Time-varying world integration of the African stock markets: a Kalman Filter approach

Bibliographic Details
Main Authors: Anokye M. Adam, Emmanuel Numapau Gyamfi
Format: Article
Language:English
Published: LLC "CPC "Business Perspectives" 2015-10-01
Series:Investment Management & Financial Innovations
Online Access:https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/6890/imfi_en_2015_03cont_Adam.pdf
_version_ 1811250019023454208
author Anokye M. Adam
Emmanuel Numapau Gyamfi
author_facet Anokye M. Adam
Emmanuel Numapau Gyamfi
author_sort Anokye M. Adam
collection DOAJ
first_indexed 2024-04-12T15:57:45Z
format Article
id doaj.art-edf4325dbb044b3ebed812d6639b4b3f
institution Directory Open Access Journal
issn 1810-4967
1812-9358
language English
last_indexed 2024-04-12T15:57:45Z
publishDate 2015-10-01
publisher LLC "CPC "Business Perspectives"
record_format Article
series Investment Management & Financial Innovations
spelling doaj.art-edf4325dbb044b3ebed812d6639b4b3f2022-12-22T03:26:19ZengLLC "CPC "Business Perspectives"Investment Management & Financial Innovations1810-49671812-93582015-10-011231751816890Time-varying world integration of the African stock markets: a Kalman Filter approachAnokye M. AdamEmmanuel Numapau Gyamfihttps://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/6890/imfi_en_2015_03cont_Adam.pdf
spellingShingle Anokye M. Adam
Emmanuel Numapau Gyamfi
Time-varying world integration of the African stock markets: a Kalman Filter approach
Investment Management & Financial Innovations
title Time-varying world integration of the African stock markets: a Kalman Filter approach
title_full Time-varying world integration of the African stock markets: a Kalman Filter approach
title_fullStr Time-varying world integration of the African stock markets: a Kalman Filter approach
title_full_unstemmed Time-varying world integration of the African stock markets: a Kalman Filter approach
title_short Time-varying world integration of the African stock markets: a Kalman Filter approach
title_sort time varying world integration of the african stock markets a kalman filter approach
url https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/6890/imfi_en_2015_03cont_Adam.pdf
work_keys_str_mv AT anokyemadam timevaryingworldintegrationoftheafricanstockmarketsakalmanfilterapproach
AT emmanuelnumapaugyamfi timevaryingworldintegrationoftheafricanstockmarketsakalmanfilterapproach