Energy and non–energy Commodities: Spillover Effects on African Stock Markets
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More about this item
Keywords
Volatility spillover; GARCH-MIDAS; African countries; Commodities.;All these keywords.
JEL classification:
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
Statistics
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