Non-linear dependencies in African stock markets: Was subprime crisis an important factor?
The historical dependence in stock markets it is a very explored issue, especially in developed markets. In this paper we try to address the question of global dependency in African stock markets, and for that purpose we use a global approach able to capture the long-term dependencies being linear o...
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| Other Authors: | , |
| Format: | article |
| Language: | por |
| Published: |
2019
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10174/23962 |
| Country: | Portugal |
| Oai: | oai:dspace.uevora.pt:10174/23962 |