Exploring the dynamic connectedness between commodities and African equities
Author:
Affiliation:
1. Department of Finance, School of Business, CC-191-7613, University of Cape Coast, Cape Coast, Ghana
Funder
research
Publisher
Informa UK Limited
Subject
Economics and Econometrics,Finance
Link
https://www.tandfonline.com/doi/pdf/10.1080/23322039.2023.2186035
Reference99 articles.
1. Susceptibility of Stock Market Returns to International Economic Policy: Evidence from Effective Transfer Entropy of Africa with the Implication for Open Innovation
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3. How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques
4. Diversification Benefits between Stock Returns from Ghana and Jamaica: Insights from Time-Frequency and VMD-Based Asymmetric Quantile-on-Quantile Analysis
5. COVID‐19 and food prices in sub‐Saharan Africa
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