Dynamics of return and volatility spill-over between developed, emerging and African equity markets during the Covid-19 pandemic and Russia-Ukraine war
Izunna Chima Anyikwa and Andrew Phiri
| Year of publication: |
2023
|
|---|---|
| Authors: | Anyikwa, Izunna ; Phiri, Andrew |
| Published in: |
Journal for studies in economics and econometrics : SEE. - Abingdon : Taylor & Francis, ISSN 2693-5198, ZDB-ID 2115320-6. - Vol. 47.2023, 2, p. 144-168
|
| Subject: | African equities | connectedness | Covid-19 pandemic | emerging market | equity market | return | Russia-Ukraine conflict | volatility spill-over | Aktienmarkt | Stock market | Coronavirus | Volatilität | Volatility | Schwellenländer | Emerging economies | Afrika | Africa | Kapitaleinkommen | Capital income | Welt | World | Spillover-Effekt | Spillover effect | Epidemie | Epidemic | Wirkungsanalyse | Impact assessment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03796205.2023.2216878 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014319326