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Measuring the Real and Financial Connectedness of Selected African Economies with the Global Economy

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  • Jonathan E. Ogbuabor
  • Anthony Orji
  • Gladys C. Aneke
  • Oyun Erdene-Urnukh

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  • Jonathan E. Ogbuabor & Anthony Orji & Gladys C. Aneke & Oyun Erdene-Urnukh, 2016. "Measuring the Real and Financial Connectedness of Selected African Economies with the Global Economy," South African Journal of Economics, Economic Society of South Africa, vol. 84(3), pages 364-399, September.
    • Handle: RePEc:bla:sajeco:v:84:y:2016:i:3:p:364-399
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    6. Francis X. Diebold & Kamil Yilmaz, 2009. "Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets," Economic Journal, Royal Economic Society, vol. 119(534), pages 158-171, January.
    7. Forbes, Kristin J. & Warnock, Francis E., 2012. "Capital flow waves: Surges, stops, flight, and retrenchment," Journal of International Economics, Elsevier, vol. 88(2), pages 235-251.
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      • Tobias Adrian & Markus K. Brunnermeier, 2008. "CoVaR," Staff Reports 348, Federal Reserve Bank of New York.
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    9. Pawe{l} Fiedor, 2014. "Mutual Information Rate-Based Networks in Financial Markets," Papers 1401.2548, arXiv.org.
    10. Easley,David & Kleinberg,Jon, 2010. "Networks, Crowds, and Markets," Cambridge Books, Cambridge University Press, number 9780521195331, June.
    11. Finn E. Kydland (ed.), 1995. "Business Cycle Theory," Books, Edward Elgar Publishing, number 565.
    12. Hail Park & Yongcheol Shin, 2014. "Mapping Korea's International Linkages using Generalised Connectedness Measures," Working Papers 2014-16, Economic Research Institute, Bank of Korea.
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    Cited by:

    1. Jonathan E. Ogbuabor & God’stime O. Eigbiremolen & Gladys C. Aneke & Manasseh O. Charles, 2018. "Measuring the dynamics of APEC output connectedness," Asian-Pacific Economic Literature, The Crawford School, The Australian National University, vol. 32(1), pages 29-44, May.
    2. Ekeocha, Patterson & Ogbuabor, Jonathan, 2020. "Measuring and Evaluating the Dynamics of Trade Shock Propagation in the Oceania," Conference papers 333234, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
    3. Ekeocha, Patterson & Ogbuabor, Jonathan, 2019. "Trade Shock Transmission: A Study of Selected African Economies, the BRIC and the Rest of the Global Economy," Conference papers 333085, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
    4. Serena Merrino & Ilias Chondrogiannis, 2024. "Did Basel III reduce bank spillovers in South Africa," Working Papers 11060, South African Reserve Bank.
    5. Johnson, Leroy & Osabuohien, Evans, 2023. "Return and Volatility Connectedness in Foreign Exchange Markets of Sierra Leone," MPRA Paper 118135, University Library of Munich, Germany.
    6. Oliver E. Ogbonna & Jonathan E. Ogbuabor & Charles O. Manasseh & Davidmac O. Ekeocha, 2022. "Global uncertainty, economic governance institutions and foreign direct investment inflow in Africa," Economic Change and Restructuring, Springer, vol. 55(4), pages 2111-2136, November.
    7. Ogbuabor, Jonathan E. & Anthony-Orji, Onyinye I. & Manasseh, Charles O. & Orji, Anthony, 2020. "A disaggregated analysis of monetary policy effects on the agricultural sector in Nigeria," APSTRACT: Applied Studies in Agribusiness and Commerce, AGRIMBA, vol. 14(3-4), December.
    8. Ogbuabor, Jonathan E. & Anthony-Orji, Onyinye I. & Manasseh, Charles O. & Orji, Anthony, 2020. "Measuring the dynamics of COMESA output connectedness with the global economy," The Journal of Economic Asymmetries, Elsevier, vol. 21(C).

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