Zobrazeno 1 - 6
of 6
pro vyhledávání: '"Gaye-Del Lo"'
Autor:
Olivier Damette, Gaye Del LO
Publikováno v:
Regional Studies. 56:1633-1654
Publikováno v:
Emerging Markets Review, 55
This paper examines the connectedness among 12 African equity markets and the global commodity, developed equity markets, paying particular attention to their evolution during the COVID-19 pandemic's peak period. We find that whilst African equity ma
Publikováno v:
Finance Research Letters. 50:103194
Publikováno v:
Finance research letters. 45
Has the relatively low number of COVID-19 cases and deaths saved Africa from the disease’s economic and financial consequences ? This article assesses the impact of the pandemic on the volatility of major African stock markets using a panel data mo
Autor:
Gaye Del Lo, Camille Aït-Youcef
Publikováno v:
Mondes en Développement
Mondes en Développement, De Boeck, 2017, 179 (3), pp.45-66. ⟨10.3917/med.179.0045⟩
Mondes en Développement, De Boeck, 2017, 179 (3), pp.45-66. ⟨10.3917/med.179.0045⟩
International audience; The intensification of the relationship between financial and agricultural markets seems to be an important determinant of agricultural commodity prices. In order to study this potential phenomenon, a DCC-GARCH model linked wi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c43cede4a08a68862875690115eaac99
https://hal.univ-lorraine.fr/hal-01753788
https://hal.univ-lorraine.fr/hal-01753788
Publikováno v:
Applied Economics and Finance. 4:129
The purpose of this study is to provide insights on volatility features of major agricultural commodity global markets. In order to achieve this, we estimate the volatility in the global markets of crude oil and four main agricultural commodities, na