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Are Cryptocurrencies and African stock markets integrated? · Study

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ArticleAre Cryptocurrencies and African stock markets integrated?

Seyram Pearl Kumah2021

Article2021

Are Cryptocurrencies and African stock markets integrated?

Seyram Pearl Kumah · Jones Odei‐Mensah

55 citations·0/0 files stored·The Quarterly Review of Economics and Finance

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Financial Risk and Volatility Modeling Financial Markets and Investment Strategies Market Dynamics and Volatility

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References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 2016Measuring Economic Policy Uncertainty*2011Better to give than to receive: Predictive directional measurement of volatility spillovers 2018Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk*2017Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets 2002An Introduction to Wavelets and Other Filtering Methods in Finance and Economics 1968Internationally Diversified Portfolios: Welfare Gains and Capital Flows 2017Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions

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2022Portfolio Diversification, Hedge and Safe-Haven Properties in Cryptocurrency Investments and Financial Economics: A Systematic Literature Review 2022Cryptocurrencies and portfolio diversification in an emerging market 2023Time–frequency dependence and connectedness between financial technology and green assets 2023Is the cryptocurrency market a hedge against stock market risk? A Wavelet and GARCH approach

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Year2021

Typearticle

Published2021-07-01

VenueThe Quarterly Review of Economics and Finance

ISSN-L1062-9769

Languageen

Citations55

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/j.qref.2021.06.022

openalex_workW3179942573

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2022

Stock market integration in Africa: Further evidence from an information‐theoretic framework