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African stock markets’ connectedness: Quantile VAR approach. (2024). YAYA, OLAOLUWA ; Adenikinju, Olayinka ; Olayinka, Hammed A.
In: Modern Finance.
RePEc:bdy:modfin:v:2:y:2024:i:1:p:51-68:id:70.

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  1. Quantile time-frequency connectedness and spillovers among financial stress, cryptocurrencies and commodities. (2025). YAYA, OLAOLUWA ; Khan, Naveed ; Vo, Xuan Vinh ; Zada, Hassan.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:103:y:2025:i:c:s0301420725000698.

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  2. Volatility spillover effect analysis of African emerging stock exchange markets: 2018–2023. (2024). Felix, Nkiendem ; Oumar, Saidou Baba ; Watard, Humphred.
    In: SN Business & Economics.
    RePEc:spr:snbeco:v:4:y:2024:i:10:d:10.1007_s43546-024-00721-7.

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  3. Stock market connectedness during an energy crisis: Evidence from South Africa. (2024). French, Joseph ; Obalade, Adefemi A ; Lawrence, Babatunde ; Tita, Anthanasius F.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:63:y:2024:i:c:s156601412400089x.

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References

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  6. https://doi.org/10.1080/1540496X.2018.1507906 Chang, H. W., Chang, T., Ling, Y. H., and Yang, Y. L. (2023). Dynamical linkages between the Brent oil price and stock markets in BRICS using quantile connectedness approach. Finance Research Letters, 54, 103748. https://doi.org/10.1016/j.frl.2023.103748 Chatziantoniou, I., Gabauer, D., & Stenfors, A. (2021). Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach. Economics Letters, 204, 109891. https://doi.org/10.1016/j.econlet.2021.109891 Coskun, Y., Akinsomi, O., Gil-Alana, L. A. and Yaya, O. S. (2023). Stock market responses to COVID-19: The behaviors of mean reversion, dependence, and persistence. Heliyon, 9, e15084. https://doi.org/10.1016/j.heliyon.2023.e15084 Dakhlaoui I., and Aloui, C. (2016). The interactive relationship between the US economic policy uncertainty and BRIC stock markets.

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