Network granger causality linkages in Nigeria and developed stock markets : Bayesian graphical analysis
Year of publication: |
2024
|
---|---|
Authors: | Olayungbo, David Oluseun ; Al-Faryan, Mamdouh Abdulaziz Saleh ; Župarova, A. S. |
Published in: |
Journal of African business. - Philadelphia, PA : Routledge, Taylor & Francis Group, ISSN 1522-9076, ZDB-ID 2112760-8. - Vol. 25.2024, 3, p. 555-579
|
Subject: | Bayesian graphical network | COVID-19 | Developed market | Nigeria | Returns | Spillover | Bayes-Statistik | Bayesian inference | Kausalanalyse | Causality analysis | Aktienmarkt | Stock market | Coronavirus | Spillover-Effekt | Spillover effect |
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