Dynamics of stock markets interdependence in the pre-and post global financial crisis period: evidence from Toda-Yamamoto causality test
This paper analysed the causal relationship between the three largest African stock markets; Nigeria, South-Africa and Egypt. The analysis was conducted for two sample periods using the index of the stock markets. The pre-crisis period between January 2000-April 2008, and the crisis/post-crisis peri...
| Autori principali: | , , |
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| Natura: | Articolo |
| Lingua: | English |
| Pubblicazione: |
Stock markets, interdependence, causality, Toda-Yamamoto
2018
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| Soggetti: | |
| Accesso online: | https://repo.uum.edu.my/id/eprint/25741/1/AJEBA%207%203%202018%201%209.pdf |