Beginning an African Stock Markets Integration? A Wavelet Analysis
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DOI: 10.11130/jei.2019.34.2.370
Abstract: This paper studies the integration of the most six largest African stock markets in term of capital using theWavelet Multiple Correlation (WMC) and theWavelet Multiple Cross-Correlation (WMCC) proposed by Fernandez-Macho (2012). These methods are used… read more here.
Keywords: markets integration; african stock; beginning african; stock markets ... See more keywords