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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

Economic forces and equity market returns in Ghana : symmetric dependence with quantile regressions

Boako, Gideon; Frimpong, Joseph Magnus; Acheampong, … - In: Ghanaian journal of economics : GJE ; a journal of the … 3 (2015), pp. 86-108

Persistent link: https://www.econbiz.de/10011496898

Stock returns and exchange rate nexus in Ghana : a Bayesian quantile regression approach

Boako, Gideon; Omane-Adjepong, Maurice; Frimpong, … - In: The South African journal of economics 84 (2016) 1, pp. 149-179

Persistent link: https://www.econbiz.de/10011490603

Non-Parametric Quantile Dependencies Between Volatility Discontinuities and Political Risk

Gkillas, Konstantinos - 2020

In this paper, we investigate the non-parametric relation between political risk and Mexican financial markets. We focus on stock, foreign exchange, financial institutions bond, corporate bond and sovereign bond markets. We apply a quantile correlation approach between five categories of the...

Persistent link: https://www.econbiz.de/10012854357

Analysing dynamic dependence between gold and stock returns : evidence using stochastic and full-range tail dependence copula models

Boako, Gideon; Tiwari, Aviral Kumar; Ibrahim, Muazu; … - In: Finance research letters 31 (2019), pp. 391-397

Persistent link: https://www.econbiz.de/10012421744

Return dynamics in Africa's emerging stock markets

Alagidede, Paul - 2011

Persistent link: https://www.econbiz.de/10009267195

Return behaviour in Africa's emerging equity markets

Alagidede, Paul - In: The quarterly review of economics and finance : journal … 51 (2011) 2, pp. 133-140

Persistent link: https://www.econbiz.de/10009270175

Day of the week seasonality in African stock markets

Alagidede, Paul - In: Applied financial economics letters 4 (2008) 1/3, pp. 115-120

Persistent link: https://www.econbiz.de/10003725342

Can common stocks provide a hedge against inflation? : Evidence from African countries

Alagidede, Paul; Panagiōtidēs, Theodōros - In: Review of financial economics : RFE 19 (2010) 3, pp. 91-100

Persistent link: https://www.econbiz.de/10008652922

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