Return and volatility spillovers between oil and stock markets in South Africa and Nigeria

Return and volatility spillovers between oil and stock markets in South Africa and Nigeria

Author: 
Fowowe, Babajide
Publisher: 
Emerald Publishing Limited
Date published: 
2017
Record type: 
Journal article
Region: 
Africa
Southern Africa
Western Africa
Journal Title: 
African Journal of Economic and Management Studies
Source: 
African Journal of Economic and Management Studies, Vol. 8, No. 4, 2017, pp. 484-497
Subject: 
STOCK RETURNS
VOLATILITY
SPILLOVERS
STOCK MARKETS
Abstract: 

The purpose of this paper is to empirically examine return and volatility spillovers between oil and the stock markets of Nigeria and South Africa.

Language: 
English
Country focus: 
South Africa
Catagory URL: 
http://www.emeraldinsight.com
Subject profile : 
Investment / Economic Policy / Integration
Economics / Private Sector Development
DOI: 
https://doi.org/10.1108/AJEMS-03-2017-0047

CITATION: Fowowe, Babajide. Return and volatility spillovers between oil and stock markets in South Africa and Nigeria . : Emerald Publishing Limited , 2017. African Journal of Economic and Management Studies, Vol. 8, No. 4, 2017, pp. 484-497 - Available at: https://library.au.int/return-and-volatility-spillovers-between-oil-and-stock-markets-south-africa-and-nigeria