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Foreign exchange market return spillovers and connectedness among African countries · Study

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ArticleForeign exchange market return spillovers and connectedness among African countries

Robert Owusu Boakye2023

Article2023

Foreign exchange market return spillovers and connectedness among African countries

Robert Owusu Boakye · Lord Mensah · Sang Hoon Kang · Kofi A. Osei

27 citations·0/0 files stored·International Review of Financial Analysis

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Financial Risk and Volatility Modeling Global Financial Crisis and Policies Market Dynamics and Volatility

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References

1998Generalized impulse response analysis in linear multivariate models 2011Better to give than to receive: Predictive directional measurement of volatility spillovers 1996Impulse response analysis in nonlinear multivariate models 2014On the network topology of variance decompositions: Measuring the connectedness of financial firms 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements 2008Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets 2001Extreme Correlation of International Equity Markets 1990Meteor Showers or Heat Waves? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market

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Year2023

Typearticle

Published2023-01-18

VenueInternational Review of Financial Analysis

ISSN-L1057-5219

Languageen

Citations27

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/j.irfa.2023.102505

openalex_workW4320522133

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