Susceptibility of Stock Market Returns to International Economic Policy: Evidence from Effective Transfer Entropy of Africa with the Implication for Open Innovation
This study contributes to the scant finance literature on information flow from international economic policy uncertainty to emerging stock markets in Africa, using daily US economic policy uncertainty as a proxy and the daily stock market index for Botswana, Egypt, Ghana, Kenya, Morocco, Nigeria, N...
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| Format: | Article |
| Language: | English |
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MDPI AG
2020-08-01
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| Series: | Journal of Open Innovation: Technology, Market and Complexity |
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| Online Access: | https://www.mdpi.com/2199-8531/6/3/71 |