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Co-movement of Africa’s equity markets: Regional and global analysis in the frequency–time domains

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References

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2015Financial integration and stability in the Southern African development community

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66 cited

2014Financial integration, capital market development and economic performance: Empirical evidence from Botswana62 cited

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2023Foreign exchange market return spillovers and connectedness among African countries27 cited
2022ICEEMDAN-Based Transfer Entropy between Global Commodity Classes and African Equities24 cited
2022Stock market integration in Africa: Further evidence from an information‐theoretic framework24 cited
2017Examining evidence of ‘shift-contagion’ in African stock markets: A CoVaR-copula approach24 cited
2020Shape-shift contagion in emerging markets equities: evidence from frequency- and time-domain analysis22 cited
2022Co-Movement, Portfolio Diversification, Investors’ Behavior and Psychology: Evidence from Developed and Emerging Countries’ Stock Markets19 cited