2018
DOI: 10.32861/jssr.spi5.563.570
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Granger Causality Approach to Examining Stock Market Integration in West Africa.

Abstract: Stock markets have been found to be increasingly interdependent overtime due to activities related to internationalization, diversification, integration, and globalization. This study assesses the lead/lag interactions between equity markets in the West Africa viz a viz the United States (US) and the United Kingdom (UK) markets. Stock market index data were analyzed from 2008 - 2016 using the Granger causality test. Findings from the study indicates both uni-directional and bi-directional causality between m… Show more

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