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Stock market integration in Africa: Further evidence from an information‐theoretic framework
14 references·0 citing·53 second hop
Stock market integration in Africa: Further evidence from an information‐theoretic framework (2022)Stock market integration in Africa: Furth…Are Cryptocurrencies and African stock markets integrated? (2021)Are Cryptocurrencies and Afri…Integration of Major African Stock Markets: Evidence from Multi-Scale Wavelets Correlation (2019)Integration of Major African …Stock market development and integration in SADC (Southern African Development Community) (2017)Stock market development and …How are Africa's emerging stock markets related to advanced markets? Evidence from copulas (2016)How are Africa's emerging sto…Co-movement of Africa’s equity markets: Regional and global analysis in the frequency–time domains (2016)Co-movement of Africa’s equit…Stock Market Integration and the Global Financial Crisis (2014)Stock Market Integration and …Stock Market Integration in Asian Countries: evidence from Wavelet multiple correlations (2013)Stock Market Integration in A…Wavelet multiple correlation and cross-correlation: A multiscale analysis of Eurozone stock markets (2011)Wavelet multiple correlation …Stock market integration in Africa (2011)Stock market integration in A…Does trade matter for stock market integration? (2010)Does trade matter for stock m…Stock Market Development in Sub-Saharan Africa (2007)Stock Market Development in S…CONTAGION AND INTERDEPENDENCE IN AFRICAN STOCK MARKETS (2003)CONTAGION AND INTERDEPENDENCE…Analysing the information flow between financial time series (2002)Analysing the information flo…Economic determinants of evolution in international stock market integration (1999)Economic determinants of evol…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Time‐Varying World Market Integration (1995)Economic determinants of emerging stock market interdependence (2002)The explanatory power of political risk in emerging markets (2002)Evolution of international stock and bond market integration: Influence of the European Monetary Union (2005)Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (2010)Correlations in Price Changes and Volatility across International Stock Markets (1990)Foreign Speculators and Emerging Equity Markets (2000)A spillover analysis of shocks from US, UK and China on African financial markets (2013)The global financial crisis: An analysis of the spillover effects on African stock markets (2014)Financial contagion effects of major crises in African stock markets (2022)An Introduction to Wavelets and Other Filtering Methods in Finance and Economics (2002)EMU and European Stock Market Integration* (2006)Using wavelets to decompose the time–frequency effects of monetary policy (2008)A wavelet analysis of mean and volatility spillovers between oil and BRICS stock markets (2017)A multiscale analysis for carbon price drivers (2018)Period specific volatility spillover based connectedness between oil and other commodity prices and their portfolio implications (2019)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Dynamic Returns Linkages and Volatility Transmission Between South African and World Major Stock Markets (2009)Financial contagion intensity during the COVID-19 outbreak: A copula approach (2022)Internationally Diversified Portfolios: Welfare Gains and Capital Flows (1968)Transmission of Volatility Between Stock Markets (1989)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Global and regional stock market integration in Asia: A panel convergence approach (2019)Volatility spillovers among Northeast Asia and the US: Evidence from the global financial crisis and the COVID-19 pandemic (2021)An Introduction to Econophysics: Correlations and Complexity in Finance (2000)Directionality of coupling from bivariate time series: How to avoid false causalities and missed connections (2007)Widespread Worry and the Stock Market (2010)RTransferEntropy — Quantifying information flow between different time series using effective transfer entropy (2019)Finance and Growth: Schumpeter Might Be Right (1993)Economic Reform and the Process of Global Integration (1995)Legal Determinants of External Finance (1997)Do the emerging stock markets react to international economic policy uncertainty, geopolitical risk and financial stress alike? (2019)Event studies in international finance research (2022)The influential impacts of international dynamic spillovers in forming investor preferences: a quantile-VAR and GDCC-GARCH perspective (2024)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)An Introduction to Copulas (1999)Dependence of stock markets with gold and bonds under bullish and bearish market states (2017)Markov-switching dependence between artificial intelligence and carbon price: The role of policy uncertainty in the era of the 4th industrial revolution and the effect of COVID-19 pandemic (2020)Re-examination of international bond market dependence: Evidence from a pair copula approach (2021)Stock Market Liberalization, Economic Reform, and Emerging Market Equity Prices (2000)Facts and Fantasies about Commodity Futures (2006)Global market integration: An alternative measure and its application☆ (2009)Co-movement of real exchange rates in the West African Monetary Zone (2017)A multiscale analysis of stock return co-movements and spillovers: Evidence from Pacific developed markets (2018)Large Shareholders and Corporate Control (1986)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Stock Markets, Banks, and Economic Growth (1996)Dynamism, Capital Structure, and Performance in a Sub-Saharan Economy: Extending the Institutional Difference Hypothesis (2012)FDI Flows to Sub-Saharan Africa: The Impact of Finance, Institutions, and Natural Resource Endowment (2012)FDI and Financial Market Development in Africa (2015)
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References

  • 2002Analysing the information flow between financial time series448 cited
  • 1999Economic determinants of evolution in international stock market integration223 cited
  • 2011Wavelet multiple correlation and cross-correlation: A multiscale analysis of Eurozone stock markets218 cited
  • 2014Stock Market Integration and the Global Financial Crisis163 cited
  • 2007Stock Market Development in Sub-Saharan Africa103 cited
  • 2013Stock Market Integration in Asian Countries: evidence from Wavelet multiple correlations84 cited
  • 2003CONTAGION AND INTERDEPENDENCE IN AFRICAN STOCK MARKETS77 cited
  • 2011Stock market integration in Africa73 cited
  • 2016How are Africa's emerging stock markets related to advanced markets? Evidence from copulas70 cited
  • 2016Co-movement of Africa’s equity markets: Regional and global analysis in the frequency–time domains66 cited
  • 2021Are Cryptocurrencies and African stock markets integrated?55 cited
  • 2010Does trade matter for stock market integration?49 cited
  • 2019Integration of Major African Stock Markets: Evidence from Multi-Scale Wavelets Correlation31 cited
  • 2017Stock market development and integration in SADC (Southern African Development Community)31 cited

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