http://orcid.org/0000-0003-4098-3120
REFERENCES
- Aizenman, J., Jinjarak, Y., Lee, M., & Park. D. (2012). Developing countries financial vulnerability to the Euro crisis: An event study of equity and bond markets. NBER Working Papers, 18028, May 2012.
- Andreou, E., Matsi, M., & Savvides. A. (2013). Stock and foreign exchange market linkages in emerging economies. Journal of International Financial Markets, Institutions and Money, 27(1), 248–268.
- Chancharoenchai, K., & Dibooglu, S. (2006). Volatility spillovers and contagion during the Asian crisis; evidence from six Southeast Asian stock markets. Emerging Markets Finance and Trade, 42(2), 4–17.
- Chebbi, T. & Derbali. A. (2016a). A dynamic conditional correlation between commodities and the Islamic stock market. Journal of Energy Markets, 9(1), 65–90.
- Chebbi, T. & Derbali. A. (2016b). On the role of structural breaks in identifying the dynamic conditional linkages between stock and commodity markets. Journal of Energy Markets, 9(4), 71–81.
- Christofi, A. & Pericli, A. (1999). Correlation in price changes and volatility of major Latin American stock markets. Journal of Multinational Finance and Management, 9(1), 79–93.
- Creti, A., Joëts, M. & Mignon. V. (2013). On the links between stock and commodity markets’ volatility. Energy Economics, 37(3), 16–28.
- Edwards, S. & Susmel. R. (2001). Volatility dependence and contagion in emerging equity markets. Journal of Development Economics, 66(2), 505–532.
- Fayyad, A., & Daly. K. (2011). International transmission of stock returns: Mean and volatility spillover effects in the emerging markets of the GCC countries, the developed markets of UK & US and oil. International Research Journal of Finance and Economics, 67(5), 103–117.
- Feng, Y., Jiang. W., & Yu, Z. (2015). Economic, political and resource-based models of chinese contracts in Africa: An empirical analysis, Chinese Economy, 48(3), 215–234.
- Lin, W.L., Engle, R. & Ito. T. (1994). Do bulls and bears move across borders? International transmission of stock returns and volatility. Review of Financial Studies, 7(3), 507–538.
- Maswana, J.C. (2014). Can China trigger economic growth in Africa? An empirical investigation based on the economic interdependence hypothesis, Chinese Economy, 42(2), 91–105.
- Mlambo, C., Kushamba, A. & Simawu. M.B. (2016). China-Africa relations: What lies beneath? Chinese Economy, 49(4), 257–276.
- Montinari, L. & Prodi. G. (2014). China's impact on Intra-African trade, Chinese Economy, 44(4), 75–91.
- Neaime, S. (2012). The global financial crisis, financial linkages and correla-tions in returns and volatilities in emerging MENA stock markets. Emerging Markets Review, 13(3), 268–282.
- Rejeb, A.B., & Arfaoui. M. (2016). Financial market interdependencies: A quantile regression analysis of volatility spillover. Research in International Business and Finance, 36(1), 140–157.
- Sakthivel, P., Bodkhe, N., & Kamaiah. B. (2012). Correlation and volatility transmission across international stock markets: A bivariate GARCH analysis. International Journal of Economics and Finance, 4(3), 253–264.
- Weber, E. (2012). Simultaneous stochastic volatility transmission across American equity markets. Quarterly Review of Economics and Finance, 53(1), 1–8.
- Yin, J.Z. & Vaschetto. S. (2014). China's business engagement in Africa. Chinese Economy, 44(2), 43–57.