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The Implication of Cryptocurrency Volatility on Five Largest African Financial System Stability

Abstract This study examined the interconnectedness and volatility correlation between cryptocurrency and traditional financial markets in the five largest African countries, addressing concerns about potential spillover effects, especially the high volatility and lack of regulation in the cryptocurrency market. The study employed both diagonal BEKK-GARCH and DCC-GARCH to analyze the existence of spillover effects and correlation between both markets. A daily time series dataset from January 1, 2017, to December 31, 2021, was employed to analyze the contagion effect. Our findings reveal a sign…

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Source	OpenAlex research
Collection	International records
Kind	Document
Date	2025-01-01
Type	book-chapter
Details	openalex authorships.countries:NG,primary topic.subfield.id:3320\|3321\|3308\|1202\|3303\|3312\|2002\|2000\|2003 + local /\bnige
Found at	https://doi.org/10.1007/978-981-96-6839-7_7
Archived copy	Look it up in the Wayback Machine
Record ID	`openalex:W4410730203`

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The Implication of Cryptocurrency Volatility on Five Largest African Financial System Stability. OpenAlex research, 2025. Vero Archive, record openalex:W4410730203.