Aawaar, Godfred; Logogye, Louis; Domeher, Daniel - In: Cogent economics & finance 11 (2023) 2, pp. 1-14
of eight top African stock markets. The conditional variance is modelled as a proxy for Africa's volatility indices using … African stock markets follows a dynamic process and is explained by past volatility, domestic exchange rates, Treasury bill … rates, money supply, inflation rates, movements in world crude oil prices, volatility of the US and UK stock markets and …