Details about Emmanuel Joel Aikins Abakah

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

Working Papers

2022

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

2021

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

2020

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

Journal Articles

2023

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)
2. Cross-spectral coherence and co-movement between WTI oil price and exchange rate of Thai Baht
   Resources Policy, 2023, 80, (C)
3. Financial technology stocks, green financial assets, and energy markets: A quantile causality and dependence analysis
   Energy Economics, 2023, 118, (C)
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
5. Quantile price convergence and spillover effects among Bitcoin, Fintech, and artificial intelligence stocks
   International Review of Finance, 2023, 23, (1), 187-205
6. Sustainable debt and gas markets: A new look using the time-varying wavelet-windowed cross-correlation approach
   Energy Economics, 2023, 120, (C)
7. Tail risk dependence, co-movement and predictability between green bond and green stocks
   Applied Economics, 2023, 55, (2), 201-222
8. The influence of economic policy uncertainty shocks on art market
   Applied Economics, 2023, 55, (29), 3404-3421
9. US policy responses to the COVID-19 pandemic and sectoral stock indices: A fractional integration approach
   Applied Economics, 2023, 55, (3), 283-292
   See also Working Paper (2021)

2022

10. Connectedness and directional spillovers in energy sectors: international evidence
    Applied Economics, 2022, 54, (22), 2554-2569 View citations (2)
11. 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) View citations (36)
12. Extreme Connectedness between Green Bonds, Government Bonds, Corporate Bonds and Other Asset Classes: Insights for Portfolio Investors
    JRFM, 2022, 15, (10), 1-17
13. Measuring volatility persistence in leveraged loan markets in the presence of structural breaks
    International Review of Economics & Finance, 2022, 78, (C), 141-152
14. Persistence in US Treasury bonds
    Finance Research Letters, 2022, 45, (C) View citations (2)
15. Quantile risk spillovers between energy and agricultural commodity markets: Evidence from pre and during COVID-19 outbreak
    Energy Economics, 2022, 113, (C) View citations (20)
16. 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) View citations (1)
17. Stochastic structure of metal prices: Evidence from fractional integration non-linearities and breaks
    Resources Policy, 2022, 78, (C)
18. The connectedness in the world petroleum futures markets using a Quantile VAR approach
    Journal of Commodity Markets, 2022, 27, (C) View citations (1)
19. The effects of public sentiments and feelings on stock market behavior: Evidence from Australia
    Journal of Economic Behavior & Organization, 2022, 193, (C), 443-472
20. 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
21. 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) View citations (2)
22. Time-varying dependence dynamics between international commodity prices and Australian industry stock returns: a Perspective for portfolio diversification
    Energy Economics, 2022, 108, (C) View citations (4)

2021

23. Economic policy uncertainty: Persistence and cross-country linkages
    Research in International Business and Finance, 2021, 58, (C) View citations (5)
    See also Working Paper (2020)
24. Inflation Co-Movement Dynamics: A Cross-Country Investigation Using a Continuous Wavelet Approach
    JRFM, 2021, 14, (12), 1-0
25. 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) View citations (16)
26. Re-examination of international bond market dependence: Evidence from a pair copula approach
    International Review of Financial Analysis, 2021, 74, (C) View citations (10)
27. Relationship between green investments, energy markets, and stock markets in the aftermath of the global financial crisis
    Energy Economics, 2021, 104, (C) View citations (11)
28. 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) View citations (36)
29. 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

2020

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

2018

33. Non-linear approach to Random Walk Test in selected African countries
    International Journal of Managerial Finance, 2018, 14, (3), 362-376 View citations (7)