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...

Descrizione completa

Dettagli Bibliografici
Autori principali: Yola, Abdul-Nasir, Mohd Khan, Shazida Jan, Hidthir, Mohamad Helmi
Natura: Articolo
Lingua:English
Pubblicazione: Stock markets, interdependence, causality, Toda-Yamamoto 2018
Soggetti:
Accesso online:https://repo.uum.edu.my/id/eprint/25741/1/AJEBA%207%203%202018%201%209.pdf