Work

How are Africa's emerging stock markets related to advanced markets? Evidence from copulas

Year: 2016

Type: article

Source: Economic Modelling

DOI: 10.1016/j.econmod.2016.08.022

Authors: Jones Odei Mensah, Paul Alagidede

Institution: University of the Witwatersrand

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: Consortium pour la recherche économique en Afrique

OpenAlex ID: W2515540686

FWCI: 11.15

Cites: 42

Cited by: 70

Related to: 10