Non-linear dependencies in African stock markets: Was subprime crisis an important factor?
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DOI: 10.1016/j.physa.2018.03.060
Abstract: The historical dependence in stock markets it is a very explored issue, especially in developed markets. In this paper we try to address the question of global dependency in African stock markets, and for that… read more here.
Keywords: stock markets; non linear; dependencies african; african stock ... See more keywords