Multiscale tail risk integration between safe-haven assets and Africa’s emerging equity market
| Year of publication: |
2025
|
|---|---|
| Authors: | Amponsah, Dan Owusu ; Abdullah, Mohammad ; Abakah, Emmanuel Joel Aikins ; Abor, Joshua Yindenaba ; Lee, Chi-Chuan |
| Published in: |
The North American journal of economics and finance : a journal of theory and practice. - Amsterdam [u.a.] : Elsevier Science, ISSN 1062-9408, ZDB-ID 2023759-5. - Vol. 75.2025, 1, Art.-No. 102294, p. 1-18
|
| Subject: | Africa | Connectedness | Multiscale tail risk | Portfolio | Safe-haven assets | Stock market | Afrika | Aktienmarkt | Portfolio-Management | Portfolio selection | Schwellenländer | Emerging economies | Kapitaleinkommen | Capital income |
-
Ndong, Benjamin, (2015)
-
Anyikwa, Izunna, (2023)
-
Accounting analyses of momentum and contrarian strategies in emerging markets
Nnadi, Matthias, (2019)
- More ...
-
Correlation structure between fiat currencies and blockchain assets
Abakah, Emmanuel Joel Aikins, (2024)
-
Abakah, Emmanuel Joel Aikins, (2024)
-
Abdullah, Mohammad, (2023)
- More ...