A regime-switching skew-normal model of contagion in some selected stock markets

This study examined the contagion and structural break between Nigerian Stock Exchange Market (NSE) and some selected stock markets, namely: Ghana, South Africa (SA), Tunisia, and the United States. Two periods were considered: the crisis period (1st May 2016 to 31st December 2017) and the calm peri...

Descripción completa

Detalles Bibliográficos
Autores principales: Jamaladeen, Abubakar, Omoregie, David E., Onipede, Samuel F., Bashir, Nafiu A.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer International Publishing 2022
Materias:
Review
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9670066/
https://www.ncbi.nlm.nih.gov/pubmed/36415753
http://dx.doi.org/10.1007/s43546-022-00357-5

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9670066/
https://www.ncbi.nlm.nih.gov/pubmed/36415753
http://dx.doi.org/10.1007/s43546-022-00357-5

Ejemplares similares