194
Views
0
CrossRef citations to date
0
Altmetric
Article

On the dynamic effects of global commodities on stock market blocks in Africa

&

References

  • Aloui, R., M. S. Aïssa, and D. K. Nguyen. 2011. “Global Financial Crisis, Extreme Interdependences, and Contagion Effects: The Role of Economic Structure?” Journal of Banking & Finance 35 (1): 130–141. doi:10.1016/j.jbankfin.2010.07.021.
  • Bekiros, S., D. K. Nguyenb, G. S. Uddina, and B. Sjö. 2015. “On the Time Scale Behavior of Equity-Commodity Links: Implications for Portfolio Management.” Journal of International Financial Markets, Institutions & Money 41: 30–46. doi:10.1016/j.intfin.2015.12.003.
  • Boako, G., and P. Alagidede. 2016. “Global Commodities and African Stocks: A ‘Market of One?’.” International Review of Financial Analysis. doi:10.1016/j.irfa.2016.02.009.
  • Dhaoui, A., and N. Khraief, (2014). “Empirical Linkage between Oil Price and Stock Market Returns and Volatility: Evidence from International Developed Markets.” Economics Discussion Papers, No.2014-12, Kiel Institute for the World Economy. http://www.economics-ejournal.org/economics/discussionpapers/2014-12.
  • Ftiti, Z., K. Guesmi, and I. Abid. 2015. “Oil Price and Stock Market Co-Movement: What Can We Learn from Time-Scale Approaches?” International Review of Financial Analysis 46: 266–280. doi:10.1016/j.irfa.2015.08.011.
  • Grinsted, A., J. C. Moore, and S. Jevrejeva. 2004. “Application of the Cross Wavelet Transform and Wavelet Coherence to Geophysical Time Series. Nonlinear Processes.” Geophysical 11: 561–566. doi:10.5194/npg-11-561-2004.
  • Markwat, T., E. Kole, and D. van Dijk. 2009. “Contagion as a Domino Effect in Global Stock Markets.” Journal of Banking & Finance 33: 1996–2012. doi:10.1016/j.jbankfin.2009.05.008.
  • Roll, R. 2013. “Volatility, Correlation, and Diversification in a Multi-Factor World.” Journal Portfolio Management 39: 11–18. doi:10.2469/dig.v43.n4.50.
  • Torrence, C., and G. P. Compo. 1998. “A Practical Guide to Wavelet Analysis.” Bulletin American Meteorol Social 79: 61–78. doi:10.1175/1520-0477(1998)079<0061:APGTWA>2.0.CO;2.
  • Torrence, C., and P. Webster. 1999. “Inter-Decadal Changes in the ENSO–Monsoon System.” Journal of Climate 12: 2679–2690. doi:10.1175/1520-0442(1999)012<2679:ICITEM>2.0.CO;2.

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.