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Details about Emmanuel Joel Aikins Abakah

Workplace:Department of Finance, Business School, University of Ghana, (more information at EDIRC)

Access statistics for papers by Emmanuel Joel Aikins Abakah.

Last updated 2023-05-10. Update your information in the RePEc Author Service.

Short-id: pab499

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Working Papers


  1. Cryptocurrencies, Technology Stocks, Covid-19 and US Policy Responses: A Fractional Integration Analysis
    CESifo Working Paper Series, CESifo Downloads


  1. The Impact of Containment Measures and Monetary and Fiscal Responses on US Financial Markets during the Covid-19 Pandemic
    CESifo Working Paper Series, CESifo Downloads View citations (3)
  2. US Policy Responses to the Covid-19 Pandemic and Sectoral Stock Indices: A Fractional Integration Approach
    CESifo Working Paper Series, CESifo Downloads View citations (1)
    See also Journal Article in Applied Economics (2023)


  1. Economic Policy Uncertainty: Persistence and Cross-Country Linkages
    CESifo Working Paper Series, CESifo Downloads
    See also Journal Article in Research in International Business and Finance (2021)

Journal Articles


  1. An analysis of the time-varying causality and dynamic correlation between green bonds and US gas prices
    Technological Forecasting and Social Change, 2023, 186, (PA) Downloads
  2. Cross-spectral coherence and co-movement between WTI oil price and exchange rate of Thai Baht
    Resources Policy, 2023, 80, (C) Downloads
  3. Financial technology stocks, green financial assets, and energy markets: A quantile causality and dependence analysis
    Energy Economics, 2023, 118, (C) Downloads
  4. Integration between emerging market equity and global markets; is it fundamental or noisy? Evidence from wavelet denoised volatility spillover analysis in time and frequency domain
    Applied Economics, 2023, 55, (12), 1312-1327 Downloads
  5. Quantile price convergence and spillover effects among Bitcoin, Fintech, and artificial intelligence stocks
    International Review of Finance, 2023, 23, (1), 187-205 Downloads
  6. Sustainable debt and gas markets: A new look using the time-varying wavelet-windowed cross-correlation approach
    Energy Economics, 2023, 120, (C) Downloads
  7. Tail risk dependence, co-movement and predictability between green bond and green stocks
    Applied Economics, 2023, 55, (2), 201-222 Downloads
  8. The influence of economic policy uncertainty shocks on art market
    Applied Economics, 2023, 55, (29), 3404-3421 Downloads
  9. US policy responses to the COVID-19 pandemic and sectoral stock indices: A fractional integration approach
    Applied Economics, 2023, 55, (3), 283-292 Downloads
    See also Working Paper (2021)


  1. Connectedness and directional spillovers in energy sectors: international evidence
    Applied Economics, 2022, 54, (22), 2554-2569 Downloads View citations (2)
  2. Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investments strategies
    Global Finance Journal, 2022, 51, (C) Downloads View citations (36)
  3. Extreme Connectedness between Green Bonds, Government Bonds, Corporate Bonds and Other Asset Classes: Insights for Portfolio Investors
    JRFM, 2022, 15, (10), 1-17 Downloads
  4. Measuring volatility persistence in leveraged loan markets in the presence of structural breaks
    International Review of Economics & Finance, 2022, 78, (C), 141-152 Downloads
  5. Persistence in US Treasury bonds
    Finance Research Letters, 2022, 45, (C) Downloads View citations (2)
  6. Quantile risk spillovers between energy and agricultural commodity markets: Evidence from pre and during COVID-19 outbreak
    Energy Economics, 2022, 113, (C) Downloads View citations (20)
  7. 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
    Finance Research Letters, 2022, 47, (PA) Downloads View citations (1)
  8. Stochastic structure of metal prices: Evidence from fractional integration non-linearities and breaks
    Resources Policy, 2022, 78, (C) Downloads
  9. The connectedness in the world petroleum futures markets using a Quantile VAR approach
    Journal of Commodity Markets, 2022, 27, (C) Downloads View citations (1)
  10. The effects of public sentiments and feelings on stock market behavior: Evidence from Australia
    Journal of Economic Behavior & Organization, 2022, 193, (C), 443-472 Downloads
  11. The effects of us covid-19 policy responses on cryptocurrencies, fintech and artificial intelligence stocks: A fractional integration analysis
    Cogent Economics & Finance, 2022, 10, (1), 2159736 Downloads
  12. The outbreak of COVID-19 and stock market liquidity: Evidence from emerging and developed equity markets
    The North American Journal of Economics and Finance, 2022, 62, (C) Downloads View citations (2)
  13. Time-varying dependence dynamics between international commodity prices and Australian industry stock returns: a Perspective for portfolio diversification
    Energy Economics, 2022, 108, (C) Downloads View citations (4)


  1. Economic policy uncertainty: Persistence and cross-country linkages
    Research in International Business and Finance, 2021, 58, (C) Downloads View citations (5)
    See also Working Paper (2020)
  2. Inflation Co-Movement Dynamics: A Cross-Country Investigation Using a Continuous Wavelet Approach
    JRFM, 2021, 14, (12), 1-0 Downloads
  3. Markov-switching dependence between artificial intelligence and carbon price: The role of policy uncertainty in the era of the 4th industrial revolution and the effect of COVID-19 pandemic
    Technological Forecasting and Social Change, 2021, 163, (C) Downloads View citations (16)
  4. Re-examination of international bond market dependence: Evidence from a pair copula approach
    International Review of Financial Analysis, 2021, 74, (C) Downloads View citations (10)
  5. Relationship between green investments, energy markets, and stock markets in the aftermath of the global financial crisis
    Energy Economics, 2021, 104, (C) Downloads View citations (11)
  6. Time and frequency domain connectedness and spill-over among fintech, green bonds and cryptocurrencies in the age of the fourth industrial revolution
    Technological Forecasting and Social Change, 2021, 162, (C) Downloads View citations (36)
  7. Volatility Spillover Dynamics between Large-, Mid-, and Small-Cap Stocks in the Time-Frequency Domain: Implications for Portfolio Management
    JRFM, 2021, 14, (11), 1-0 Downloads


  1. Are central bank policy rates in Africa cointegrated? Evidence from a fractional cointegration approach
    Applied Economics, 2020, 52, (57), 6171-6182 Downloads View citations (2)
  2. Cryptocurrencies and stock market indices. Are they related?
    Research in International Business and Finance, 2020, 51, (C) Downloads View citations (50)
  3. Volatility persistence in cryptocurrency markets under structural breaks
    International Review of Economics & Finance, 2020, 69, (C), 680-691 Downloads View citations (10)


  1. Non-linear approach to Random Walk Test in selected African countries
    International Journal of Managerial Finance, 2018, 14, (3), 362-376 Downloads View citations (7)
Page updated 2023-05-20