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Details about Paul Alagidede

E-mail:
Homepage:http://www.african-review.com/
Phone:0027781781310
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 Paul Alagidede.

Last updated 2018-08-05. Update your information in the RePEc Author Service.

Short-id: pal280


Jump to Journal Articles

Working Papers

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

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 (1)
  3. Financial sector development, economic volatility and shocks in sub-Saharan Africa
    Working Papers, Economic Research Southern Africa Downloads
    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 (4)
    See also Journal Article in Environmental Economics and Policy Studies (2016)

2012

  1. Stock returns and Inflation:Evidence from Quantile Regressions
    Discussion Paper Series, Department of Economics, University of Macedonia Downloads View citations (9)
    See also Journal Article in Economics Letters (2012)

2010

  1. Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries
    Stirling Economics Discussion Papers, University of Stirling, Division of Economics Downloads View citations (18)
    Also in Discussion Paper Series, Department of Economics, University of Macedonia (2010) Downloads View citations (17)
    Working Paper series, Rimini Centre for Economic Analysis (2010) Downloads View citations (18)
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum (2010) Downloads View citations (18)

    See also Journal Article in Review of Financial Economics (2010)
  2. Causal Relationship between Stock Prices and Exchange Rates
    Stirling Economics Discussion Papers, University of Stirling, Division of Economics Downloads View citations (2)
    Also in Discussion Paper Series, Department of Economics, University of Macedonia (2010) Downloads View citations (1)

    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
    Working Papers, Nottingham Trent University, Nottingham Business School, Economics Division 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
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum Downloads
    Also in Stirling Economics Discussion Papers, University of Stirling, Division of Economics (2010) Downloads
    Working Paper series, Rimini Centre for Economic Analysis (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 (13)
    Also in Discussion Paper Series, Department of Economics, University of Macedonia (2009) Downloads View citations (7)

    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 (1)

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 (2)

Journal Articles

2018

  1. Currency Substitution And Stability Of Money Demand In Ghana
    Journal of Developing Areas, 2018, 52, (2), 41-53 Downloads
  2. Systemic Risks Spillovers and Interdependence among Stock Markets: International Evidence with Covar‐Copulas
    South African Journal of Economics, 2018, 86, (1), 82-112 Downloads

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 (1)
  2. Commodity-driven integration of stock markets in Africa
    Applied Economics Letters, 2017, 24, (11), 784-789 Downloads
  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
  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
  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
    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 (6)
    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
  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
  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 (1)
  2. Global commodities and African stocks: A ‘market of one?’
    International Review of Financial Analysis, 2016, 44, (C), 226-237 Downloads View citations (2)
  3. Maturity Effects in Futures Contracts on the SAFEX Market
    Agrekon, 2016, 55, (4), 331-355 Downloads
  4. On the temporary and permanent components of global construction
    Applied Economics Letters, 2016, 23, (4), 284-289 Downloads
  5. The effect of climate change on economic growth: evidence from Sub-Saharan Africa
    Environmental Economics and Policy Studies, 2016, 18, (3), 417-436 Downloads View citations (1)
    See also Working Paper (2014)
  6. The relationship between financial sector development and savings mobilisation in South Africa: An empirical study
    Development Southern Africa, 2016, 33, (5), 703-718 Downloads

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

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 (24)
  2. Stock returns and inflation: Evidence from quantile regressions
    Economics Letters, 2012, 117, (1), 283-286 Downloads View citations (10)
    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 (14)
    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 (12)
  3. Why a diversified portfolio should include African assets
    Applied Economics Letters, 2011, 18, (14), 1333-1340 Downloads View citations (6)
    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 View citations (20)
    See also Working Paper (2010)
  2. Editorial
    Journal of Economic Policy Reform, 2010, 13, (1), 1-2 Downloads
  3. 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 (9)
  3. Modelling stock returns in Africa's emerging equity markets
    International Review of Financial Analysis, 2009, 18, (1-2), 1-11 Downloads View citations (13)
    See also Working Paper (2009)
  4. Relationship between stock returns and inflation
    Applied Economics Letters, 2009, 16, (14), 1403-1408 Downloads View citations (5)

2008

  1. Day of the week seasonality in African stock markets
    Applied Financial Economics Letters, 2008, 4, (2), 115-120 Downloads View citations (11)
  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 (9)

2007

  1. Return Dynamics in North African Stock Markets
    The African Finance Journal, 2007, 9, (1), 39-52 Downloads
 
Page updated 2018-09-22