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

How to cite this article

APA /
Korkpoe, C. H. & Howard, N. (2021). Regime Detection in Sub-Saharan Africa Equity Markets – A Hidden Markov Model Approach. Journal of Economics and International Finance, 13(4), 175-182.
Chicago /
Carl Hope Korkpoe and Nathaniel Howard. "Regime Detection in Sub-Saharan Africa Equity Markets – A Hidden Markov Model Approach." Journal of Economics and International Finance 13, no. 4 (2021): 175-182.
MLA /
Carl Hope Korkpoe and Nathaniel Howard. "Regime Detection in Sub-Saharan Africa Equity Markets – A Hidden Markov Model Approach." Journal of Economics and International Finance 13.4 (2021): 175-182.