Volatility Spillover Across Sovereign Bond Markets Between African, Emerging and USA Economies
This study attempted to examine the volatility spillover between the sovereign bond returns of South Africa and Ghana and the emerging market bond return, USA stock market return and the world long term interest rate using weekly data in the period of 2014–2022. The research used dynamic and constan...
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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
Riga Technical University Press
2022-01-01
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| Series: | Economics and Business |
| Subjects: | |
| Online Access: | https://doi.org/10.2478/eb-2022-0010 |
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