Can crude oil price returns drive stock returns of oil producing countries in Africa? Evidence from bivariate and multiple wavelet
Author:
Affiliation:
1. Department of Finance, School of Business, University of Cape Coast, Cape Coast, Ghana
2. Department of Accounting, School of Business, University of Cape Coast, Cape Coast, Ghana
Publisher
Informa UK Limited
Subject
Economics and Econometrics,Finance
Link
https://www.tandfonline.com/doi/pdf/10.1080/17520843.2021.1953864
Reference39 articles.
1. The nexus between oil price and islamic stock markets in Africa: A wavelet and Multivariate-GARCH approach
2. Susceptibility of Stock Market Returns to International Economic Policy: Evidence from Effective Transfer Entropy of Africa with the Implication for Open Innovation
3. The impact of oil price uncertainty on GCC stock markets
4. Economic Policy Uncertainty and Stock Returns of Africa: A Wavelet Coherence Analysis
5. Stock return predictability and determinants of predictability and profits
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