The Hidden Covariance in BRVM 30 Portfolios
How does BRVM 30 portfolio risk change over one to twenty trading sessions? This study compares three weighting methods using official market bulletins.
Read summaryRF-MS-005 · Research paper · 2 pages
RicherFin Research
Financial research in Africa.
Focused questions on equities, bonds and sovereign risk. Explore each study’s summary, scope and method.
8
studies
RICHERFIN RESEARCHBRVM 30Portfolio Risk / Market Microstructure
PublicationsNewest first
Fixed Income & CreditRF-FI-002
Long-End Differentials in Côte d'Ivoire's Evaluated Eurobond Yields
Does the long end of Côte d'Ivoire's Eurobond curve retain a yield differential after currency-specific reference rates and contractual cash flows are taken into account?
Economics & SovereignRF-ES-004
Ghana's Post-Restructuring Eurobond Yield Compression
How much of Ghana's 2025 yield compression survives controls for US reference rates and global credit conditions?
Equity ResearchRF-EQ-002
Nigerian Bank Recapitalisation: Offer Structure and Equity Repricing
Did Nigerian bank recapitalisation offer structure rank relative equity returns after definitive terms became public?
Economics & SovereignRF-ES-003
Senegal's Fiscal Deterioration and Sovereign Eurobond Repricing
Did Senegal's hard-currency sovereign bonds reprice relative to regional curves during the February 2025 fiscal-information sequence?
Markets & StrategyRF-MS-003
Dangote Refinery: When Does a Mega-Listing Reshape NGX?
Under which full-capitalisation and accessible-float combinations would a Dangote Refinery listing change NGX concentration and turnover requirements?
Economics & SovereignRF-ES-001
Does Nigeria's Sovereign Bond Market Anticipate Rating Actions?
Does Nigeria's sovereign curve contain unusual and repeatable information about subsequent rating actions?
Markets & StrategyRF-MS-002
BVMAC: Do Stale Prices Understate Risk When Trading Resumes?
Does an older last-trade price indicate additional risk when BVMAC trading resumes? This study separates the effect of price staleness from the normal accumulation of risk over time.
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