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Evidence of time-varying conditional discrete jump dynamics in sub-Saharan African foreign exchange markets

Kuttu, Saint; Aboagye, Anthony Q. Q.; Bokpin, Godfred A. - In: Research in international business and finance 46 (2018), pp. 211-226

Persistent link: https://www.econbiz.de/10011983617

Return and volatility dynamics among four African equity markets : a multivariate VAR-EGARCH analysis

Kuttu, Saint - In: Global finance journal 25 (2014) 1, pp. 56-69

Persistent link: https://www.econbiz.de/10010400989

Time-varying conditional discrete jumps in emerging African equity markets

Kuttu, Saint - In: Global finance journal 32 (2017), pp. 35-54

Persistent link: https://www.econbiz.de/10011802820

Asymmetric mean reversion and volatility in African real exchange rates

Kuttu, Saint - In: Journal of economics and finance 42 (2018) 3, pp. 575-590

Persistent link: https://www.econbiz.de/10012031091

Modelling long memory in volatility in sub-Saharan African equity markets

Kuttu, Saint - In: Research in international business and finance 44 (2018), pp. 176-185

Persistent link: https://www.econbiz.de/10011983033

Return and volatility dynamics among four African equity markets: A multivariate VAR-EGARCH analysis

Kuttu, Saint - In: Global Finance Journal 25 (2014) 1, pp. 56-69

A multivariate VAR-EGARCH is used to examine the returns and volatility dynamics between thin-traded adjusted equity returns from Ghana, Kenya, Nigeria and South Africa. The findings suggest a reciprocal return spillover between Ghana and Kenya, and between Nigeria and South Africa. In addition,...

Persistent link: https://www.econbiz.de/10010776503

Long memory in volatility in foreign exchange markets : evidence from selected countries in Africa

Kuttu, Saint; Abor, Joshua Yindenaba; Amewu, Godfred - In: Journal of economics and finance : JEF 48 (2024) 2, pp. 462-482

Persistent link: https://www.econbiz.de/10015097329

The level of African forex markets integration and Eurobond issue

Mensah, Lord; Andoh, Charles; Kuttu, Saint; Yiadom, … - In: Journal of economics and finance : JEF 47 (2023) 1, pp. 232-250

Persistent link: https://www.econbiz.de/10014227702