Testing for causality-in-mean and in-variance among the U.S., China, and some Africa capital markets: A CCF approach
Aim/purpose – Owing to the huge risk occasioned by negative contagion effects associated with financial market linkages, markets participants and academia have continued to examine the capital market cross country interdependence at different levels. In this paper, we examined the causal relationshi...
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Sciendo
2021-01-01
|
| Series: | Journal of Economics and Management |
| Subjects: | |
| Online Access: | https://doi.org/10.22367/jem.2021.43.07 |
| _version_ | 1811159176401911808 |
|---|---|
| author | Osabuohien-Irabor Osarumwense |
| author_facet | Osabuohien-Irabor Osarumwense |
| author_sort | Osabuohien-Irabor Osarumwense |
| collection | DOAJ |
| description | Aim/purpose – Owing to the huge risk occasioned by negative contagion effects associated with financial market linkages, markets participants and academia have continued to examine the capital market cross country interdependence at different levels. In this paper, we examined the causal relationships among the U.S., China and some top African capital market indexes. |
| first_indexed | 2024-04-10T05:36:39Z |
| format | Article |
| id | doaj.art-67c8f41d86004bd18c26f24ce6e44a63 |
| institution | Directory Open Access Journal |
| issn | 2719-9975 |
| language | English |
| last_indexed | 2024-04-10T05:36:39Z |
| publishDate | 2021-01-01 |
| publisher | Sciendo |
| record_format | Article |
| series | Journal of Economics and Management |
| spelling | doaj.art-67c8f41d86004bd18c26f24ce6e44a632023-03-06T17:03:00ZengSciendoJournal of Economics and Management2719-99752021-01-0143113115310.22367/jem.2021.43.07Testing for causality-in-mean and in-variance among the U.S., China, and some Africa capital markets: A CCF approachOsabuohien-Irabor Osarumwense0Department of International Economics, School of Economics, Ural Federal University, Ekaterinburg, RussiaAim/purpose – Owing to the huge risk occasioned by negative contagion effects associated with financial market linkages, markets participants and academia have continued to examine the capital market cross country interdependence at different levels. In this paper, we examined the causal relationships among the U.S., China and some top African capital market indexes.https://doi.org/10.22367/jem.2021.43.07causality-in-meancausality-in-variancecapital marketcross-correlation functiong10f31c20 |
| spellingShingle | Osabuohien-Irabor Osarumwense Testing for causality-in-mean and in-variance among the U.S., China, and some Africa capital markets: A CCF approach Journal of Economics and Management causality-in-mean causality-in-variance capital market cross-correlation function g10 f31 c20 |
| title | Testing for causality-in-mean and in-variance among the U.S., China, and some Africa capital markets: A CCF approach |
| title_full | Testing for causality-in-mean and in-variance among the U.S., China, and some Africa capital markets: A CCF approach |
| title_fullStr | Testing for causality-in-mean and in-variance among the U.S., China, and some Africa capital markets: A CCF approach |
| title_full_unstemmed | Testing for causality-in-mean and in-variance among the U.S., China, and some Africa capital markets: A CCF approach |
| title_short | Testing for causality-in-mean and in-variance among the U.S., China, and some Africa capital markets: A CCF approach |
| title_sort | testing for causality in mean and in variance among the u s china and some africa capital markets a ccf approach |
| topic | causality-in-mean causality-in-variance capital market cross-correlation function g10 f31 c20 |
| url | https://doi.org/10.22367/jem.2021.43.07 |
| work_keys_str_mv | AT osabuohieniraborosarumwense testingforcausalityinmeanandinvarianceamongtheuschinaandsomeafricacapitalmarketsaccfapproach |