Opoku, Richard Takyi; Adam, Anokye M.; Isshaq, Zangina … - In: Cogent economics & finance 11 (2023) 2, pp. 1-31
the currency markets in sub-Saharan Africa and the potential for contagion at various time scales. We examine the degree …-Saharan Africa (SSA) is both time- and frequency-dependent, but stronger at higher frequencies. We observe that, among the three … commodities, only crude oil is a dominant spillover propagator. The exchange rates of South Africa dominate spillover transmission …