Data for: Dynamic Spillover Effects of Geopolitical, Oil Price, and Monetary Policy Uncertainties on African Financial Markets

Domain:

socioeconomic

Record type:

dataset

Creator:

Boa

Editor:

Uni

Publisher:

Men

Host:

This dataset contains monthly observations spanning January 2007 to July 2024 (211 observations) for 14 African financial markets. It includes seven equity market indices — Egypt (EGX), Ghana (GSE), Nigeria (NSE & NGX), Côte d'Ivoire (CSE), South Africa (JSE), and Tanzania (DSE) — and seven bilateral exchange rates against the US dollar (EGP/USD, GHS/USD, KES/USD, MAD/USD, NGN/USD, ZAR/USD, TZS/USD). The dataset also includes three uncertainty indices: Geopolitical Risk (GPR), Oil Price Uncertainty (OPU), and Monetary Policy Uncertainty (MPU). The data are used to examine asymmetric spillover dynamics under normal, bearish, and bullish market conditions using Quantile Vector Autoregressions (QVAR).

Visit

doi.org data.mendeley.com

Licenses

info:eu-repo/semantics/openAccess Creative Commons Attribution 4.0 International https://creativecommons.org/licenses/by/4.0/legalcode

The impact of geopolitical risks, financial stress, economic policy uncertainty on African stock markets returns and volatilities: wavelet coherence analysis

Purpose This study seeks to examine the relationship between macroeconomic shock indicators, namely

Economic effects of institutions: three case studies on labour markets, monetary policy, and foreign aid

This thesis examines when and how institutional capacity dominates economic structure i

Quantile Connectedness Between African Stock Markets and Quadruple Policy Uncertainty: Regime-Dependent Spillovers Across Geopolitical, Oil, Energy, and Climate Risks

Abstract This study investigates the time-varying connectedness between seven majo

Financial Inclusion and Its Effects on Financial Stability, Income Inequality and Monetary Policy Effectiveness: The case of Africa

Inclusive financial systems, whereby everyone enjoys the benefits of financial services, has become

Dynamic and spillover effects of armed conflicts on renewable energy in Subsaharan Africa

This paper analyzes the impact of armed conflicts on the renewable energy consumption

Context-dependent responses to geopolitical risk in Middle Eastern and African stock markets: An asymmetric volatility spillover study

This paper examines the asymmetric volatility spillover impact of geopolitical risk on stock mark