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Volumn 71, Issue 1, 2003, Pages 181-194

Contagion and interdependence in African stock markets

Author keywords

[No Author keywords available]

Indexed keywords

EQUITY; FINANCIAL MARKET; MARKET CONDITIONS; STOCK MARKET;

EID: 0043202560     PISSN: 00382280     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1813-6982.2003.tb00077.x     Document Type: Article
Times cited : (48)

References (17)
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    • (1996) Private Capital Flows to Emerging Markets After the Mexican Crisis
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    • Crisis transmission: Evidence from the debt, tequila and Asian flu crises
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    • De Gregorio, J.1    Valdes, R.2
  • 5
    • 85036258669 scopus 로고
    • Distribution of the estimators for autoregressive time series with a unit root
    • DICKEY, D.A. AND FULLER, W.A. (1979) "Distribution of the estimators for autoregressive time series with a unit root", Journal of the American Statistical Association, 74: 427-431.
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    • Dickey, D.A.1    Fuller, W.A.2
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    • No contagion, only interdependence: Measuring stock market co-Movements
    • forthcoming
    • FORBES, K. AND RIGOBON, R. (2002) "No contagion, only interdependence: Measuring stock market co-Movements", Journal of Finance, forthcoming.
    • (2002) Journal of Finance
    • Forbes, K.1    Rigobon, R.2
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    • Investigating causal relationships by econometric models and cross-spectral methods
    • GRANGER, C.W.J. (1969) "Investigating causal relationships by econometric models and cross-spectral methods", Econometrica, 37: 424-438.
    • (1969) Econometrica , vol.37 , pp. 424-438
    • Granger, C.W.J.1
  • 11
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    • Predictable risk and returns in emerging markets
    • HARVEY, C. (1995) "Predictable risk and returns in emerging markets", The Review of Financial Studies, 8:3: 773-816.
    • (1995) The Review of Financial Studies , vol.8 , Issue.3 , pp. 773-816
    • Harvey, C.1
  • 12
    • 0003151378 scopus 로고
    • Transmission of volatility between stock markets
    • KING, M. AND WADHWANI, S. (1990) "Transmission of volatility between stock markets", Review of Financial Studies, 3:1: 5-33.
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    • East Asian crisis: One year after
    • Griffith-Jones, S. (Ed). Institute of Development Studies, University of Sussex
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.