Subprime crisis and contagion: evidence from the BRVM

Brou Emmanuel Aka
African Review of Money Finance and Banking 2009, pp. 51-71

This paper empirically investigates the issue of contagion from the US stock market to the West African Regional Stock Market (BRVM) during the subprime crisis. It carries out aggregate and sectoral level analyses within a modified EGARCH framework. [...]

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Previsibilité des rentabilités boursieres: cas de la BRVM

N’Dri Konan Léon
African Review of Money Finance and Banking 2007, pp. 39-54

The objective of this paper is to study the weak form efficiency hypothesis on the regional stock exchange for the West African States by examining whether past returns can help in predicting futures returns over the period 2 January 2002 to 31 [...]

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