Financial market integration in sub-Saharan Africa: How important is contagion?
This paper investigates effects of contagion in sub-Saharan African stock markets by examining both crisis and non-crisis contingent theories. Specifically, the paper examines cross-market linkages through heteroskedasticity bias-adjusted correlation in asset returns and assesses the impact of regio...
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| Main Authors: | , , |
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| Format: | Default Article |
| Published: |
2022
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| Subjects: | |
| Online Access: | https://hdl.handle.net/2134/19350635.v1 |
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