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COVID-19 crisis and risk spillovers to developing economies: evidence from Africa

Akhtaruzzaman Md, Benkraiem, Ramzi, Boubaker, Sabri, 1974-, Zopounidis Konstantinos

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URIhttp://purl.tuc.gr/dl/dias/936CA171-0131-4FEB-8009-135C86AA6522-
Identifierhttps://doi.org/10.1002/jid.3634-
Identifierhttps://onlinelibrary.wiley.com/doi/10.1002/jid.3634-
Languageen-
Extent21 pagesen
TitleCOVID-19 crisis and risk spillovers to developing economies: evidence from Africaen
CreatorAkhtaruzzaman Mden
CreatorBenkraiem, Ramzien
CreatorBoubaker, Sabri, 1974-en
CreatorZopounidis Konstantinosen
CreatorΖοπουνιδης Κωνσταντινοςel
PublisherWileyen
Content SummaryThis study provides new evidence on how risk spillovers occur from the United States to developing economies in Africa during the COVID-19 pandemic. The results show that downside risk exposures of African markets, financial firms and banks particularly increased during Phase I (30 January to 30 April 2020). The nature and magnitude of downside risk exposures of African financial markets were similar to those of the United States. Our results also reveal that the United States is a net transmitter of risk spillovers while Nigeria, South Africa, Egypt and Morocco are net recipients. Our conclusions offer guidance to risk managers, policymakers and investors.en
Type of ItemPeer-Reviewed Journal Publicationen
Type of ItemΔημοσίευση σε Περιοδικό με Κριτέςel
Licensehttp://creativecommons.org/licenses/by/4.0/en
Date of Item2024-02-26-
Date of Publication2022-
SubjectAfricaen
SubjectCOVID-19en
SubjectDeveloping economiesen
SubjectRisk spilloversen
SubjectSpectral risk measureen
SubjectValue at risken
Bibliographic CitationM. Akhtaruzzaman, R. Benkraiem, S. Boubaker and C. Zopounidis, “COVID‐19 crisis and risk spillovers to developing economies: evidence from Africa,” J. Int. Dev., vol. 34, no. 4, pp. 898–918, May 2022, doi: 10.1002/jid.3634.en

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