The asymmetric effects of cross-border equity flow volatility on equity market returns in SANEK countries
We investigated the effects of cross-border equity flow volatility (EFV) on equity market returns (EMR) in SANEK countries (South Africa, Nigeria, Egypt, and Kenya) using the nonlinear autoregressive distributed lag (NARDL) model from 2000Q1 to 2021Q4. This model includes macro-finance variables suc...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
AIMS Press
2025-01-01
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| Series: | Quantitative Finance and Economics |
| Subjects: | |
| Online Access: | https://www.aimspress.com/article/doi/10.3934/QFE.2025002 |
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