How does sovereign bond volatility interact between African countries?

The importance of sovereign bond as a source of financing revenue deficit, benchmarking for corporate bonds and debt management in Africa, calls for continual monitoring of its volatility dynamics. This study evaluates the nature of sovereign bond volatility interaction between African countries usi...

Ausführliche Beschreibung

Bibliografische Detailangaben

1. Verfasser:	Kalu O. Emenike
Format:	Artigo
Sprache:	Inglês
Veröffentlicht:	Emerald Publishing 2022-10-01
Schriftenreihe:	Seonmul yeongu
Schlagworte:	Sovereign bond Credit risk Volatility interaction African countries BEKK-GARCH model
Online-Zugang:	https://www.emerald.com/insight/content/doi/10.1108/JDQS-06-2021-0015/full/pdf
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