Journal of
Economics and International Finance

  • Abbreviation: J. Econ. Int. Finance
  • Language: English
  • ISSN: 2006-9812
  • DOI: 10.5897/JEIF
  • Start Year: 2009
  • Published Articles: 344

Full Length Research Paper

Regime Detection in Sub-Saharan Africa Equity Markets – A Hidden Markov Model Approach

Carl Hope Korkpoe
  • Carl Hope Korkpoe
  • Department of Finance, School of Business, University of Cape Coast, Ghana.
  • Google Scholar
Nathaniel Howard
  • Nathaniel Howard
  • Department of Statistics, School of Physical Sciences, University of Cape Coast, Ghana.
  • Google Scholar


  •  Received: 04 February 2021
  •  Accepted: 18 June 2021
  •  Published: 30 November 2021

Authors

Carl Hope Korkpoe
Department of Finance, School of Business, University of Cape Coast, Ghana.

Nathaniel Howard
Department of Statistics, School of Physical Sciences, University of Cape Coast, Ghana.

Corresponding Author Email: [email protected]