The global financial crisis: An analysis of the spillover effects on African stock markets
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- Sugimoto, Kimiko & Matsuki, Takashi & Yoshida, Yushi, 2014. "The global financial crisis: An analysis of the spillover effects on African stock markets," Emerging Markets Review, Elsevier, vol. 21(C), pages 201-233.
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More about this item
Keywords
African financial market; financial crisis; financial integration; spillover; variance decomposition.;All these keywords.
JEL classification:
- F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- O55 - Economic Development, Innovation, Technological Change, and Growth - - Economywide Country Studies - - - Africa
NEP fields
This paper has been announced in the following NEP Reports:- NEP-AFR-2013-10-18 (Africa)
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