Information flow between global financial market stress and African equity markets: An EEMD-based transfer entropy analysis

Author:

Armah MohammedORCID,Bossman Ahmed,Amewu Godfred

Publisher

Elsevier BV

Subject

Multidisciplinary

Reference84 articles.

1. Measuring the frequency dynamics of financial connectedness and systemic risk;Baruník;J. Financ. Econom.,2018

2. Co-movement between equity index and exchange rate: fresh evidence from COVID-19 era;Amewu;Sci. African,2022

3. What is the effect of financial stress on economic activity;Davig;Econ. Rev. Fed. Reserv. Bank Kansas City, no. Q II,2010

4. Information flow from COVID-19 pandemic to islamic and conventional equities: an ICEEMDAN-induced transfer entropy analysis;Bossman;Complexity,2021

5. Time-frequency dynamics of financial market stress and global economic uncertainties : evidence from the COVID-19 pandemic uncertainties : evidence from the COVID-19 pandemic;Armah;Appl. Econ. Lett.,2022

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