Abdul-Nasir T. Yola

Dynamics of Stock Markets Interdependence in the Pre-and Post Global Financial Crisis Period: Evidence from Toda-Yamamoto Causality Test

Abdul-Nasir T. Yola, Shazida Jan Mohd Khan & Mohamad Helmi Hidthir · Asian Journal of Economics, Business and Accounting · 2018

This paper analysed the causal relationship between the three largest African stock markets; Nigeria, South-Africa and Egypt. The analysis was conducted for two sample periods using the index of the stock markets. The pre-crisis period between January 2000-April 2008, and the cri...