...Carl Hope Korkpoe; Ferdinand Ahiakpor; Edward Nii Amar Amarteifio Purpose The purpose of this paper is to emphasize the risks involved in modeling inflation volatility in the context of macroeconomic policy. For countries like Ghana that are always battling economic problems, accurate models...

...Hanan AbdelKhalik Abouelfarag; Rasha Qutb Purpose The purpose of this study is to empirically examine the impact of the novel coronavirus (COVID-19) on Egyptian stock market returns and volatility between July 2018 and June 2021. Design/methodology/approach This study utilizes a generalized...

... on the Johannesburg Stock Exchange (JSE) indices for the period March 1995-2016, using a GARCH model. Findings The findings show that, contrary to the original study, the day-of-the week effect is present in both volatility and return equations. The highest and lowest returns are observed on Monday and Friday...

...Babajide Fowowe Purpose The purpose of this paper is to empirically examine return and volatility spillovers between oil and the stock markets of Nigeria and South Africa. Design/methodology/approach The authors make use of an innovative new methodology of capturing spillovers, which...