Spillover effects of the US monetary policy normalization on African stock markets

Spillover effects of the US monetary policy normalization on African stock markets

Purpose – We study the contemporaneous effects of US monetary policy normalization on African stock market using panel data from six African countries. Design/methodology/approach – Daily data from May 1, 2013 to December 31, 2018 were used in order to accommodate the announcement effects since the...

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Bibliographic Details
Main Authors: Ebere Kalu, Chinwe Okoyeuzu, Angela Ukemenam, Augustine Ujunwa
Format: Article
Language:English
Published: Emerald Publishing 2020-04-01
Series:Journal of Economics and Development
Subjects:
us monetary policy
spillover effects
normalization
africa
Online Access:https://www.emerald.com/insight/content/doi/10.1108/JED-09-2019-0038/full/pdf?title=spillover-effects-of-the-us-monetary-policy-normalization-on-african-stock-markets

Internet

https://www.emerald.com/insight/content/doi/10.1108/JED-09-2019-0038/full/pdf?title=spillover-effects-of-the-us-monetary-policy-normalization-on-african-stock-markets

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