Climate, energy, and geopolitical risks in African stock markets: a comparative TVP-VAR and QVAR approach
Abstract This study seeks to investigate the spillover effects between uncertainty indexes and returns on African stock markets; explore the time-varying nature of these interactions using TVP-VAR and QVAR techniques; and assess the resilience of individual stock markets to shocks, with particular a...
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| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2025-08-01
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| Series: | Future Business Journal |
| Subjects: | |
| Online Access: | https://doi.org/10.1186/s43093-025-00616-5 |
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