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Currency price risk and stock market returns in Africa : dependence and downside spillover effects with stochastic copulas

Boako, Gideon; Alagidede, Paul - In: Journal of multinational financial management 41 (2017), pp. 92-114

Persistent link: https://www.econbiz.de/10011927874

Should Africa's emerging markets still be considered as a separate asset class?

Boako, Gideon; Alagidede, Paul - In: Applied economics letters 24 (2017) 1/3, pp. 61-66

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Global commodities and African stocks : a "market of one?"

Boako, Gideon; Alagidede, Paul - In: International review of financial analysis 44 (2016), pp. 226-237

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Vine copula-based dependence and portfolio value-at-risk analysis of the cryptocurrency market

Boako, Gideon; Tiwari, Aviral Kumar; Roubaud, David - In: International economics : a journal published by CEPII … 158 (2019), pp. 77-90

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African equity markets' exposure to oil and other commodities : implications for global portfolio diversification

Alagidede, Imhotep Paul; Boako, Gideon; Sjo, Bo - In: Journal of economics and finance : JEF 45 (2021) 2, pp. 288-315

Persistent link: https://www.econbiz.de/10012496689

African stock market integration : implications for portfolio diversification and international risk sharing

Alagidede, Paul - In: Globalisation, institutions and African economic …, (pp. 25-54). 2010

Persistent link: https://www.econbiz.de/10009161882

Why a diversified portfolio should include African assets

Alagidede, Paul; Panagiōtidēs, Theodōros; Zhang, Xu - In: Applied economics letters 18 (2011) 13/15, pp. 1333-1340

Persistent link: https://www.econbiz.de/10009348029

Risk reduction through international portfolio diversification : evidence from BRICS and developed markets

Alagidede, Paul; Bai, Ye - In: International journal of economic issues : IJEI 3 (2010) 2, pp. 301-315

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Why a diversified portfolio should include African assets

Alagidede, Paul; Panagiōtidēs, Theodōros; Zhang, Xu - 2010

Persistent link: https://www.econbiz.de/10010211620

Why a diversified portfolio should include African assets

Alagidede, Paul; Panagiōtidēs, Theodōros; Zhang, Xu - 2010

We employ parametric and non-parametric cointegration to investigate the extent of integration between African stock markets and the rest of the world. Long-run correlation estimates imply very low association between the two. The two distinct cointegration approaches confirm the latter through...

Persistent link: https://www.econbiz.de/10008736105