Market Dynamics and Volatility: African research

Research in Market Dynamics and Volatility

Navigating Uncertainty in an Emerging Market: Data-Centric Portfolio Strategies and Systemic Risk Assessment in the Johannesburg Stock Exchange
University of Johannesburg · South Africa · Market Dynamics and Volatility
20255Open
The dynamic relationship between bitcoin, greenest cryptocurrencies and climate policy uncertainty: Evidence from a wavelet coherence analysis
Kwara State University · Nigeria · Market Dynamics and Volatility
20255Open
Extreme exchange rate dynamics and export trade in the selected oil-exporting countries in Africa. Multiple asymmetric threshold non-linear ARDL approach
Market Dynamics and Volatility
20228
Modelling the Impact of Crude Oil Prices and Stock Price Index on Indonesia’s Exchange Rates
The Federal Polytechnic, Ado-Ekiti · Nigeria · Market Dynamics and Volatility
20236Open
Long memory in volatility in foreign exchange markets: evidence from selected countries in Africa
University of Ghana · Ghana · Market Dynamics and Volatility
20245Open
Monetary policy spillovers between the US and African Central Banks: A time- and frequency-varying connectedness study
Nelson Mandela University · South Africa · Market Dynamics and Volatility
20245Open
Navigating Choppy Waters: Interplay between Financial Stress and Commodity Market Indices
Al Akhawayn University · Morocco · Market Dynamics and Volatility
20245Open
A news-based economic policy uncertainty index for Nigeria
University of Pretoria · South Africa · Market Dynamics and Volatility
20245Open
How do leading stock markets in America and Europe connect to Asian stock markets? Quantile dynamic connectedness
University of Ibadan · Nigeria · Market Dynamics and Volatility
20245Open
On the connectedness of stock returns and exchange rates in emerging and frontier markets in Africa
University of the Witwatersrand · South Africa · Market Dynamics and Volatility
20245Open
Evaluating Market Downturn Connectedness Between S&P 500 Index Funds, Gold, and Oil Markets
University of Sousse · Tunisia · Market Dynamics and Volatility
20254
Frequency Connectedness and Portfolio Implication Between Financial, Green and Commodity Markets: A TVP-VAR Approach
University of Sfax · Tunisia · Market Dynamics and Volatility
20254
Dynamic connectedness, hedge and safe-haven effects: cryptocurrencies, precious metals and African stock markets
Ghana Communication Technology University · Ghana · Market Dynamics and Volatility
20254
Dynamics of Green and Conventional Bonds: Hedging Effectiveness and Sustainability Implication
University of Sfax · Tunisia · Market Dynamics and Volatility
20254Open
Nexus between geopolitical uncertainty and inflation rates in emerging economies in Sub-Saharan Africa
Ghana Communication Technology University · Ghana · Market Dynamics and Volatility
20254Open
Russia-Ukraine War and Crypto-Currency Returns: An Experiment With New Data
University of Abuja · Nigeria · Market Dynamics and Volatility
20254Open
ETF Resilience to Uncertainty Shocks: A Cross-Asset Nonlinear Analysis of AI and ESG Strategies
University of Monastir · Tunisia · Market Dynamics and Volatility
20254Open
Optimization of the prediction performance in the future exchange rate
Ibn Tofail University · Morocco · Market Dynamics and Volatility
20235
The mediating role of oil price in the export-exchange rate nexus for selected African economies: Evidence from MATNARDL model
Market Dynamics and Volatility
20235Open
Enhancing Oil Price Forecasting Through an Intelligent Hybridized Approach
Ibn Tofail University · Morocco · Market Dynamics and Volatility
20235Open
Price Dynamics in South African Agriculture: A Study of Cross-Commodity Spillovers between Grain and Livestock Markets
University of the Free State · South Africa · Market Dynamics and Volatility
20244Open
Evaluating BRICS as an optimum currency area: insights from SVAR modeling
Nelson Mandela University · South Africa · Market Dynamics and Volatility
20244Open
A multiscale analysis of returns and volatility spillovers in cryptocurrency markets: A post-COVID perspective
Nelson Mandela University · South Africa · Market Dynamics and Volatility
20244Open
Resilience of Islamic and conventional stocks to geopolitical conflict: A GARCH model analysis
Al-Neelain University · Sudan · Market Dynamics and Volatility
20244Open

Search Africa's research. Find the people behind it.

Research in Market Dynamics and Volatility

Navigating Uncertainty in an Emerging Market: Data-Centric Portfolio Strategies and Systemic Risk Assessment in the Johannesburg Stock Exchange

The dynamic relationship between bitcoin, greenest cryptocurrencies and climate policy uncertainty: Evidence from a wavelet coherence analysis

Extreme exchange rate dynamics and export trade in the selected oil-exporting countries in Africa. Multiple asymmetric threshold non-linear ARDL approach

Modelling the Impact of Crude Oil Prices and Stock Price Index on Indonesia’s Exchange Rates

Long memory in volatility in foreign exchange markets: evidence from selected countries in Africa

Monetary policy spillovers between the US and African Central Banks: A time- and frequency-varying connectedness study

Navigating Choppy Waters: Interplay between Financial Stress and Commodity Market Indices

A news-based economic policy uncertainty index for Nigeria

How do leading stock markets in America and Europe connect to Asian stock markets? Quantile dynamic connectedness

On the connectedness of stock returns and exchange rates in emerging and frontier markets in Africa

Evaluating Market Downturn Connectedness Between S&amp;P 500 Index Funds, Gold, and Oil Markets

Frequency Connectedness and Portfolio Implication Between Financial, Green and Commodity Markets: A TVP-VAR Approach

Dynamic connectedness, hedge and safe-haven effects: cryptocurrencies, precious metals and African stock markets

Dynamics of Green and Conventional Bonds: Hedging Effectiveness and Sustainability Implication

Nexus between geopolitical uncertainty and inflation rates in emerging economies in Sub-Saharan Africa

Russia-Ukraine War and Crypto-Currency Returns: An Experiment With New Data

ETF Resilience to Uncertainty Shocks: A Cross-Asset Nonlinear Analysis of AI and ESG Strategies

Optimization of the prediction performance in the future exchange rate

The mediating role of oil price in the export-exchange rate nexus for selected African economies: Evidence from MATNARDL model

Enhancing Oil Price Forecasting Through an Intelligent Hybridized Approach

Price Dynamics in South African Agriculture: A Study of Cross-Commodity Spillovers between Grain and Livestock Markets

Evaluating BRICS as an optimum currency area: insights from SVAR modeling

A multiscale analysis of returns and volatility spillovers in cryptocurrency markets: A post-COVID perspective

Resilience of Islamic and conventional stocks to geopolitical conflict: A GARCH model analysis

Search Africa's research.
Find the people behind it.

Evaluating Market Downturn Connectedness Between S&P 500 Index Funds, Gold, and Oil Markets