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Quantile spillovers and connectedness analysis between oil and African stock markets

Authors :
Walid Mensi
Xuan Vinh Vo
Sang Hoon Kang
Source :
Economic Analysis and Policy. 78:60-83
Publication Year :
2023
Publisher :
Elsevier BV, 2023.

Details

ISSN :
03135926
Volume :
78
Database :
OpenAIRE
Journal :
Economic Analysis and Policy
Accession number :
edsair.doi...........e592a1bc5b0ed24974c2cf2ba65c12e4
Full Text :
https://doi.org/10.1016/j.eap.2023.02.002