African and international financial markets interdependencies: Does Covid-19 media coverage make any difference?
This study examines the co-movement and time-varying integration between equity, exchange rate, and international market volatility indices across different time–frequency domains using - bi-partial wavelet, - supplemented by dynamic conditional correlation-generalised autoregressive conditional het...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2024-12-01
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| Series: | Research in Globalization |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2590051X24000583 |
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