Work

Co-movement of Africa’s equity markets: Regional and global analysis in the frequency–time domains

Year: 2016

Type: article

Source: Physica A Statistical Mechanics and its Applications

DOI: 10.1016/j.physa.2016.10.088

Authors: Gideon Boako, 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: W2552296101

FWCI: 7.251

Cites: 38

Cited by: 66

Related to: 10