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A spillover analysis of shocks from US, UK and China on African financial markets
15 references·2 citing·48 second hop
A spillover analysis of shocks from US, UK and China on African financial markets (2013)A spillover analysis of shocks from US, U…The global financial crisis, financial linkages and correlations in returns and volatilities in emerging MENA stock markets (2012)The global financial crisis, …Stock market integration in Africa (2011)Stock market integration in A…Financing Africa: Through the Crisis and Beyond (2011)Financing Africa: Through the…Volatility Spillovers in East Asian Financial Markets: A Mem-Based Approach (2010)Volatility Spillovers in East…The Global Financial Crisis and Sub‐Saharan Africa: The Effects of Slowing Private Capital Inflows on Growth* (2010)The Global Financial Crisis a…Stocks, bonds, money markets and exchange rates: measuring international financial transmission (2010)Stocks, bonds, money markets …The Determinants of Stock Market Development in Emerging Economies: Is South Africa Different? 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References

  • 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements4,647 cited
  • 2005Market Integration and Contagion1,061 cited
  • 1985International Asset Pricing under Mild Segmentation: Theory and Test1,021 cited
  • 2002New frontiers for arch models739 cited
  • 1995Market Integration and Investment Barriers in Emerging Equity Markets600 cited
  • 2000Stock Market Openings: Experience of Emerging Economies557 cited
  • 2010Stocks, bonds, money markets and exchange rates: measuring international financial transmission370 cited
  • 1999Economic determinants of evolution in international stock market integration223 cited
  • 2008The Determinants of Stock Market Development in Emerging Economies: Is South Africa Different?205 cited
  • 2012The global financial crisis, financial linkages and correlations in returns and volatilities in emerging MENA stock markets200 cited
  • 2010Volatility Spillovers in East Asian Financial Markets: A Mem-Based Approach124 cited
  • 2011Financing Africa: Through the Crisis and Beyond114 cited
  • 2010The Global Financial Crisis and Sub‐Saharan Africa: The Effects of Slowing Private Capital Inflows on Growth*103 cited
  • 2011Stock market integration in Africa73 cited
  • 2005

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Regional Integration of Stock Exchanges in Eastern and Southern Africa: Progress and Prospects
52 cited

Cited by

  • 2018China–Africa financial markets linkages: Volatility and interdependence30 cited
  • 2019The emergence of regional business cycle in Africa—a reality or myth? A Bayesian dynamic factor model analysis16 cited