Analysis of financial contagion in influential African stock markets

OM Aderajo, OD Olaniran - Future Business Journal, 2021 - Springer
Drawing from the experience of the global financial crisis that sprang forth from the US stock
market, an empirical assessment of the dynamic correlation analysis of financial contagion …

The Contagion of Global Financial Crisis on Exchange Rate Volatility in Iran: Copula-GARCH Approach

F Mirshojaee, N Elahi, M Seighali - Iranian Journal of Economic …, 2022 - ijer.atu.ac.ir
An important subject in the field of global economy is the financial crisis contagion on
various markets. Given the expansion of trade relationships among different countries …

African Stock Market Dynamics and Comovement

RNK Siyou, MA Bene - African Development Finance …, 2023 - uonjournals.uonbi.ac.ke
With the economic relevance of the relationships among emerging and frontier equity
markets becoming increasingly significant, this paper investigates co-movement among …