Regional and global shock spillovers to Africa’s equity markets: evidence from the global financial crisis and COVID-19 pandemic
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DOI: 10.1007/s43546-024-00764-w
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More about this item
Keywords
Shock spillovers; African equity markets; GARCH models; Global Financial Crisis; COVID-19;All these keywords.
JEL classification:
- F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration
- F37 - International Economics - - International Finance - - - International Finance Forecasting and Simulation: Models and Applications
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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