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Details about Clement Kweku Kyei

Workplace:Faculty of Economic and Management Sciences, University of Pretoria, (more information at EDIRC)

Access statistics for papers by Clement Kweku Kyei.

Last updated 2021-01-06. Update your information in the RePEc Author Service.

Short-id: pky35


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Working Papers

2020

  1. High-Frequency Movements of the Term Structure of Interest Rates of the United States: The Role of Oil Market Uncertainty
    Working Papers, University of Pretoria, Department of Economics Downloads
  2. High-Frequency Predictability of Housing Market Movements of the United States: The Role of Economic Sentiment
    Working Papers, University of Pretoria, Department of Economics View citations (1)
  3. Investor Sentiment and Dollar-Pound Exchange Rate Returns: Evidence from Over a Century of Data Using a Cross-Quantilogram Approach
    Working Papers, University of Pretoria, Department of Economics
  4. Predicting Firm-Level Volatility in the United States: The Role of Monetary Policy Uncertainty
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article in Economics and Business Letters (2020)
  5. Uncertainty and Daily Predictability of Housing Returns and Volatility of the United States: Evidence from a Higher-Order Nonparametric Causality-in-Quantiles Test
    Working Papers, University of Pretoria, Department of Economics View citations (1)

2019

  1. Monetary Policy Uncertainty and Volatility Jumps in Advanced Equity Markets
    Working Papers, University of Pretoria, Department of Economics

2018

  1. The economy-wide implications of a tax policy to reduce water pollution: a case of the Olifants river basin, South Africa
    2018 Annual Conference, September 25-27, Cape Town, South Africa, Agricultural Economics Association of South Africa (AEASA) Downloads

2016

  1. Components of Economic Policy Uncertainty and Predictability of US Stock Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantile Approach
    Working Papers, University of Pretoria, Department of Economics View citations (10)
  2. Does Geopolitical Risks Predict Stock Returns and Volatility of Leading Defense Companies? Evidence from a Nonparametric Approach
    Working Papers, University of Pretoria, Department of Economics View citations (9)

2015

  1. A Nonlinear Approach for Predicting Stock Returns and Volatility with the Use of Investor Sentiment Indices
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article in Applied Economics (2016)
  2. Causality and Contagion in EMU Sovereign Bonds Revisited: Novel Evidence from Nonlinear Causality Tests
    Working Papers, University of Pretoria, Department of Economics View citations (1)
  3. Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test
    Working Papers, University of Pretoria, Department of Economics View citations (2)
    See also Journal Article in Open Economies Review (2016)
  4. On Economic Uncertainty, Stock Market Predictability and Nonlinear Spillover Effects
    Working Papers, University of Pretoria, Department of Economics View citations (5)
    See also Journal Article in The North American Journal of Economics and Finance (2016)
  5. Predictability of Sustainable Investments and the Role of Uncertainty: Evidence from a Non-Parametric Causality-in-Quantiles Test
    Working Papers, University of Pretoria, Department of Economics View citations (5)
    See also Journal Article in Applied Economics (2016)
  6. Predicting Stock Returns and Volatility with Investor Sentiment Indices: A Reconsideration using a Nonparametric Causality-in-Quantiles Test
    Working Papers, University of Pretoria, Department of Economics View citations (1)
  7. South African Stock Returns Predictability using Domestic and Global Economic Policy Uncertainty: Evidence from a Nonparametric Causality-in-Quantiles Approach
    Working Papers, University of Pretoria, Department of Economics View citations (2)
  8. The Role of Domestic and Global Economic Policy Uncertainties in Predicting Stock Returns and their Volatility for Hong Kong, Malaysia and South Korea: Evidence from a Nonparametric Causality-in-Quantiles Approach
    Working Papers, University of Pretoria, Department of Economics View citations (5)

2014

  1. The Relationship between Oil and Agricultural Commodity Prices: A Quantile Causality Approach
    Working Papers, University of Pretoria, Department of Economics View citations (7)

Journal Articles

2020

  1. Predicting firm-level volatility in the United States: the role of monetary policy uncertainty
    Economics and Business Letters, 2020, 9, (3), 167-177 Downloads
    See also Working Paper (2020)

2019

  1. The role of economic policy uncertainties in predicting stock returns and their volatility for Hong Kong, Malaysia and South Korea
    International Review of Economics & Finance, 2019, 59, (C), 150-163 Downloads View citations (9)

2018

  1. PREDICTING STOCK RETURNS AND VOLATILITY WITH INVESTOR SENTIMENT INDICES: A RECONSIDERATION USING A NONPARAMETRIC CAUSALITY†IN†QUANTILES TEST
    Bulletin of Economic Research, 2018, 70, (1), 74-87 Downloads View citations (8)

2016

  1. A non-linear approach for predicting stock returns and volatility with the use of investor sentiment indices
    Applied Economics, 2016, 48, (31), 2895-2898 Downloads View citations (8)
    See also Working Paper (2015)
  2. Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test
    Open Economies Review, 2016, 27, (2), 229-250 Downloads View citations (37)
    See also Working Paper (2015)
  3. On economic uncertainty, stock market predictability and nonlinear spillover effects
    The North American Journal of Economics and Finance, 2016, 36, (C), 184-191 Downloads View citations (26)
    See also Working Paper (2015)
  4. Predictability of sustainable investments and the role of uncertainty: evidence from a non-parametric causality-in-quantiles test
    Applied Economics, 2016, 48, (48), 4655-4665 Downloads View citations (6)
    See also Working Paper (2015)
  5. The relationship between oil and agricultural commodity prices in South Africa: A quantile causality approach
    Journal of Developing Areas, 2016, 50, (3), 93-107 Downloads View citations (2)
    Also in Journal of Developing Areas, 2016, 50, (2), 137-152 (2016) Downloads View citations (2)

2012

  1. The effects of climatic variables and crop area on maize yield and variability in Ghana
    Russian Journal of Agricultural and Socio-Economic Sciences, 2012, 10, (10), 10-13 Downloads View citations (1)
 
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