What do we know about COVID-19 media coverage and African stock markets? A time-varying connectedness analysis-Reference-Cited by-同舟云学术

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What do we know about COVID-19 media coverage and African stock markets? A time-varying connectedness analysis

Published:2024-02-27 Issue: Volume: Page:1-15
ISSN:0003-6846
Container-title:Applied Economics
language:en
Short-container-title:Applied Economics

Author:

Bossman Ahmed¹^ORCID,Teplova Tamara²^ORCID,Umar Zaghum³⁴^ORCID

Affiliation:

1. Department of Finance, School of Business, University of Cape Coast, Cape Coast, Ghana

2. Faculty of Economic Sciences, Department of Financial Market Infrastructure, National Research University Higher School of Economics, Moscow, Russian

3. College of Business Zayed University, Abu Dhabi, UAE

4. Adnan Kassar School of Business, Lebanese American University, Beirut, Lebanon

Funder

no funding

Publisher

Informa UK Limited

Link

https://www.tandfonline.com/doi/pdf/10.1080/00036846.2024.2322571

Reference80 articles.

1. Susceptibility of Stock Market Returns to International Economic Policy: Evidence from Effective Transfer Entropy of Africa with the Implication for Open Innovation

2. Time-Varying World Integration of the African Stock Markets: A Kalman Filter Approach;Adam A. M.;Investment Management & Financial Innovations,2015

3. How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques

4. Exchange Rate, COVID-19, and Stock Returns in Africa: Insights from Time-Frequency Domain

5. Diversification Benefits between Stock Returns from Ghana and Jamaica: Insights from Time-Frequency and VMD-Based Asymmetric Quantile-on-Quantile Analysis

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