Time-Frequency connectedness between developing countries in the COVID-19 pandemic: The case of East Africa
Models of crisis prediction continue to gain traction with the increased frequency of global crisis such as the ongoing COVID-19 pandemic. Moreover, the connectedness of financial markets appears to be of central importance in determining how shocks spill through asset market linkages. The study thu...
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
AIMS Press
2022-12-01
|
| Series: | Quantitative Finance and Economics |
| Subjects: | |
| Online Access: | https://www.aimspress.com/article/doi/10.3934/QFE.2022032?viewType=HTML |