Does time-varying risk aversion sentiment matter in the connectedness among Sub-Saharan African bond markets?
Zaghum Umar, Ahmed Bossman, Tamara Teplova, Edward Marfo-Yiadom
| Year of publication: |
2024
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|---|---|
| Authors: | Umar, Zaghum ; Bossman, Ahmed ; Teplova, Tamara ; Marfo-Yiadom, Edward |
| Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025643-7. - Vol. 61.2024, Art.-No. 101160, p. 1-17
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| Subject: | Risk aversion | Investor sentiment | Bond markets | Bond yield | Sub-Saharan Africa | TVP-VAR connectedness | Rentenmarkt | Bond market | Subsahara-Afrika | Risikoaversion | Anlageverhalten | Behavioural finance | Anleihe | Bond | Risikoprämie | Risk premium | Kapitaleinkommen | Capital income | Öffentliche Anleihe | Public bond | Zentralafrika | Central Africa | Zinsstruktur | Yield curve |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ememar.2024.101160 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015083963