurrencies and Asian equity market
Malhotra, Nidhi; Gupta, Saumya - In: International journal of economics and financial issues … 9 (2019) 6, pp. 208-215
Persistent link: https://www.econbiz.de/10012151119
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Co-movement of cryptocurrencies and African stock returns : a multiresolution analysis
Kumah, Seyram Pearl; Mensah, Jones Odei; Amanamah, … - In: Cogent business & management 9 (2022) 1, pp. 1-29
-movement between the asset markets at medium and lower frequencies implying that stock markets in Africa are highly exposed to … cryptocurrency market disruptions from the medium term and that international investors seeking to hedge their price risk in African … (lag) effects are time-varying and heterogeneous showing no particular cryptocurrency or stock market as leader or follower …
Persistent link: https://www.econbiz.de/10014439784
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Integration of African stock markets with the developed stock markets : an analysis of co-movements, volatility and contagion
Anyikwa, Izunna; Le Roux, Pierre - In: International economic journal 34 (2020) 2, pp. 279-296
Persistent link: https://www.econbiz.de/10012261358
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Information interdependence among energy, cryptocurrency and major commodity markets
Ji, Qiang; Bouri, Elie; Roubaud, David; Krištoufek, … - In: Energy economics 81 (2019), pp. 1042-1055
Persistent link: https://www.econbiz.de/10012173059
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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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The global financial crisis : an analysis of the spillover effects on African stock markets
Sugimoto, Kimiko; Matsuki, Takashi; Yoshida, Yūshi - In: Emerging markets review 21 (2014), pp. 201-233
Persistent link: https://www.econbiz.de/10011304330
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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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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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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