Dynamic Spillovers from US (Un)Conventional Monetary Policy to African Equity Markets: A Time-Varying Parameter Frequency Connectedness and Wavelet Coherence Analysis
Andrew Phiri; Izunna Anyikwa
- Published
- Publisher
- MDPI AG
- Journal / collection
- Journal of Risk and Financial Management
- Research area
- Capital & markets
- Source type
- Journal article
- DOI
- 10.3390/jrfm17110474
The original publisher provides the full text and its access options.
Cite this source
Andrew Phiri; Izunna Anyikwa. Dynamic Spillovers from US (Un)Conventional Monetary Policy to African Equity Markets: A Time-Varying Parameter Frequency Connectedness and Wavelet Coherence Analysis. Journal of Risk and Financial Management. 2024-10-22. https://doi.org/10.3390/jrfm17110474