Information flow between global financial market stress and African equity markets: An EEMD-based transfer entropy analysis

The flow of information between markets is important to guide investors and policymakers in the effective allocation of assets and proactive market regulation, respectively. This study examines the impact of information flow from global financial market stress on the African stock markets using the...

وصف كامل

التفاصيل البيبلوغرافية
الحاوية / القاعدة:Heliyon
المؤلفون الرئيسيون: Mohammed Armah, Ahmed Bossman, Godfred Amewu
التنسيق: مقال
اللغة:الإنجليزية
منشور في: Elsevier 2023-03-01
الموضوعات:
الوصول للمادة أونلاين:http://www.sciencedirect.com/science/article/pii/S2405844023011064