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Details about Imhotep

E-mail:
Homepage:http://www.african-review.com/
Phone:+233204738347
Postal address:Graduate School of Business Administration University of the Witwatersrand P.O.Box 98 Wits 2050, Johannesburg Republic of South Africa
Workplace:Wits Business School, Faculty of Commerce, Law and Management, University of the Witwatersrand, (more information at EDIRC)

Access statistics for papers by Imhotep.

Last updated 2021-07-27. Update your information in the RePEc Author Service.

Short-id: pal280


Jump to Journal Articles Chapters

Working Papers

2020

  1. The impact of AGOA on Export Flows from sub-Saharan Africa: A dynamic system GMM analysis
    Working Papers, Economic Research Southern Africa Downloads
  2. Unfolding the monetary policy rule in Ghana: quantile-based evidence within time-frequency framework
    MPRA Paper, University Library of Munich, Germany Downloads

2019

  1. Capital Account Liberalization and Capital Flows to Sub-Saharan Africa: A Panel Threshold Approach
    Working Papers, Economic Research Southern Africa Downloads
  2. Monetary Policy Transparency in Ghana: Recent Evidence
    MPRA Paper, University Library of Munich, Germany Downloads

2018

  1. Modelling heterogeneous speculation in Ghana’s foreign exchange market: Evidence from ARFIMA-FIGARCH and Semi-Parametric methods
    MPRA Paper, University Library of Munich, Germany Downloads

2017

  1. The Nexus between Infrastructure (Quantity and Quality) and Economic Growth
    Working Papers, Economic Research Southern Africa Downloads View citations (3)

2016

  1. Climate, Technological Change and Economic Growth
    Working Papers, Economic Research Southern Africa Downloads
  2. Construction, institutions and economic growth in sub-Saharan Africa
    Working Papers, Economic Research Southern Africa Downloads View citations (2)
  3. Financial sector development, economic volatility and shocks in sub-Saharan Africa
    Working Papers, Economic Research Southern Africa Downloads View citations (1)
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2017)
  4. How are Africa's emerging stock markets related to advanced markets? Evidence from copulas
    Working Papers, Economic Research Southern Africa Downloads View citations (1)
    See also Journal Article in Economic Modelling (2017)
  5. Regionalization versus Internationalization of African Stock Markets: A frequency-time domain analysis
    Working Papers, Economic Research Southern Africa Downloads View citations (1)

2015

  1. Global commodities and African stocks: insights for hedging and diversification strategies
    Working Papers, Economic Research Southern Africa Downloads

2014

  1. The Effect of Climate Change on Economic Growth: Evidence from Sub-Saharan Africa
    WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER) Downloads View citations (8)

2012

  1. Stock returns and Inflation:Evidence from Quantile Regressions
    Discussion Paper Series, Department of Economics, University of Macedonia Downloads View citations (13)
    See also Journal Article in Economics Letters (2012)

2010

  1. Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries
    Working Paper series, Rimini Centre for Economic Analysis Downloads View citations (26)
    Also in Discussion Paper Series, Department of Economics, University of Macedonia (2010) Downloads View citations (25)
    Stirling Economics Discussion Papers, University of Stirling, Division of Economics (2010) Downloads View citations (26)
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum (2010) Downloads View citations (26)

    See also Journal Article in Review of Financial Economics (2010)
  2. Causal Relationship between Stock Prices and Exchange Rates
    Discussion Paper Series, Department of Economics, University of Macedonia Downloads View citations (2)
    Also in Stirling Economics Discussion Papers, University of Stirling, Division of Economics (2010) Downloads View citations (3)

    See also Journal Article in The Journal of International Trade & Economic Development (2011)
  3. Persistence of Inflationary Shocks: Implications for West African Monetary Union Membership
    NBS Discussion Papers in Economics, Economics, Nottingham Business School, Nottingham Trent University Downloads View citations (4)
    Also in Working Papers, The University of Sheffield, Department of Economics (2010) Downloads View citations (3)
    Stirling Economics Discussion Papers, University of Stirling, Division of Economics (2010) Downloads View citations (2)
  4. Why a Diversified Portfolio Should Include African Assets
    Working Paper series, Rimini Centre for Economic Analysis Downloads
    Also in Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum (2010) Downloads
    Stirling Economics Discussion Papers, University of Stirling, Division of Economics (2010) Downloads

    See also Journal Article in Applied Economics Letters (2011)

2009

  1. Modelling stock returns in Africa's emerging equity markets
    Stirling Economics Discussion Papers, University of Stirling, Division of Economics Downloads View citations (16)
    Also in Discussion Paper Series, Department of Economics, University of Macedonia (2009) Downloads View citations (9)

    See also Journal Article in International Review of Financial Analysis (2009)
  2. Variability in coal prices: evidence from the U.S
    Stirling Economics Discussion Papers, University of Stirling, Division of Economics Downloads

2008

  1. Month-of-the-year and pre-holiday seasonality in African stock markets
    Stirling Economics Discussion Papers, University of Stirling, Division of Economics Downloads View citations (2)

2006

  1. Calendar Anomalies in an Emerging African Market: Evidence from the Ghana Stock Exchange
    Discussion Paper Series, Department of Economics, Loughborough University Downloads View citations (8)

Journal Articles

2021

  1. African equity markets’ exposure to oil and other commodities - implications for global portfolio diversification
    Journal of Economics and Finance, 2021, 45, (2), 288-315 Downloads
  2. Asymmetry in food price responses to monetary policy: a quantile regression approach
    SN Business & Economics, 2021, 1, (3), 1-25 Downloads
  3. Does petroleum resources or market size drive foreign direct investment in Africa? New evidence from time-series analysis
    Resources Policy, 2021, 71, (C) Downloads View citations (1)
  4. Exploration of safe havens for Africa's stock markets: A test case under COVID-19 crisis
    Finance Research Letters, 2021, 38, (C) Downloads View citations (1)
  5. Mergers, executive compensation and firm performance: The case of Africa
    Managerial and Decision Economics, 2021, 42, (2), 407-436 Downloads
  6. Modelling Asymmetry and Leverage in Cryptocurrencies and Emerging Financial Markets
    Economic Papers, 2021, 40, (2), 152-166 Downloads
  7. Private Capital Flows, Real Sector Growth and Institutional Quality in Africa
    Journal of International Development, 2021, 33, (1), 171-207 Downloads
  8. What does corporate social advocacy signal? Evidence from boycott participation decisions
    EconStor Open Access Articles and Book Chapters, 2021 Downloads

2020

  1. Analysis of EEMD-based quantile-in-quantile approach on spot- futures prices of energy and precious metals in India
    Resources Policy, 2020, 68, (C) Downloads
  2. Commodities price cycles and their interdependence with equity markets
    Energy Economics, 2020, 91, (C) Downloads View citations (2)
  3. Dynamic Linkages and Economic Role of Leading Cryptocurrencies in an Emerging Market
    Asia-Pacific Financial Markets, 2020, 27, (4), 537-585 Downloads View citations (1)
  4. Exploring the causal relationships and allocation puzzle between portfolio investments and real sector growth in Sub-Saharan Africa
    Research in International Business and Finance, 2020, 52, (C) Downloads
  5. High- and low-level chaos in the time and frequency market returns of leading cryptocurrencies and emerging assets
    Chaos, Solitons & Fractals, 2020, 132, (C) Downloads View citations (2)
  6. Interest Rate and Exchange Rate Volatility Spillovers: Multiscale Perspective of Monetary Policy Transmission in Ghana
    Journal of Central Banking Theory and Practice, 2020, 9, (1), 135-167 Downloads
  7. Is the interest rate setting behaviour of the Bank of Ghana constrained by high debt levels?
    African Development Review, 2020, 32, (3), 459-471 Downloads View citations (1)
  8. Monetary policy and food inflation in South Africa: A quantile regression analysis
    Food Policy, 2020, 91, (C) Downloads View citations (1)
  9. Revisiting interest rate and lending channels of monetary policy transmission in the light of theoretical prescriptions
    Central Bank Review, 2020, 20, (4), 183-192 Downloads View citations (1)
  10. Risks in emerging markets equities: Time-varying versus spatial risk analysis
    Physica A: Statistical Mechanics and its Applications, 2020, 542, (C) Downloads
  11. Shape-shift contagion in emerging markets equities: evidence from frequency- and time-domain analysis
    Economics and Business Letters, 2020, 9, (3), 146-156 Downloads
  12. Structural transformation in the presence of trade and financial integration in sub–Saharan Africa
    Central Bank Review, 2020, 20, (1), 21-31 Downloads View citations (2)
  13. Testing for asymmetry in monetary policy rule for small-open developing economies: Multiscale Bayesian quantile evidence from Ghana
    The Journal of Economic Asymmetries, 2020, 22, (C) Downloads

2019

  1. Dollarization, Inflation Targeting, and Inflationary Dynamics in Ghana
    Journal of African Business, 2019, 20, (3), 358-375 Downloads View citations (3)
  2. Executive compensation and firm risk after successful mergers and acquisitions in Africa
    Managerial and Decision Economics, 2019, 40, (6), 672-703 Downloads View citations (1)
  3. Mergers and executive compensation changes: Evidence from African markets
    Research in International Business and Finance, 2019, 48, (C), 397-419 Downloads View citations (1)
  4. Multiresolution analysis and spillovers of major cryptocurrency markets
    Research in International Business and Finance, 2019, 49, (C), 191-206 Downloads View citations (18)
  5. Time-frequency analysis of behaviourally classified financial asset markets
    Research in International Business and Finance, 2019, 50, (C), 54-69 Downloads View citations (4)
  6. Wavelet time-scale persistence analysis of cryptocurrency market returns and volatility
    Physica A: Statistical Mechanics and its Applications, 2019, 514, (C), 105-120 Downloads View citations (14)

2018

  1. African stock markets in the midst of the global financial crisis: Recoupling or decoupling?
    Research in International Business and Finance, 2018, 46, (C), 166-180 Downloads View citations (3)
  2. Currency Substitution And Stability Of Money Demand In Ghana
    Journal of Developing Areas, 2018, 52, (2), 41-53 Downloads
  3. Do mergers and acquisitions announcements create value for acquirer shareholders in Africa
    International Journal of Finance & Economics, 2018, 23, (4), 606-627 Downloads View citations (6)
  4. Effect of financial development on economic growth in sub-Saharan Africa
    Journal of Policy Modeling, 2018, 40, (6), 1104-1125 Downloads View citations (27)
  5. Electricity crisis and the effect of CO2 emissions on infrastructure-growth nexus in Sub Saharan Africa
    Renewable and Sustainable Energy Reviews, 2018, 94, (C), 945-958 Downloads View citations (3)
  6. Interdependence structure of precious metal prices: A multi-scale perspective
    Resources Policy, 2018, 59, (C), 427-434 Downloads View citations (7)
  7. Non-linear approach to Random Walk Test in selected African countries
    International Journal of Managerial Finance, 2018, 14, (3), 362-376 Downloads View citations (1)
  8. Nonlinearities in financial development–economic growth nexus: Evidence from sub-Saharan Africa
    Research in International Business and Finance, 2018, 46, (C), 95-104 Downloads View citations (25)
  9. Optimal Deficit Financing in a Constrained Fiscal Space in Ghana
    African Development Review, 2018, 30, (3), 291-303 Downloads View citations (3)
  10. Systemic Risks Spillovers and Interdependence among Stock Markets: International Evidence with Covar‐Copulas
    South African Journal of Economics, 2018, 86, (1), 82-112 Downloads View citations (2)
  11. The Nature of the finance–growth relationship: Evidence from a panel of oil-producing countries
    Economic Analysis and Policy, 2018, 60, (C), 89-102 Downloads
  12. The nexus between infrastructure (quantity and quality) and economic growth in Sub Saharan Africa
    International Review of Applied Economics, 2018, 32, (5), 641-672 Downloads View citations (4)

2017

  1. Co-movement of Africa’s equity markets: Regional and global analysis in the frequency–time domains
    Physica A: Statistical Mechanics and its Applications, 2017, 468, (C), 359-380 Downloads View citations (2)
  2. Commodity-driven integration of stock markets in Africa
    Applied Economics Letters, 2017, 24, (11), 784-789 Downloads View citations (2)
  3. Currency price risk and stock market returns in Africa: Dependence and downside spillover effects with stochastic copulas
    Journal of Multinational Financial Management, 2017, 41, (C), 92-114 Downloads View citations (6)
  4. Financial Development, Growth Volatility and Information Asymmetry in Sub†Saharan Africa: Does Law Matter?
    South African Journal of Economics, 2017, 85, (4), 570-588 Downloads View citations (48)
  5. Financial sector development, economic volatility and shocks in sub-Saharan Africa
    Physica A: Statistical Mechanics and its Applications, 2017, 484, (C), 66-81 Downloads View citations (10)
    See also Working Paper (2016)
  6. How are Africa's emerging stock markets related to advanced markets? Evidence from copulas
    Economic Modelling, 2017, 60, (C), 1-10 Downloads View citations (14)
    See also Working Paper (2016)
  7. Impact of Macroeconomic Announcements on Foreign Exchange Volatility: Evidence from South Africa
    South African Journal of Economics, 2017, 85, (3), 405-429 Downloads View citations (2)
  8. On the Causes and Effects of Exchange Rate Volatility on Economic Growth: Evidence from Ghana
    Journal of African Business, 2017, 18, (2), 169-193 Downloads View citations (28)
  9. Should Africa’s emerging markets still be considered as a separate asset class?
    Applied Economics Letters, 2017, 24, (1), 61-66 Downloads
  10. The impact of sovereign credit ratings on corporate credit ratings in South Africa
    African Journal of Economic and Management Studies, 2017, 8, (2), 126-146 Downloads

2016

  1. African stock markets convergence: Regional and global analysis
    Finance Research Letters, 2016, 18, (C), 317-321 Downloads View citations (2)
  2. Global commodities and African stocks: A ‘market of one?’
    International Review of Financial Analysis, 2016, 44, (C), 226-237 Downloads View citations (7)
  3. Maturity Effects in Futures Contracts on the SAFEX Market
    Agrekon, 2016, 55, (4), 331-355 Downloads View citations (1)
  4. On the temporary and permanent components of global construction
    Applied Economics Letters, 2016, 23, (4), 284-289 Downloads View citations (1)
  5. The relationship between financial sector development and savings mobilisation in South Africa: An empirical study
    Development Southern Africa, 2016, 33, (5), 703-718 Downloads View citations (1)

2015

  1. On the Sustainability and Synchronization of Fiscal Policy in Latin America
    Latin American Journal of Economics-formerly Cuadernos de Economía, 2015, 52, (2), 213-240 Downloads View citations (1)

2012

  1. Inflationary shocks and common economic trends: Implications for West African monetary union membership
    Journal of Policy Modeling, 2012, 34, (3), 460-475 Downloads View citations (39)
  2. Stock returns and inflation: Evidence from quantile regressions
    Economics Letters, 2012, 117, (1), 283-286 Downloads View citations (17)
    See also Working Paper (2012)
  3. Trends And Cycles In The Net Barter Terms Of Trade For Sub-Saharan Africa's Primary Commodity Exporters
    Journal of Developing Areas, 2012, 46, (2), 213-229 Downloads

2011

  1. Causal relationship between stock prices and exchange rates
    The Journal of International Trade & Economic Development, 2011, 20, (1), 67-86 Downloads View citations (23)
    See also Working Paper (2010)
  2. Return behaviour in Africa's emerging equity markets
    The Quarterly Review of Economics and Finance, 2011, 51, (2), 133-140 Downloads View citations (16)
  3. Why a diversified portfolio should include African assets
    Applied Economics Letters, 2011, 18, (14), 1333-1340 Downloads View citations (7)
    See also Working Paper (2010)

2010

  1. Can common stocks provide a hedge against inflation? Evidence from African countries
    Review of Financial Economics, 2010, 19, (3), 91-100 Downloads
    Also in Review of Financial Economics, 2010, 19, (3), 91-100 (2010) Downloads View citations (28)

    See also Working Paper (2010)
  2. Editorial
    Journal of Economic Policy Reform, 2010, 13, (1), 1-2 Downloads

2009

  1. Are African Stock Markets Integrated with the Rest of the World?
    The African Finance Journal, 2009, 11, (1), 37-53 Downloads View citations (9)
  2. Calendar Anomalies in the Ghana Stock Exchange
    Journal of Emerging Market Finance, 2009, 8, (1), 1-23 Downloads View citations (14)
  3. Modelling stock returns in Africa's emerging equity markets
    International Review of Financial Analysis, 2009, 18, (1-2), 1-11 Downloads View citations (15)
    See also Working Paper (2009)
  4. Relationship between stock returns and inflation
    Applied Economics Letters, 2009, 16, (14), 1403-1408 Downloads View citations (6)

2008

  1. Day of the week seasonality in African stock markets
    Applied Financial Economics Letters, 2008, 4, (2), 115-120 Downloads View citations (17)
  2. Nominal Exchange Rates and Price Convergence in the West African Monetary Zone
    International Journal of Business and Economics, 2008, 7, (3), 181-198 Downloads View citations (10)

2007

  1. Return Dynamics in North African Stock Markets
    The African Finance Journal, 2007, 9, (1), 39-52 Downloads

Chapters

2017

  1. The Stock Market Development and Economic Growth Puzzle: Empirical Evidence from Africa
    Palgrave Macmillan
 
Page updated 2021-12-07