Time-varying connectedness and contagion between commodity prices and exchange rate in Sub-Saharan Africa

Time-varying connectedness and contagion between commodity prices and exchange rate in Sub-Saharan Africa

AbstractMarket participants, policymakers, and practitioners might have ignored the connection between global commodities and the currency markets in sub-Saharan Africa and the potential for contagion at various time scales. We examine the degree of time-varying connectivity and contagion between co...

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Bibliographic Details
Main Authors: Richard Takyi Opoku, Anokye M. Adam, Zangina Mohammed Isshaq, Peterson Owusu Junior
Format: Article
Language:English
Published: Taylor & Francis Group 2023-06-01
Series:Cogent Economics & Finance
Subjects:
commodity prices
exchange rate
time-varying connectedness
contagion
spillovers
Online Access:https://www.tandfonline.com/doi/10.1080/23322039.2023.2237714

Internet

https://www.tandfonline.com/doi/10.1080/23322039.2023.2237714

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