Keyword: Co-movement

Regionalization versus Internationalization of African Stock Markets: A frequency-time domain analysis
This paper examines regional and global co-movemnt of Africa’s stoc...
14 October 2016
Policy Brief
How are Africa's emerging stock markets related to advanced markets? Evidence from copulas
This paper examines the dependence structure between two developed ...
20 July 2016
Working Paper
Business cycle co-movements between South Africa and the BRIC countries
This paper investigates the co-movement of business cycles between ...
15 January 2013
Working Paper