Replication Package for “Extreme spillovers and connectedness between Africa’s emerging equity markets and financial assets: Has there been a change over time?”

This dataset contains all data and code necessary to replicate the empirical analysis presented in the study “Extreme spillovers and connectedness between Africa’s emerging equity markets and financial assets: Has there been a change over time?”

The package includes:
• Raw dataset, generated market returns and volatilities.
• R scripts for descriptive statistics, spillovers and connectedness, TCI and network plots,
• Output tables and figures

This replication package is intended to ensure full transparency and reproducibility. All files are provided under a CC BY 4.0 license.