Equity return volatility in Africa's stock markets : a dynamic panel approach
Year of publication: |
2023
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Authors: | Aawaar, Godfred ; Logogye, Louis ; Domeher, Daniel |
Published in: |
Cogent economics & finance. - Abingdon : Taylor & Francis, ISSN 2332-2039, ZDB-ID 2773198-4. - Vol. 11.2023, 2, Art.-No. 2258704, p. 1-14
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Subject: | African stock markets | Covid-19 Pandemic | GARCH | Global Financial Crisis | LSDVC | volatility | Afrika | Africa | Volatilität | Volatility | Coronavirus | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Finanzkrise | Financial crisis | Börsenkurs | Share price | Epidemie | Epidemic |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1080/23322039.2023.2258704 [DOI] |
Classification: | C32 - Time-Series Models ; F31 - Foreign Exchange ; G11 - Portfolio Choice ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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