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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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    File URL: http://hdl.handle.net/10.1111/saje.12135
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    1. repec:cup:cbooks:9780511761942 is not listed on IDEAS
    2. repec:cup:cbooks:9780511771576 is not listed on IDEAS
    3. 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.
    4. Viral V. Acharya & Lasse H. Pedersen & Thomas Philippon & Matthew Richardson, 2017. "Measuring Systemic Risk," The Review of Financial Studies, Society for Financial Studies, vol. 30(1), pages 2-47.
    5. Francis X. Diebold & Kamil Yilmaz, 2013. "Measuring the Dynamics of Global Business Cycle Connectedness," PIER Working Paper Archive 13-070, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    6. Tobias Adrian & Markus K. Brunnermeier, 2016. "CoVaR," American Economic Review, American Economic Association, vol. 106(7), pages 1705-1741, July.
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    7. Pawe{l} Fiedor, 2014. "Mutual Information Rate-Based Networks in Financial Markets," Papers 1401.2548, arXiv.org.
    8. M. Ayhan Kose & Eswar S. Prasad & Marco E. Terrones, 2003. "How Does Globalization Affect the Synchronization of Business Cycles?," American Economic Review, American Economic Association, vol. 93(2), pages 57-62, May.
    9. Easley,David & Kleinberg,Jon, 2010. "Networks, Crowds, and Markets," Cambridge Books, Cambridge University Press, number 9780521195331, January.
    10. 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.
    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. Serena Merrino & Ilias Chondrogiannis, 2024. "Did Basel III reduce bank spillovers in South Africa," Working Papers 11060, South African Reserve Bank.
    2. Johnson, Leroy & Osabuohien, Evans, 2023. "Return and Volatility Connectedness in Foreign Exchange Markets of Sierra Leone," MPRA Paper 118135, University Library of Munich, Germany.
    3. 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.
    4. 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.
    5. 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.
    6. 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.
    7. 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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