Nothing Special   »   [go: up one dir, main page]

create a website
The global financial crisis: An analysis of the spillover effects on African stock markets. (2014). Yoshida, Yushi ; Sugimoto, Kimiko ; Matsuki, Takashi .
In: Emerging Markets Review.
RePEc:eee:ememar:v:21:y:2014:i:c:p:201-233.

Full description at Econpapers || Download paper

Cited: 48

Citations received by this document

Cites: 36

References cited by this document

Cocites: 21

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Multi-scale Features of Interdependence Between Oil Prices and Stock Prices. (2023). Vo, Xuan Vinh ; Hung, Ngo Thai.
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:30:y:2023:i:3:d:10.1007_s10690-022-09385-5.

    Full description at Econpapers || Download paper

  2. Foreign exchange market return spillovers and connectedness among African countries. (2023). Osei, Kofi Acheampong ; Kang, Sang Hoon ; Mensah, Lord Kwaku ; Boakye, Robert Owusu.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000212.

    Full description at Econpapers || Download paper

  3. How far have we come and where should we go after 30+ years of research on Africas emerging financial markets? A systematic review and a bibliometric network analysis. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Hammoudeh, Shawkat ; Aikins, Emmanuel Joel ; Adeabah, David.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000353.

    Full description at Econpapers || Download paper

  4. Global commodity and equity markets spillovers to Africa during the COVID-19 pandemic. (2023). Yuni, Denis ; del Lo, Gaye ; Ndubuisi, Gideon ; Urom, Christian.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000656.

    Full description at Econpapers || Download paper

  5. COVID?19 crisis and risk spillovers to developing economies: Evidence from Africa. (2022). Zopounidis, Constantin ; Boubaker, Sabri ; Benkraiem, Ramzi ; Akhtaruzzaman, MD.
    In: Journal of International Development.
    RePEc:wly:jintdv:v:34:y:2022:i:4:p:898-918.

    Full description at Econpapers || Download paper

  6. A regime-switching skew-normal model of contagion in some selected stock markets. (2022). Bashir, Nafiu A ; Onipede, Samuel F ; Omoregie, David E ; Jamaladeen, Abubakar.
    In: SN Business & Economics.
    RePEc:spr:snbeco:v:2:y:2022:i:12:d:10.1007_s43546-022-00357-5.

    Full description at Econpapers || Download paper

  7. Credit risk interdependence in global financial markets: Evidence from three regions using multiple and partial wavelet approaches. (2022). Choi, Sun-Yong.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122001093.

    Full description at Econpapers || Download paper

  8. Financial contagion effects of major crises in African stock markets. (2022). Bello, Jaliyyah ; Guo, Jiaqi ; Newaz, Mohammad Khaleq.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:82:y:2022:i:c:s1057521922000965.

    Full description at Econpapers || Download paper

  9. The contagion effect of jump risk across Asian stock markets during the Covid-19 pandemic. (2022). Liu, Fang ; Chen, Yajiao ; Zhou, Long ; Zhang, YI.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000432.

    Full description at Econpapers || Download paper

  10. Return and volatility spillovers across the Western and MENA countries. (2022). Mohammadi, Hassan ; Habibi, Hamidreza.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000031.

    Full description at Econpapers || Download paper

  11. Volatility spillovers among Northeast Asia and the US: Evidence from the global financial crisis and the COVID-19 pandemic. (2022). Choi, Sun-Yong.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:73:y:2022:i:c:p:179-193.

    Full description at Econpapers || Download paper

  12. Return and volatility spillovers to African equity markets and their determinants. (2021). MOUGOUE, Mbodja ; Etoundi, Eric Martial.
    In: Empirical Economics.
    RePEc:spr:empeco:v:61:y:2021:i:2:d:10.1007_s00181-020-01881-9.

    Full description at Econpapers || Download paper

  13. The Regime-Switching Behaviour of Exchange Rates and Frontier Stock Market Prices in Sub-Saharan Africa. (2021). giouvris, evangelos ; Korley, Maud.
    In: JRFM.
    RePEc:gam:jjrfmx:v:14:y:2021:i:3:p:122-:d:517039.

    Full description at Econpapers || Download paper

  14. Return and volatility spillovers to African currencies markets. (2021). Mougoue, Mbodja ; Etoundi, Eric Martial.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000676.

    Full description at Econpapers || Download paper

  15. Which time-frequency domain dominates spillover in the Chinese energy stock market?. (2021). Guo, Sui ; An, Haizhong ; Gao, Xiangyun ; Sun, Qingru ; Wang, ZE ; Liu, Xueyong.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302842.

    Full description at Econpapers || Download paper

  16. Multidimensional risk spillovers among crude oil, the US and Chinese stock markets: Evidence during the COVID-19 epidemic. (2021). Lu, Tuantuan ; Wei, YU ; Tang, Yong ; Zhu, Pengfei.
    In: Energy.
    RePEc:eee:energy:v:231:y:2021:i:c:s036054422101197x.

    Full description at Econpapers || Download paper

  17. Multifractal Analysis of African Stock Markets During the 2007–2008 US Crisis. (2020). TILFANI, Oussama ; el Boukfaoui, My Youssef.
    In: Review of Pacific Basin Financial Markets and Policies (RPBFMP).
    RePEc:wsi:rpbfmp:v:22:y:2020:i:04:n:s021909151950022x.

    Full description at Econpapers || Download paper

  18. How Does the Spillover among Natural Gas, Crude Oil, and Electricity Utility Stocks Change over Time? Evidence from North America and Europe. (2020). Nakajima, Tadahiro ; Hamori, Shigeyuki ; Zhang, Wenting ; He, Xie.
    In: Energies.
    RePEc:gam:jeners:v:13:y:2020:i:3:p:727-:d:317715.

    Full description at Econpapers || Download paper

  19. Corruption and equity market performance: International comparative evidence. (2020). , Walid.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:60:y:2020:i:c:s0927538x1930575x.

    Full description at Econpapers || Download paper

  20. Dynamic interdependence of ASEAN5 with G5 stock markets. (2020). Liow, Kim ; Song, Jeongseop.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:45:y:2020:i:c:s1566014120300042.

    Full description at Econpapers || Download paper

  21. The policy mix in the US and EMU: Evidence from a SVAR analysis. (2020). Afonso, Antonio ; Gonalves, Luis.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818300822.

    Full description at Econpapers || Download paper

  22. The Influence of Self-Employment on Early-Stage Entrepreneurship in Romania. A Global Entrepreneurship Monitor-Based Analysis. (2019). Szilard, Madaras ; Lehel, Gyorfy.
    In: Acta Universitatis Sapientiae, Economics and Business.
    RePEc:vrs:auseab:v:7:y:2019:i:1:p:23-35:n:2.

    Full description at Econpapers || Download paper

  23. Market Integration Among the US and Asian Real Estate Investment Trusts in Crisis Times. (2019). Liow, Kim ; Song, Jeongseop.
    In: International Real Estate Review.
    RePEc:ire:issued:v:22:n:04:2019:p:463-512.

    Full description at Econpapers || Download paper

  24. What global economic factors drive emerging Asian stock market returns? Evidence from a dynamic model averaging approach. (2019). Yoon, Seong-Min ; Dong, Xiyong.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:77:y:2019:i:c:p:204-215.

    Full description at Econpapers || Download paper

  25. Return and volatility spillovers between South African and Nigerian equity markets. (2018). Bonga-Bonga, Lumengo ; Phume, Maphelane Palesa.
    In: MPRA Paper.
    RePEc:pra:mprapa:87638.

    Full description at Econpapers || Download paper

  26. African stock markets in the midst of the global financial crisis: Recoupling or decoupling?. (2018). Boako, Gideon ; Alagidede, Paul.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:46:y:2018:i:c:p:166-180.

    Full description at Econpapers || Download paper

  27. China–Africa financial markets linkages: Volatility and interdependence. (2018). Ahmed, Abdullahi D ; Huo, Rui.
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:40:y:2018:i:6:p:1140-1164.

    Full description at Econpapers || Download paper

  28. Volatility connectedness in the Chinese banking system: Do state-owned commercial banks contribute more?. (2018). Wang, Gang-Jin ; Jiang, Zhi-Qiang ; Zhao, Longfeng ; Xie, Chi.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:57:y:2018:i:c:p:205-230.

    Full description at Econpapers || Download paper

  29. The dynamics of volatility connectedness in international real estate investment trusts. (2018). Liow, Kim Hiang ; Huang, Yuting.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:55:y:2018:i:c:p:195-210.

    Full description at Econpapers || Download paper

  30. Return and Volatility Spillovers Effects: Study of Asian Emerging Stock Markets. (2018). Ghulam, Abbas ; Shouyang, Wang ; Bhowmik, Roni.
    In: Journal of Systems Science and Information.
    RePEc:bpj:jossai:v:6:y:2018:i:2:p:97-119:n:1.

    Full description at Econpapers || Download paper

  31. A Financial Connectedness Analysis for Turkey. (2017). Camlica, Ferhat ; Ozen, Etkin ; Gunes, Didem .
    In: Working Papers.
    RePEc:tcb:wpaper:1719.

    Full description at Econpapers || Download paper

  32. Return and volatility spillovers in the Moroccan stock market during the financial crisis. (2017). SAIDI, Youssef ; El Ghini, Ahmed.
    In: Empirical Economics.
    RePEc:spr:empeco:v:52:y:2017:i:4:d:10.1007_s00181-016-1110-8.

    Full description at Econpapers || Download paper

  33. Multiple time-xcales analysis of global stock markets spillovers effects in African stock markets. (2017). Zamereith, Grakolet Arnold ; Ake, Gilbert Marie ; Mendy, Pierre .
    In: MPRA Paper.
    RePEc:pra:mprapa:77632.

    Full description at Econpapers || Download paper

  34. The impact of the Arab Spring and the Ebola outbreak on African equity mutual fund investor decisions. (2017). Del Giudice, Alfonso ; Paltrinieri, Andrea.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:41:y:2017:i:c:p:600-612.

    Full description at Econpapers || Download paper

  35. The dynamics of the relative global sector effects and contagion in emerging markets equity returns. (2017). Boamah, Nicholas Addai.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:39:y:2017:i:pa:p:433-453.

    Full description at Econpapers || Download paper

  36. Discount rate or cash flow contagion? Evidence from the recent financial crises. (2017). Jiang, Junhua .
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:39:y:2017:i:pa:p:315-326.

    Full description at Econpapers || Download paper

  37. Financial crisis, the real sector and global effects on the African stock markets. (2017). Boamah, Nicholas Addai ; Loudon, Geoffrey ; Watts, Edward J.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:65:y:2017:i:c:p:88-96.

    Full description at Econpapers || Download paper

  38. Structural breaks in the relative importance of country and industry factors in African stock returns. (2017). Boamah, Nicholas Addai ; Watts, Edward J ; Loudon, Geoffrey .
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:63:y:2017:i:c:p:79-88.

    Full description at Econpapers || Download paper

  39. Regionally integrated asset pricing on the African stock markets: Evidence from the Fama French and Carhart models. (2017). Boamah, Nicholas Addai ; Loudon, Geoffrey ; Watts, Edward .
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:92:y:2017:i:c:p:29-44.

    Full description at Econpapers || Download paper

  40. Sovereign risk and the impact of crisis: Evidence from Latin AmericaAuthor-Name: Batten, Jonathan A.. (2017). Gannon, Gerard L ; Thuraisamy, Kannan S.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:77:y:2017:i:c:p:328-350.

    Full description at Econpapers || Download paper

  41. Do Islamic banks fail more than conventional banks?. (2017). Samargandi, Nahla ; Kutan, Ali ; Alandejani, Maha.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:50:y:2017:i:c:p:135-155.

    Full description at Econpapers || Download paper

  42. Modeling the spillovers between stock market and money market in Nigeria. (2017). Salisu, Afees ; Isah, Kazeem.
    In: Working Papers.
    RePEc:cui:wpaper:0023.

    Full description at Econpapers || Download paper

  43. Topology of the South African stock market network across the 2008 financial crisis. (2016). Gossel, Sean Joss ; Majapa, Mohamed .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:445:y:2016:i:c:p:35-47.

    Full description at Econpapers || Download paper

  44. Financial and real sector returns, IMF-related news, and the Asian crisis. (2016). Muradoglu, Yaz ; Kutan, Ali ; Muradolu, Yaz G.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:16:y:2016:i:c:p:28-37.

    Full description at Econpapers || Download paper

  45. Contagion in CDS, banking and equity markets. (2016). Tabak, Benjamin ; da Silva, Mauricio ; de Castro, Rodrigo .
    In: Economic Systems.
    RePEc:eee:ecosys:v:40:y:2016:i:1:p:120-134.

    Full description at Econpapers || Download paper

  46. Real estate global beta and spillovers: An international study. (2016). Liow, Kim ; Newell, Graeme.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:59:y:2016:i:c:p:297-313.

    Full description at Econpapers || Download paper

  47. Information transmission between U.S. and China index futures markets: An asymmetric DCC GARCH approach. (2016). Hou, Yang ; Li, Steven.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:52:y:2016:i:pb:p:884-897.

    Full description at Econpapers || Download paper

  48. The Effect of 2008 Crisis on the Volatility Spillovers among Six Major Markets. (2016). Akca, Kubra ; Ozturk, Serda Selin .
    In: International Review of Finance.
    RePEc:bla:irvfin:v:16:y:2016:i:1:p:169-178.

    Full description at Econpapers || Download paper

References

References cited by this document

    References contributed by pyi43-9537

  1. Agyei-Ampomah, S., 2011. Stock market integration in Africa. Manag. Finance Spec. Issue 37 (3), 242–256.
    Paper not yet in RePEc: Add citation now
  2. Alagidede, P., 2008. Day of the week seasonality in African stock markets. Appl. Financ. Econ. Lett. 4 (2), 115–120.
    Paper not yet in RePEc: Add citation now
  3. Alagidede, P., Panagiotidis, T., Zhang, X., 2011. Why a diversified portfolio should include African assets. Appl. Econ. Lett. 18, 1333–1340.

  4. Allen, F., Otchere, I., Senbet, L.W., 2011. African financial systems: a review. Rev. Dev. Financ. 1 (2), 79–113.
    Paper not yet in RePEc: Add citation now
  5. Anoruo, E., Braha, H., 2011. Volatility transmission between stock market and foreign exchange returns: evidence from Botswana, Kenya and South Africa. Afr. J. Bus. Econ. Res. 6 (2–3), 73–91.
    Paper not yet in RePEc: Add citation now
  6. Anoruo, E., Gil-Alana, L.A., 2011. Mean reversion and long memory in African stock market prices. J. Econ. Financ. 35, 296–308.

  7. Antonakakis, N., 2012. Exchange return co-movements and volatility spillovers before and after the introduction of euro. J. Int. Financ. Mark. Inst. Money 22, 1091–1109.

  8. Awartani, B., Maghyereh, A.I., 2013. Dynamic spillovers between oil and stock markets in the Gulf Cooperation Council countries. Energy Econ. 36, 28–42.

  9. Barari, M., 2004. Equity market integration in Latin America: a time varying integration score analysis. Int. Rev. Financ. Anal. 13, 649–668.

  10. Chinzara, Z., Aziakpono, M.J., 2009. Dynamic return linkages and volatility transmission between South African and world major stock markets. J. Stud. Econ. Econ. 33 (3), 69–94.

  11. Christiansen, C., 2010. Decomposing European bond and equity volatility. Int. J. Financ. Econ. 15 (2), 105–122.

  12. Corsetti, G., Pericoli, M., Sbracia, M., 2005. ‘Some contagion, some interdependence’: more pitfalls in tests of financial contagion. J. Int. Econ. 24, 1177–1199.

  13. Coudert, V., Couharde, C., Mignon, V., 2011. Exchange rate volatility across financial crises. J. Bank. Finance 35, 3010–3018.

  14. Diebold, F.X., Yilmaz, K., 2009. Measuring financial asset return and volatility spillovers, with application to global equity markets. Econ. J. 119 (534), 158–171.

  15. Diebold, F.X., Yilmaz, K., 2012. Better to give than to receive: predictive directional measurement of volatility spillovers. Int. J. Forecast. 28, 57–66.

  16. Duncan, A.S., Kabundi, A., 2013. Domestic and foreign sources of volatility spillover to South African asset classes. Econ. Model. 31, 566–573.

  17. Edwards, S., 2000. Contagion. World Econ. 873–900.
    Paper not yet in RePEc: Add citation now
  18. Ehrmann, M., Fratzscher, M., Rigobon, R., 2011. Stocks, bonds, money markets and exchange rates: measuring international financial transmission. J. Appl. Econ. 26 (6), 948–974.

  19. Fayyad, A., Daly, K., 2011. The impact of oil price shocks on stock market returns: comparing GCC countries with the UK and USA. Emerg. Econ. Rev. 12 (1), 61–78.

  20. Forbes, K.J., Rigobon, R., 2002. No contagion, only interdependence: measuring stock market comovements. J. Financ. 57 (5), 2223–2261.

  21. Fuchs, M., Losse-Mueller, T., Strobbe, F., 2012. African financial sectors and the European debt crisis: will trouble blow across the Sahara? Crisis Monitoring Policy Briefing, Africa Financial and Private Sector Development. World Bank, pp. 1–31.
    Paper not yet in RePEc: Add citation now
  22. K. Sugimoto et al. / Emerging Markets Review 21 (2014) 201–233 233
    Paper not yet in RePEc: Add citation now
  23. Koop, G., Pesaran, M.H., Porter, S.M., 1996. Impulse response analysis in nonlinear multivariate models. J. Econ. 74 (1), 119–147.

  24. Longin, F., Solnik, B., 1995. Is the international correlation of equity returns constant: 1960–1990? J. Int. Money Financ. 3–26.
    Paper not yet in RePEc: Add citation now
  25. Moss, T., Ramachandran, V., Standley, S., 2007. Why doesn't Africa get more equity investment? Frontier stock markets, firm size and asset allocations of global emerging market funds. Center for Global Development Working Paper 112 pp. 1–24.

  26. N'dri, K.L., 2007. Stock market returns and volatility in the BRVM. Afr. J. Bus. Manag. 1 (5), 107–112.
    Paper not yet in RePEc: Add citation now
  27. Nagayasu, J., 2013. Asia Pacific stock returns around the Lehman shock and the beyond: time-varying conditional correlations. J. Econ. Integration 28 (3), 412–440.

  28. Onour, I.A., 2010. Analysis of portfolio diversifications efficiency in emerging African stock markets. Int. Res. J. Finance Econ. 40, 30–37.
    Paper not yet in RePEc: Add citation now
  29. Pesaran, M.H., Shin, Y., 1998. Generalised impulse response analysis in linear multivariate models. Econ. Lett. 58, 17–29.

  30. Piesse, J., Hearn, B., 2005. Regional integration of equity markets in Sub-Saharan Africa. S. Afr. J. Econ. 73 (1), 36–52.

  31. Senbet, L.W., Otchere, I., 2010. African Stock Markets. African Finance in the 21st Century, International Monetary Fund Volume (Palgrave). In: Quintyn, Marc, Verdier, Genevieve (Eds.), pp. 104–142.
    Paper not yet in RePEc: Add citation now
  32. Sugimoto, K. and Matsuki, T., 2013. The spillover analysis on the Asian financial markets, Mimeo, Presented at the 13th International Convention of the East Asian Economic Association. Singapore, 2012.
    Paper not yet in RePEc: Add citation now
  33. Taylor, M.P., Tonks, I., 1989. The internationalization of stock markets and the abolition of U.K. exchange control. Rev. Econ. Stat. 71, 332–336.

  34. Yartey, C.A., Adjasi, C.K., 2007. Stock market development in Sub-Saharan Africa: critical issues and challenges. IMF Working paper 209, pp. 1–33.

  35. Yilmaz, K., 2010. Return and volatility spillovers among the East Asian equity markets. J. Asian Econ. 21 (3), 304–313.

  36. Zhou, X., Zhang, W., Zhang, J., 2012. Volatility spillovers between the Chinese and world equity markets. Pac. Basin Financ. J. 20, 247–270.

Cocites

Documents in RePEc which have cited the same bibliography

  1. How far have we come and where should we go after 30+ years of research on Africas emerging financial markets? A systematic review and a bibliometric network analysis. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Hammoudeh, Shawkat ; Aikins, Emmanuel Joel ; Adeabah, David.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000353.

    Full description at Econpapers || Download paper

  2. Financial contagion effects of major crises in African stock markets. (2022). Bello, Jaliyyah ; Guo, Jiaqi ; Newaz, Mohammad Khaleq.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:82:y:2022:i:c:s1057521922000965.

    Full description at Econpapers || Download paper

  3. Crude oil shocks and African stock markets. (2021). Odei-Mensah, Jones ; Junior, Peterson Owusu ; Enwereuzoh, Precious Adaku.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:55:y:2021:i:c:s0275531920309545.

    Full description at Econpapers || Download paper

  4. The impact of inflation rate on stock market returns: evidence from Kenya. (2019). Muriu, Peter W ; Ngugi, Rose W ; Otieno, Donald A.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:43:y:2019:i:1:d:10.1007_s12197-018-9430-5.

    Full description at Econpapers || Download paper

  5. Asymmetric Mean Reversion in Low Liquid Markets: Evidence from BRVM. (2019). Moussa, Richard Kouame ; Gbenro, Nathaniel .
    In: Post-Print.
    RePEc:hal:journl:hal-02059799.

    Full description at Econpapers || Download paper

  6. Asymmetric Mean Reversion in Low Liquid Markets: Evidence from BRVM. (2019). Moussa, Richard Kouame ; Gbenro, Nathaniel .
    In: JRFM.
    RePEc:gam:jjrfmx:v:12:y:2019:i:1:p:38-:d:211599.

    Full description at Econpapers || Download paper

  7. Linkages between financial development, financial instability, financial liberalisation and economic growth in Africa. (2018). Asongu, Simplice ; Mlambo, Kupukile ; Batuo, Michael.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:45:y:2018:i:c:p:168-179.

    Full description at Econpapers || Download paper

  8. Modelling long memory in volatility in sub-Saharan African equity markets. (2018). Kuttu, Saint.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:44:y:2018:i:c:p:176-185.

    Full description at Econpapers || Download paper

  9. Long memory or structural breaks: Some evidence for African stock markets. (2017). Darrat, Ali F ; Tah, Kenneth A ; Ngene, Geoffrey.
    In: Review of Financial Economics.
    RePEc:wly:revfec:v:34:y:2017:i:1:p:61-73.

    Full description at Econpapers || Download paper

  10. Effects of Interest Rate on Stock Market Returns in Kenya. (2017). Otieno, Donald A ; Ngugi, Rose W.
    In: International Journal of Economics and Finance.
    RePEc:ibn:ijefaa:v:9:y:2017:i:8:p:40-50.

    Full description at Econpapers || Download paper

  11. ¿Existe memoria larga en mercados bursátiles, o depende del modelo, periodo o frecuencia? (Is there Long Memory in Stock Markets, or Does it Depend on the Model, Period or Frequency?). (2017). Venegas-Martínez, Francisco ; Calderon-Villareal, Cuauhtemoc ; Venegas-Martinez, Francisco ; Salazar-Nuez, Hector F.
    In: Ensayos Revista de Economia.
    RePEc:ere:journl:v:xxxvi:y:2017:i:1:p:1-24.

    Full description at Econpapers || Download paper

  12. Financial globalisation uncertainty/instability is good for financial development. (2017). Tchamyou, Vanessa ; Koomson, Isaac ; Asongu, Simplice.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:41:y:2017:i:c:p:280-291.

    Full description at Econpapers || Download paper

  13. Long memory or structural breaks: Some evidence for African stock markets. (2017). Ngene, Geoffrey ; Darrat, Ali F ; Tah, Kenneth A.
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:34:y:2017:i:c:p:61-73.

    Full description at Econpapers || Download paper

  14. Financial crisis, the real sector and global effects on the African stock markets. (2017). Boamah, Nicholas Addai ; Loudon, Geoffrey ; Watts, Edward J.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:65:y:2017:i:c:p:88-96.

    Full description at Econpapers || Download paper

  15. How are Africas emerging stock markets related to advanced markets? Evidence from copulas. (2017). ALAGIDEDE, PAUL ; Mensah, Jones Odei.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:60:y:2017:i:c:p:1-10.

    Full description at Econpapers || Download paper

  16. Fractional integration in daily stock market indices at Jordans Amman stock exchange. (2016). Anwar, Sajid ; Al-Shboul, Mohammad.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:37:y:2016:i:c:p:16-37.

    Full description at Econpapers || Download paper

  17. The global financial crisis: An analysis of the spillover effects on African stock markets. (2014). Yoshida, Yushi ; Sugimoto, Kimiko ; Matsuki, Takashi .
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:21:y:2014:i:c:p:201-233.

    Full description at Econpapers || Download paper

  18. Conditional pricing of currency risk in Africas equity markets. (2014). Ojah, Kalu ; Kodongo, Odongo.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:21:y:2014:i:c:p:133-155.

    Full description at Econpapers || Download paper

  19. Long Memory Processes and Structural Breaks in Stock Returns and Volatility: Evidence from the Egyptian Exchange. (2013). Ezzat, Hassan .
    In: MPRA Paper.
    RePEc:pra:mprapa:51465.

    Full description at Econpapers || Download paper

  20. The global financial crisis: An analysis of the spillover effects on African stock markets. (2013). Yoshida, Yushi ; Matsuki, Takashi ; Sugimoto, Kimiko .
    In: MPRA Paper.
    RePEc:pra:mprapa:50473.

    Full description at Econpapers || Download paper

  21. Nowhere Left to Hide? Stock Market Correlation, Regional Diversification, and the Case for Investing in Africa. (2013). Thuotte, Ross ; Moss, Todd.
    In: Working Papers.
    RePEc:cgd:wpaper:316.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-01-12 19:43:52 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.