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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...

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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

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