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Details about Peterson Owusu Junior

Workplace:School of Business, University of Cape Coast, (more information at EDIRC)

Access statistics for papers by Peterson Owusu Junior.

Last updated 2024-07-05. Update your information in the RePEc Author Service.

Short-id: pow25


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Journal Articles

2024

  1. Dynamic interdependence structure of industrial metals and the African stock market
    Resources Policy, 2024, 88, (C) Downloads
  2. Institutions and venture capital market development in sub‐Saharan Africa
    Journal of International Development, 2024, 36, (2), 1381-1406 Downloads

2023

  1. Asymmetric information flow to G7 and Nordic equities markets during COVID-19 pandemic
    Journal of Risk Finance, 2023, 24, (4), 393-423 Downloads View citations (1)
  2. Asymmetric relationships among financial sector development, corruption, foreign direct investment, and economic growth in sub-Saharan Africa
    Cogent Economics & Finance, 2023, 11, (1), 2182454 Downloads View citations (2)
  3. Asymmetric stock-bond interrelationships in Islamic markets: EEMD-based frequency-dependent and causality analyses
    Global Business and Economics Review, 2023, 28, (4), 388-424 Downloads
  4. Comovement between commodity returns in Ghana: the role of exchange rates
    Journal of Economic Structures, 2023, 12, (1), 1-24 Downloads
  5. Nexus between commodities and banking sector financial soundness: The role of general macroeconomic setting in Ghana
    Cogent Economics & Finance, 2023, 11, (1), 2173871 Downloads View citations (2)
  6. Nexus between cryptocurrencies and global uncertainty: A quantile regression approach
    Cogent Economics & Finance, 2023, 11, (2), 2282809 Downloads
  7. Nonlinear Causal Relationship Between Economic Policy Uncertainty and Macroeconomic Variables in Selected Emerging Market Economies
    Annals of Financial Economics (AFE), 2023, 18, (01), 1-34 Downloads
  8. Time-frequency connectedness between energy commodities and the influence of uncertainty measures
    International Journal of Management and Sustainability, 2023, 12, (2), 124-146 Downloads
  9. Time-varying connectedness and contagion between commodity prices and exchange rate in Sub-Saharan Africa
    Cogent Economics & Finance, 2023, 11, (2), 2237714 Downloads

2022

  1. A CEEMDAN-Based Entropy Approach Measuring Multiscale Information Flow between Macroeconomic Conditions and Stock Returns of BRICS
    Complexity, 2022, 2022, 1-24 Downloads
  2. A Nonlinear Approach to Quantifying Investor Fear in Stock Markets of BRIC
    Mathematical Problems in Engineering, 2022, 2022, 1-20 Downloads View citations (2)
  3. A new ICEEMDAN-based transfer entropy quantifying information flow between real estate and policy uncertainty
    Research in Economics, 2022, 76, (3), 189-205 Downloads View citations (4)
  4. ASYMMETRIC DEPENDENCE BETWEEN EXCHANGE RATE AND COMMODITY PRICES IN GHANA
    Annals of Financial Economics (AFE), 2022, 17, (02), 1-26 Downloads View citations (2)
  5. Connectedness between Gold and Cryptocurrencies in COVID-19 Pandemic: A Frequency-Dependent Asymmetric and Causality Analysis
    Complexity, 2022, 2022, 1-17 Downloads View citations (3)
  6. Does volatility in cryptocurrencies drive the interconnectedness between the cryptocurrencies market? Insights from wavelets
    Cogent Economics & Finance, 2022, 10, (1), 2061682 Downloads View citations (13)
  7. Dynamic Connectedness, Spillovers, and Delayed Contagion between Islamic and Conventional Bond Markets: Time- and Frequency-Domain Approach in COVID-19 Era
    Discrete Dynamics in Nature and Society, 2022, 2022, 1-18 Downloads View citations (4)
  8. Flights-to-and-from-Quality with Islamic and Conventional Bonds in the COVID-19 Pandemic Era: ICEEMDAN-Based Transfer Entropy
    Complexity, 2022, 2022, 1-25 Downloads View citations (4)
  9. GAS and GARCH based value-at-risk modeling of precious metals
    Resources Policy, 2022, 75, (C) Downloads View citations (7)
  10. Interdependence of economic policy uncertainty and business cycles in selected emerging market economies
    Journal of Financial Economic Policy, 2022, 14, (5), 601-632 Downloads
  11. Multi-Frequency Information Flows between Global Commodities and Uncertainties: Evidence from COVID-19 Pandemic
    Complexity, 2022, 2022, 1-32 Downloads View citations (3)
  12. On Exchange Rate Predictability and Adaptive Market Hypothesis in South Africa
    Journal of African Business, 2022, 23, (4), 984-1008 Downloads
  13. On the goodness-of-fits of the generalized lambda distribution on high-frequency stock index returns
    Cogent Economics & Finance, 2022, 10, (1), 2095764 Downloads
  14. Quantifying Information Flows among Developed and Emerging Equity Markets
    Mathematical Problems in Engineering, 2022, 2022, 1-19 Downloads
  15. Quantifying information transfer between Commodities and Implied Volatilities in the Energy Markets: A Multi-frequency Approach
    International Journal of Energy Economics and Policy, 2022, 12, (5), 472-481 Downloads
  16. Safe haven, hedge and diversification for African stocks: cryptocurrencies versus gold in time-frequency perspective
    Cogent Economics & Finance, 2022, 10, (1), 2114171 Downloads View citations (3)
  17. Situated Information Flow between Food Commodity and Regional Equity Markets: An EEMD-Based Transfer Entropy Analysis
    Discrete Dynamics in Nature and Society, 2022, 2022, 1-28 Downloads View citations (6)
  18. Time-varying risk analysis for commodity futures
    Resources Policy, 2022, 78, (C) Downloads View citations (1)

2021

  1. Analysing the relationship between global REITs and exchange rates: Fresh evidence from frequency-based quantile regressions
    Advances in Decision Sciences, 2021, 25, (3), 58-91 Downloads View citations (2)
  2. COVID-19 as Information Transmitter to Global Equity Markets: Evidence from CEEMDAN-Based Transfer Entropy Approach
    Mathematical Problems in Engineering, 2021, 2021, 1-19 Downloads View citations (9)
  3. Crude oil shocks and African stock markets
    Research in International Business and Finance, 2021, 55, (C) Downloads View citations (17)
  4. Financial sector and economic growth amid external uncertainty shocks: Insights into emerging economies
    PLOS ONE, 2021, 16, (11), 1-26 Downloads View citations (5)
  5. Information Flow between Global Equities and Cryptocurrencies: A VMD-Based Entropy Evaluating Shocks from COVID-19 Pandemic
    Complexity, 2021, 2021, 1-25 Downloads View citations (8)
  6. Modelling the heterogeneous relationship between the crude oil implied volatility index and African stocks in the coronavirus pandemic
    Resources Policy, 2021, 74, (C) Downloads View citations (12)

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 View citations (10)
  2. Are there asymmetric linkages between African stocks and exchange rates?
    Research in International Business and Finance, 2020, 54, (C) Downloads View citations (5)
  3. Connectedness of cryptocurrencies and gold returns: Evidence from frequency-dependent quantile regressions
    Cogent Economics & Finance, 2020, 8, (1), 1804037 Downloads View citations (8)
  4. Modelling the asymmetric linkages between spot gold prices and African stocks
    Research in International Business and Finance, 2020, 54, (C) Downloads View citations (9)
  5. Risks in emerging markets equities: Time-varying versus spatial risk analysis
    Physica A: Statistical Mechanics and its Applications, 2020, 542, (C) Downloads View citations (2)
  6. Shape-shift contagion in emerging markets equities: evidence from frequency- and time-domain analysis
    Economics and Business Letters, 2020, 9, (3), 146-156 Downloads

2019

  1. Interdependence of Major Exchange Rates in Ghana: A Wavelet Coherence Analysis
    Journal of African Business, 2019, 20, (3), 407-430 Downloads View citations (10)
  2. On the global integration of REITs market returns: A multiresolution analysis
    Cogent Economics & Finance, 2019, 7, (1), 1690211 Downloads View citations (2)

2018

  1. Behaviour of Johannesburg Stock Exchange All Share Index Returns - An Asymmetric GARCH and News Impact Effects Approach
    SPOUDAI Journal of Economics and Business, 2018, 68, (1), 26-42 Downloads
  2. Co-movement of stock exchange indices and exchange rates in Ghana: A wavelet coherence analysis
    Cogent Business & Management, 2018, 5, (1), 1481559 Downloads View citations (8)

2017

  1. Co-movement of real exchange rates in the West African Monetary Zone
    Cogent Economics & Finance, 2017, 5, (1), 1351807 Downloads View citations (4)
 
Page updated 2024-07-13