The Performance of African Stock Markets Before and After the Global Financial Crisis

Author(s):  
Diery Seck
2016 ◽  
Vol 69 ◽  
pp. 224-246 ◽  
Author(s):  
Leonardo Becchetti ◽  
Rocco Ciciretti ◽  
Adriana Paolantonio

2021 ◽  
Vol 12 (4) ◽  
pp. 52
Author(s):  
Tamer Bahjat Sabri

This paper seeks to shed light on investment in fixed assets before and after the financial crisis that took place in 2008 and compare the two periods together in the sectors of industry and investment in Palestine Stock Exchange. The period between 2005 – 2007 was chosen to represent to the pre-crisis time and the period between 2010 -2012 was chosen to represent the post-crisis time. The population of the study consists of fifteen organizations from both sectors. To test the hypothesis of the study, the independent samples T-test was employed.The average ratio of fixed assets to the total assets of industry and investment rose from 56.2% before the crisis to 58.5% after the crisis. As for the hypotheses of the study, the findings showed no difference except for the seventh hypothesis. There was a statically significant difference in the ratio of fixed assets to equity between the listed companies that a high return on assets and those that have a low return.


2021 ◽  
Vol 39 (2) ◽  
Author(s):  
Imran Yousaf ◽  
Shoaib Ali

This study examines the return and volatility transmission between gold and nine emerging Asian Stock Markets during the global financial crisis and the Chinese stock market crash. We use the VAR-AGARCH model to estimate return and volatility spillovers over the period from January 2000 through June 30, 2018. The results reveal the substantial return and volatility spillovers between the gold and emerging Asian stock markets during the global financial crisis and the Chinese stock market crash. However, these return and volatility transmissions vary across the pairs of stock markets and the financial crises. Besides, we analyze the optimal portfolios and hedge ratios between gold and emerging Asian stock markets during all sample periods. Our findings have important implications for effective hedging and diversification strategies, asset pricing and risk management.


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