Details about Clement Kweku Kyei

Access statistics for papers by Clement Kweku Kyei.

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Short-id: pky35

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
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 (3)
   See also Journal Article High-Frequency Predictability of Housing Market Movements of the United States: The Role of Economic Sentiment, Journal of Behavioral Finance, Taylor & Francis Journals (2021) View citations (6) (2021)
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
   See also Journal Article Investor sentiment and dollar-pound exchange rate returns: Evidence from over a century of data using a cross-quantilogram approach, Finance Research Letters, Elsevier (2021) View citations (9) (2021)
4. Predicting Firm-Level Volatility in the United States: The Role of Monetary Policy Uncertainty
   Working Papers, University of Pretoria, Department of Economics View citations (2)
   See also Journal Article Predicting firm-level volatility in the United States: the role of monetary policy uncertainty, Economics and Business Letters, Oviedo University Press (2020) View citations (2) (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 (4)
   See also Journal Article Uncertainty and daily predictability of housing returns and volatility of the United States: Evidence from a higher-order nonparametric causality-in-quantiles test, The Quarterly Review of Economics and Finance, Elsevier (2021) View citations (5) (2021)

2019

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

2018

7. 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)

2016

8. 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 (17)
9. 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 (14)

2015

10. A Nonlinear Approach for Predicting Stock Returns and Volatility with the Use of Investor Sentiment Indices
    Working Papers, University of Pretoria, Department of Economics View citations (1)
    See also Journal Article A non-linear approach for predicting stock returns and volatility with the use of investor sentiment indices, Applied Economics, Taylor & Francis Journals (2016) View citations (17) (2016)
11. 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)
12. 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 (3)
    See also Journal Article Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test, Open Economies Review, Springer (2016) View citations (106) (2016)
13. On Economic Uncertainty, Stock Market Predictability and Nonlinear Spillover Effects
    Working Papers, University of Pretoria, Department of Economics View citations (7)
    See also Journal Article On economic uncertainty, stock market predictability and nonlinear spillover effects, The North American Journal of Economics and Finance, Elsevier (2016) View citations (51) (2016)
14. 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 (4)
    See also Journal Article Predictability of sustainable investments and the role of uncertainty: evidence from a non-parametric causality-in-quantiles test, Applied Economics, Taylor & Francis Journals (2016) View citations (14) (2016)
15. 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 (2)
16. 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 (11)
17. 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 (6)

2014

18. The Relationship between Oil and Agricultural Commodity Prices: A Quantile Causality Approach
    Working Papers, University of Pretoria, Department of Economics View citations (10)

Journal Articles

2021

1. Distributional impacts of taxing water pollution in the Olifants river basin of South Africa
   Development Southern Africa, 2021, 38, (6), 1001-1016
2. High-Frequency Predictability of Housing Market Movements of the United States: The Role of Economic Sentiment
   Journal of Behavioral Finance, 2021, 22, (4), 490-498 View citations (6)
   See also Working Paper High-Frequency Predictability of Housing Market Movements of the United States: The Role of Economic Sentiment, Working Papers (2020) View citations (3) (2020)
3. Investor sentiment and dollar-pound exchange rate returns: Evidence from over a century of data using a cross-quantilogram approach
   Finance Research Letters, 2021, 38, (C) View citations (9)
   See also Working Paper Investor Sentiment and Dollar-Pound Exchange Rate Returns: Evidence from Over a Century of Data Using a Cross-Quantilogram Approach, Working Papers (2020) (2020)
4. Uncertainty and daily predictability of housing returns and volatility of the United States: Evidence from a higher-order nonparametric causality-in-quantiles test
   The Quarterly Review of Economics and Finance, 2021, 82, (C), 200-206 View citations (5)
   See also Working Paper 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 (2020) View citations (4) (2020)
5. Welfare impacts of introducing water pollution tax in the Olifants river basin in South Africa: A revisited analysis using a top-down micro-accounting approach
   Agrekon, 2021, 60, (3), 253-263 View citations (1)

2020

6. Predicting firm-level volatility in the United States: the role of monetary policy uncertainty
   Economics and Business Letters, 2020, 9, (3), 167-177 View citations (2)
   See also Working Paper Predicting Firm-Level Volatility in the United States: The Role of Monetary Policy Uncertainty, Working Papers (2020) View citations (2) (2020)

2019

7. 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 View citations (41)

2018

8. 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 View citations (28)

2016

9. A non-linear approach for predicting stock returns and volatility with the use of investor sentiment indices
   Applied Economics, 2016, 48, (31), 2895-2898 View citations (17)
   See also Working Paper A Nonlinear Approach for Predicting Stock Returns and Volatility with the Use of Investor Sentiment Indices, Working Papers (2015) View citations (1) (2015)
10. 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 View citations (106)
    See also Working Paper Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test, Working Papers (2015) View citations (3) (2015)
11. On economic uncertainty, stock market predictability and nonlinear spillover effects
    The North American Journal of Economics and Finance, 2016, 36, (C), 184-191 View citations (51)
    See also Working Paper On Economic Uncertainty, Stock Market Predictability and Nonlinear Spillover Effects, Working Papers (2015) View citations (7) (2015)
12. 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 View citations (14)
    See also Working Paper Predictability of Sustainable Investments and the Role of Uncertainty: Evidence from a Non-Parametric Causality-in-Quantiles Test, Working Papers (2015) View citations (4) (2015)
13. The relationship between oil and agricultural commodity prices in South Africa: A quantile causality approach
    Journal of Developing Areas, 2016, 50, (3), 93-107 View citations (7)
    Also in Journal of Developing Areas, 2016, 50, (2), 137-152 (2016) View citations (7)

2012

14. 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 View citations (4)

Chapters

2024

1. Sustainable Development Goal 8: Decent work and economic growth
   Chapter 20 in Handbook on Public Policy and Food Security, 2024, pp 204-213