African stock markets’ connectedness: Quantile VAR approach
The present paper investigates African stock markets’ linkages by considering stocks in the continent’s largest economies, specifically Egypt, Kenya, Morocco, Nigeria, South Africa, and Tunisia. Using a dataset that spanned November 25, 2008, to September 18, 2023, the quantile connectedness approa...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Modern Finance Institute
2024-02-01
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| Series: | Modern Finance |
| Subjects: | |
| Online Access: | https://mf-journal.com/article/view/70 |