Diversification Benefits between Stock Returns from Ghana and Jamaica: Insights from Time-Frequency and VMD-Based Asymmetric Quantile-on-Quantile Analysis

<div>Trajectories of stock market indices and returns. Notes: this figure displays the trajectory of the raw series (plot A) and returns series (plots B for Ghana and C for Jamaica) for the Stock Exchanges of Ghana and Jamaica. GSECI is the Ghana Stock Exchange Composite Index and JSEIND is the Jamaica Stock Exchange Index. Raw indices/returns are plotted against the <i>y</i>-axes.</div>

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Figure 1

Figure 1: Diversification Benefits between Stock Returns from Ghana and Jamaica: Insights from Time-Frequency and VMD-Based Asymmetric Quantile-on-Quantile Analysis 

Figure 1 | Diversification Benefits between Stock Returns from Ghana and Jamaica: Insights from Time-Frequency and VMD-Based Asymmetric Quantile-on-Quantile Analysis 