448
Views
44
CrossRef citations to date
0
Altmetric
Original Articles

Financial crisis and African stock market integration

, &
Pages 527-533 | Published online: 06 Oct 2010

Keep up to date with the latest research on this topic with citation updates for this article.

Read on this site (8)

José Carlos Vides. (2022) Long memory linkages amongst Latin American stock markets. A fractional cointegration approach. Spanish Journal of Finance and Accounting / Revista Española de Financiación y Contabilidad 51:1, pages 77-101.
Read now
Somar Al-Mohamad, Audil Rashid, Walid Bakry, Ammar Jreisat & Xuan Vinh Vo. (2020) The impact of BRICS formation on portfolio diversification: Empirical evidence from pre- and post-formation eras. Cogent Economics & Finance 8:1.
Read now
Rajibur Reza, Gurudeo Anand Tularam & Bin Li. (2017) An investigation into the interdependence of global water indices: a VAR analysis. Applied Economics 49:8, pages 769-796.
Read now
Eduardo Roca & Gurudeo Anand Tularam. (2012) Which way does water flow? An econometric analysis of the global price integration of water stocks. Applied Economics 44:23, pages 2935-2944.
Read now
Paul Alagidede, Theodore Panagiotidis & Xu Zhang. (2011) Why a diversified portfolio should include African assets. Applied Economics Letters 18:14, pages 1333-1340.
Read now
Y.-P. Hu, L. Lin & J.-W. Kao. (2008) Time-varying inter-market linkage of international stock markets. Applied Economics 40:19, pages 2501-2507.
Read now
Ulf Nielsson. (2007) Interdependence of Nordic and Baltic Stock Markets. Baltic Journal of Economics 6:2, pages 9-27.
Read now

Articles from other publishers (36)

David Adeabah, Emmanuel Joel Aikins Abakah, Aviral Kumar Tiwari & Shawkat Hammoudeh. (2023) How far have we come and where should we go after 30+ years of research on Africa's emerging financial markets? A systematic review and a bibliometric network analysis. Emerging Markets Review 55, pages 101030.
Crossref
Christian Urom, Gideon Ndubuisi, Gaye Del Lo & Denis Yuni. (2023) Global commodity and equity markets spillovers to Africa during the COVID-19 pandemic. Emerging Markets Review 55, pages 100948.
Crossref
Kazi Sohag, Anna Gainetdinova, Shawkat Hammoudeh & Riad Shams. (2022) Dynamic Connectedness among Vaccine Companies’ Stock Prices: Before and after Vaccines Released. Mathematics 10:15, pages 2812.
Crossref
Jaliyyah Bello, Jiaqi Guo & Mohammad Khaleq Newaz. (2022) Financial contagion effects of major crises in African stock markets. International Review of Financial Analysis 82, pages 102128.
Crossref
P. K. Mishra & S. K. Mishra. (2022) Is the Impact of COVID-19 Significant in Determining Equity Market Integration? Insights from BRICS Economies. Global Journal of Emerging Market Economies 14:2, pages 137-162.
Crossref
Moinak Maiti, Darko Vukovic, Yaroslav Vyklyuk & Zoran Grubisic. (2022) BRICS Capital Markets Co-Movement Analysis and Forecasting. Risks 10:5, pages 88.
Crossref
Xianghui Yuan, Liwei Jin & Feng Lian. (2021) The lead–lag relationship between Chinese mainland and Hong Kong stock markets. Physica A: Statistical Mechanics and its Applications 574, pages 125999.
Crossref
Bahar Afsharizand, Pooya H. Chaghoei, Amirhossein A. Kordbacheh, Andrey Trufanov & Golamreza Jafari. (2020) Market of Stocks during Crisis Looks Like a Flock of Birds. Entropy 22:9, pages 1038.
Crossref
Michael GrahamJussi NikkinenJarkko Peltomäki. (2019) Web-Based Investor Fear Gauge and Stock Market Volatility: An Emerging Market Perspective. Journal of Emerging Market Finance 19:2, pages 127-153.
Crossref
Lumengo Bonga-Bonga & Queen Magadi Mabe. (2020) How financially integrated are trading blocs in Africa?. The Quarterly Review of Economics and Finance 75, pages 84-94.
Crossref
Ajaya Kumar Panda, Swagatika Nanda & Rashmi Ranjan Paital. (2019) An empirical analysis of stock market interdependence and volatility spillover in the stock markets of Africa and Middle East region. African Journal of Economic and Management Studies 10:3, pages 314-335.
Crossref
Grakolet Arnold Z. Gourène, Pierre Mendy & Gilbert Marie N'gbo Ake. (2019) Multiple time-scales analysis of global stock markets spillovers effects in African stock markets. International Economics 157, pages 82-98.
Crossref
Ficawoyi Donou-Adonsou. (2019) Colonialism ties and stock markets: Evidence from Sub-Saharan Africa. Research in International Business and Finance 47, pages 327-343.
Crossref
Zulfiqar Ali Shah, Muhammad Ejaz Majeed, Biagio Simonetti & Corrado Crocetta. 2019. Theoretical and Applied Statistics. Theoretical and Applied Statistics 103 121 .
Gideon Boako & Paul Alagidede. (2018) African stock markets in the midst of the global financial crisis: Recoupling or decoupling?. Research in International Business and Finance 46, pages 166-180.
Crossref
Abdullahi D. Ahmed & Rui Huo. (2018) China–Africa financial markets linkages: Volatility and interdependence. Journal of Policy Modeling 40:6, pages 1140-1164.
Crossref
Paulo Ferreira, Andreia Dionísio & José Correia. (2018) Non-linear dependencies in African stock markets: Was subprime crisis an important factor?. Physica A: Statistical Mechanics and its Applications 505, pages 680-687.
Crossref
Somar Almohamad, Anil V. Mishra & Xiao Yu. (2018) Mena Stock Markets Integration: Pre and Post Global Financial Crisis. Australian Economic Papers 57:2, pages 107-141.
Crossref
Yan Zhang. (2018) China, Japan and the US Stock Markets and the Global Financial Crisis. Asia-Pacific Financial Markets 25:1, pages 23-45.
Crossref
Nicholas Addai Boamah. (2017) The global financial market integration of selected emerging markets. International Journal of Emerging Markets 12:4, pages 683-707.
Crossref
Nicholas Addai Boamah, Edward J. Watts & Geoffrey Loudon. (2017) Financial crisis, the real sector and global effects on the African stock markets. The Quarterly Review of Economics and Finance 65, pages 88-96.
Crossref
Nicholas Addai Boamah. (2017) The relevance of global sector influence in African sector portfolios. African Journal of Economic and Management Studies 8:2, pages 205-220.
Crossref
Sunil K. Bundoo. (2017) Stock market development and integration in SADC (Southern African Development Community). Review of Development Finance 7:1, pages 64-72.
Crossref
Nicholas Addai Boamah. (2017) The dynamics of the relative global sector effects and contagion in emerging markets equity returns. Research in International Business and Finance 39, pages 433-453.
Crossref
Diery Seck. 2017. Investment and Competitiveness in Africa. Investment and Competitiveness in Africa 3 23 .
Shawkat Hammoudeh, Sang Hoon Kang, Walid Mensi & Duc Khuong Nguyen. (2016) Dynamic Global Linkages of the BRICS Stock Markets with the United States and Europe Under External Crisis Shocks: Implications for Portfolio Risk Forecasting. The World Economy 39:11, pages 1703-1727.
Crossref
Nicholas Addai Boamah, Edward J. Watts & Geoffrey Loudon. (2016) Investigating temporal variation in the global and regional integration of African stock markets. Journal of Multinational Financial Management 36, pages 103-118.
Crossref
Walid Mensi, Shawkat Hammoudeh, Duc Khuong Nguyen & Sang Hoon Kang. (2016) Global financial crisis and spillover effects among the U.S. and BRICS stock markets. International Review of Economics & Finance 42, pages 257-276.
Crossref
Saint Kuttu. (2014) Return and volatility dynamics among four African equity markets: A multivariate VAR-EGARCH analysis. Global Finance Journal 25:1, pages 56-69.
Crossref
Haifeng Xu & Shigeyuki Hamori. (2012) Dynamic linkages of stock prices between the BRICs and the United States: Effects of the 2008–09 financial crisis. Journal of Asian Economics 23:4, pages 344-352.
Crossref
Chingnun Lee, Fu Shuen Shie & Chiao Yi Chang. (2012) How close a relationship does a capital market have with other such markets? The case of Taiwan from the Asian financial crisis. Pacific-Basin Finance Journal 20:3, pages 349-362.
Crossref
Anil Sharma & Neha Seth. (2012) Literature review of stock market integration: a global perspective. Qualitative Research in Financial Markets 4:1, pages 84-122.
Crossref
Sam Agyei‐Ampomah. (2011) Stock market integration in Africa. Managerial Finance 37:3, pages 242-256.
Crossref
Tinfah Chung & M. Ariff. (2015) ASEAN Financial Market Integration -- A Rainbow on the Horizon?. SSRN Electronic Journal.
Crossref
Todd J. Moss & Ross Thuotte. (2013) Nowhere Left to Hide? Stock Market Correlation, Regional Diversification, and the Case for Investing in Africa. SSRN Electronic Journal.
Crossref
Surianor Kamaralzaman, Fazilah A. Samad & Mansor Md. Isa. (2010) Financial Integration and International Diversification Benefits: Cross Country Evidence from a Malaysian Perspective. SSRN Electronic Journal.
Crossref

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.