Macroeconomic transmission effects on stock market performance in Tanzania: evidence from a structural VAR analysis

This study examines the dynamic interactions between key macroeconomic indicators and stock market performance in Tanzania, a frontier market in sub-Saharan Africa. Using a Structural Vector Autoregression (SVAR) framework, we analyze monthly data for the Tanzania Share Index (TSI), gold returns, in...

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Principais autores:	Michael Peter, Silas Mirau, Emmanuel Sinkwembe, Christian Kasumo, Calisto Guambe
Formato:	Artigo
Idioma:	Inglês
Publicado em:	Frontiers Media S.A. 2026-05-01
Colecção:	Frontiers in Applied Mathematics and Statistics
Assuntos:	decoupling financial development frontier markets macroeconomic transmission stock market dynamics structural vector autoregression
Acesso em linha:	https://www.frontiersin.org/articles/10.3389/fams.2026.1767838/full
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