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On the connectedness of stock returns and exchange rates in emerging and frontier markets in Africa

Atipaga, Umar-Farouk; Alagidede, Imhotep Paul; … - In: Economic notes 53 (2024) 3, pp. 1-22

Persistent link: https://www.econbiz.de/10015135542

Commodities price cycles and their interdependence with equity markets

Boako, Gideon; Alagidede, Imhotep Paul - 2021

Persistent link: https://www.econbiz.de/10012631215

Commodities price cycles and their interdependence with equity markets

Boako, Gideon; Alagidede, Imhotep Paul; Sjo, Bo; Uddin, … - In: Energy economics 91 (2020), pp. 1-26

Persistent link: https://www.econbiz.de/10012518586

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

Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX : evidence using Markov-switching copulas

Abakah, Emmanuel Joel Aikins; Tiwari, Aviral Kumar; … - In: Finance research letters 47 (2022) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10013455804

Nonlinearity in the causality and systemic risk spillover between the OPEC oil and GCC equity markets : a pre- and post-financial crisis analysis

Abakah, Emmanuel Joel Aikins; Tiwari, Aviral Kumar; … - In: Empirical economics : a quarterly journal of the … 65 (2023) 3, pp. 1027-1103

Persistent link: https://www.econbiz.de/10014330173

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

Time-frequency analysis of financial stress and global commodities prices : insights from wavelet-based approaches

Armah, Mohammed; Amewu, Godfred; Bossman, Ahmed - In: Cogent economics & finance 10 (2022) 1, pp. 1-25

We examine the time-frequency lead-lag relationships and the degree of integration between the US financial stress index and global commodity prices (i.e., oil, gold, silver, and cocoa) with data covering over 47 decades (January 1975 to December 2021). For this purpose, we resort to the bi- and...

Persistent link: https://www.econbiz.de/10013389437

Time-frequency dynamics of financial market stress and global economic uncertainties : evidence from the COVID-19 pandemic

Armah, Mohammed; Amewu, Godfred - In: Applied economics letters 31 (2024) 10, pp. 934-939

Persistent link: https://www.econbiz.de/10014557917

The non-linear relationship between financial development, economic growth and growth volatility : evidence from Nigeria

Oro, Oro ufuo; Alagidede, Imhotep Paul - In: African review of economics & finance : AREF : (a … 11 (2019) 2, pp. 67-97

Persistent link: https://www.econbiz.de/10012238509