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Contagion And Interdependence In African Stock Markets

Citations

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Cited by:

  1. W H Boshoff, 2006. "The Transmission Of Foreign Financial Crises To South Africa: A Firm-Level Study," Studies in Economics and Econometrics, Taylor & Francis Journals, vol. 30(2), pages 61-85, August.
  2. Olivier Niyitegeka & Dev D Tewari, 2019. "Modelling Financial Contagion in the South African Equity Markets Following the Subprime Crisis," Journal of Economics and Behavioral Studies, AMH International, vol. 10(6), pages 164-176.
  3. Diego Ferreira & Andreza A. Palma, 2022. "On the subprime crisis and the Latin American financial markets: A regime switching skew‐normal approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(3), pages 3300-3314, July.
  4. Sehgal, Sanjay & Gupta, Priyanshi & Deisting, Florent, 2014. "Assessing Time-Varying Stock Market Integration in EMU for Normal and Crisis Periods," MPRA Paper 64078, University Library of Munich, Germany.
  5. Boamah, Nicholas Addai & Watts, Edward J. & Loudon, Geoffrey, 2016. "Investigating temporal variation in the global and regional integration of African stock markets," Journal of Multinational Financial Management, Elsevier, vol. 36(C), pages 103-118.
  6. Tinashe H. D. Kambadza & Zivanemoyo Chinzara, 2012. "Returns Correlation Structure and Volatility Spillovers Among the Major African Stock Markets," Working Papers 305, Economic Research Southern Africa.
  7. Ahmed, Abdullahi D. & Huo, Rui, 2018. "China–Africa financial markets linkages: Volatility and interdependence," Journal of Policy Modeling, Elsevier, vol. 40(6), pages 1140-1164.
  8. Kingstone Nyakurukwa & Yudhvir Seetharam, 2023. "Stock market integration in Africa: Further evidence from an information‐theoretic framework," International Finance, Wiley Blackwell, vol. 26(1), pages 2-18, April.
  9. Dungey, Mardi & Islam, Raisul & Volkov, Vladimir, 2020. "Crisis transmission: Visualizing vulnerability," Pacific-Basin Finance Journal, Elsevier, vol. 59(C).
  10. Boakye, Robert Owusu & Mensah, Lord Kwaku & Kang, Sang Hoon & Osei, Kofi Acheampong, 2023. "Foreign exchange market return spillovers and connectedness among African countries," International Review of Financial Analysis, Elsevier, vol. 86(C).
  11. Christian Senga & Danny Cassimon, 2020. "Spillovers in Sub-Saharan Africa’s Sovereign Eurobond Yields," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 56(15), pages 3746-3762, December.
  12. Tony-Okeke, Uchenna & Ahmadu-Bello, Jaliyyah & Niklewski, Jacek & Rodgers, Timothy, 2018. "Financial contagion and capital asset pricing in Africa: The impact of the 2007–09 and Euro-Zone crises on natural resources sector Beta in African emerging markets," Research in International Business and Finance, Elsevier, vol. 45(C), pages 54-61.
  13. Gourène, Grakolet Arnold Zamereith & Mendy, Pierre & Ake N'gbo, Gilbert Marie, 2017. "Multiple time-xcales analysis of global stock markets spillovers effects in African stock markets," MPRA Paper 77632, University Library of Munich, Germany.
  14. Nico Katzke, 2013. "South African Sector Return Correlations: using DCC and ADCC Multivariate GARCH techniques to uncover the underlying dynamics," Working Papers 17/2013, Stellenbosch University, Department of Economics.
  15. Gourène, Grakolet Arnold Zamereith & Mendy, Pierre, 2015. "Oil Prices and African Stock Markets Co-movement: A Time and Frequency Analysis," MPRA Paper 75852, University Library of Munich, Germany.
  16. Benkraiem, Ramzi & Garfatta, Riadh & Lakhal, Faten & Zorgati, Imen, 2022. "Financial contagion intensity during the COVID-19 outbreak: A copula approach," International Review of Financial Analysis, Elsevier, vol. 81(C).
  17. Kalu O. Emenike, 2021. "Interdependence among West African stock markets: A dimension of regional financial integration," African Development Review, African Development Bank, vol. 33(2), pages 288-299, June.
  18. Mpoha, Salifya & Bonga-Bonga, Lumengo, 2021. "Spillover effects from China and the US to global emerging markets: a dynamic analysis," MPRA Paper 109349, University Library of Munich, Germany.
  19. Urom, Christian & Ndubuisi, Gideon & Del Lo, Gaye & Yuni, Denis, 2023. "Global commodity and equity markets spillovers to Africa during the COVID-19 pandemic," Emerging Markets Review, Elsevier, vol. 55(C).
  20. Pretorius, Anmar & de Beer, Jesse, 2004. "Contagion in Africa: South Africa and a troubled neighbour, Zimbabwe," Economic Modelling, Elsevier, vol. 21(4), pages 703-717, July.
  21. Lumengo Bonga-Bonga & Maphelane Palesa Phume, 2022. "Return and volatility spillovers between South African and Nigerian equity markets," African Journal of Economic and Management Studies, Emerald Group Publishing Limited, vol. 13(2), pages 205-218, January.
  22. Filip Iorgulescu, 2015. "Investigating Contagion and Market Interdependence during the Global Financial Crisis," Central European Business Review, Prague University of Economics and Business, vol. 2015(2), pages 31-39.
  23. Chang, Guang-Di & Cheng, Po-Ching, 2016. "Evidence of cross-asset contagion in U.S. markets," Economic Modelling, Elsevier, vol. 58(C), pages 219-226.
  24. Eymen Errais & Dhikra Bahri, 2016. "Is Standard Deviation a Good Measure of Volatility? the Case of African Markets with Price Limits," Annals of Economics and Finance, Society for AEF, vol. 17(1), pages 145-165, May.
  25. Robert Akunga & Ahmad Hassan Ahmad & Simeon Coleman, 2023. "Financial market integration in sub‐Saharan Africa: How important is contagion?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(4), pages 3637-3653, October.
  26. Nick Samouilhan, 2006. "The Relationship Between International Equity Market Behaviour and the JSE," Working Papers 042, Economic Research Southern Africa.
  27. Romero-Ávila, Diego, 2009. "Multiple Breaks, Terms of Trade Shocks and the Unit-Root Hypothesis for African Per Capita Real GDP," World Development, Elsevier, vol. 37(6), pages 1051-1068, June.
  28. Gourène, Grakolet Arnold Zamereith & Mendy, Pierre, 2014. "Beginning an African Stock Markets Integration? A Wavelet Analysis," MPRA Paper 76048, University Library of Munich, Germany.
  29. Boamah, Nicholas Addai & Watts, Edward & Loudon, Geoffrey, 2017. "Regionally integrated asset pricing on the African stock markets: Evidence from the Fama French and Carhart models," Journal of Economics and Business, Elsevier, vol. 92(C), pages 29-44.
  30. Claudeci Da Silva & Hugo Agudelo Murillo & Joaquim Miguel Couto, 2014. "Early Warning Systems: Análise De Ummodelo Probit De Contágio De Crise Dos Estados Unidos Para O Brasil(2000-2010)," Anais do XL Encontro Nacional de Economia [Proceedings of the 40th Brazilian Economics Meeting] 110, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  31. Harya Widiputra & Russel Pears & Antoaneta Serguieva & Nikola Kasabov, 2009. "Dynamic interaction networks in modelling and predicting the behaviour of multiple interactive stock markets," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 16(1‐2), pages 189-205, January.
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