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
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Working Papers
2022
- Cryptocurrencies, Technology Stocks, Covid-19 and US Policy Responses: A Fractional Integration Analysis
CESifo Working Paper Series, CESifo
2021
- 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)
- 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
- 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
- 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)
- Cross-spectral coherence and co-movement between WTI oil price and exchange rate of Thai Baht
Resources Policy, 2023, 80, (C)
- Financial technology stocks, green financial assets, and energy markets: A quantile causality and dependence analysis
Energy Economics, 2023, 118, (C)
- 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
- Quantile price convergence and spillover effects among Bitcoin, Fintech, and artificial intelligence stocks
International Review of Finance, 2023, 23, (1), 187-205
- Sustainable debt and gas markets: A new look using the time-varying wavelet-windowed cross-correlation approach
Energy Economics, 2023, 120, (C)
- Tail risk dependence, co-movement and predictability between green bond and green stocks
Applied Economics, 2023, 55, (2), 201-222
- The influence of economic policy uncertainty shocks on art market
Applied Economics, 2023, 55, (29), 3404-3421
- 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
- Connectedness and directional spillovers in energy sectors: international evidence
Applied Economics, 2022, 54, (22), 2554-2569 View citations (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) View citations (36)
- Extreme Connectedness between Green Bonds, Government Bonds, Corporate Bonds and Other Asset Classes: Insights for Portfolio Investors
JRFM, 2022, 15, (10), 1-17
- Measuring volatility persistence in leveraged loan markets in the presence of structural breaks
International Review of Economics & Finance, 2022, 78, (C), 141-152
- Persistence in US Treasury bonds
Finance Research Letters, 2022, 45, (C) View citations (2)
- 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)
- 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)
- Stochastic structure of metal prices: Evidence from fractional integration non-linearities and breaks
Resources Policy, 2022, 78, (C)
- The connectedness in the world petroleum futures markets using a Quantile VAR approach
Journal of Commodity Markets, 2022, 27, (C) View citations (1)
- The effects of public sentiments and feelings on stock market behavior: Evidence from Australia
Journal of Economic Behavior & Organization, 2022, 193, (C), 443-472
- 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
- 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)
- 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
- 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)
- Inflation Co-Movement Dynamics: A Cross-Country Investigation Using a Continuous Wavelet Approach
JRFM, 2021, 14, (12), 1-0
- 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)
- Re-examination of international bond market dependence: Evidence from a pair copula approach
International Review of Financial Analysis, 2021, 74, (C) View citations (10)
- 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)
- 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)
- 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
- Are central bank policy rates in Africa cointegrated? Evidence from a fractional cointegration approach
Applied Economics, 2020, 52, (57), 6171-6182 View citations (2)
- Cryptocurrencies and stock market indices. Are they related?
Research in International Business and Finance, 2020, 51, (C) View citations (50)
- Volatility persistence in cryptocurrency markets under structural breaks
International Review of Economics & Finance, 2020, 69, (C), 680-691 View citations (10)
2018
- Non-linear approach to Random Walk Test in selected African countries
International Journal of Managerial Finance, 2018, 14, (3), 362-376 View citations (7)
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