Details about Peterson Owusu Junior
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
- Dynamic interdependence structure of industrial metals and the African stock market
Resources Policy, 2024, 88, (C)
- Institutions and venture capital market development in sub‐Saharan Africa
Journal of International Development, 2024, 36, (2), 1381-1406
2023
- Asymmetric information flow to G7 and Nordic equities markets during COVID-19 pandemic
Journal of Risk Finance, 2023, 24, (4), 393-423 View citations (1)
- Asymmetric relationships among financial sector development, corruption, foreign direct investment, and economic growth in sub-Saharan Africa
Cogent Economics & Finance, 2023, 11, (1), 2182454 View citations (2)
- Asymmetric stock-bond interrelationships in Islamic markets: EEMD-based frequency-dependent and causality analyses
Global Business and Economics Review, 2023, 28, (4), 388-424
- Comovement between commodity returns in Ghana: the role of exchange rates
Journal of Economic Structures, 2023, 12, (1), 1-24
- Nexus between commodities and banking sector financial soundness: The role of general macroeconomic setting in Ghana
Cogent Economics & Finance, 2023, 11, (1), 2173871 View citations (2)
- Nexus between cryptocurrencies and global uncertainty: A quantile regression approach
Cogent Economics & Finance, 2023, 11, (2), 2282809
- 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
- Time-frequency connectedness between energy commodities and the influence of uncertainty measures
International Journal of Management and Sustainability, 2023, 12, (2), 124-146
- Time-varying connectedness and contagion between commodity prices and exchange rate in Sub-Saharan Africa
Cogent Economics & Finance, 2023, 11, (2), 2237714
2022
- A CEEMDAN-Based Entropy Approach Measuring Multiscale Information Flow between Macroeconomic Conditions and Stock Returns of BRICS
Complexity, 2022, 2022, 1-24
- A Nonlinear Approach to Quantifying Investor Fear in Stock Markets of BRIC
Mathematical Problems in Engineering, 2022, 2022, 1-20 View citations (2)
- A new ICEEMDAN-based transfer entropy quantifying information flow between real estate and policy uncertainty
Research in Economics, 2022, 76, (3), 189-205 View citations (4)
- ASYMMETRIC DEPENDENCE BETWEEN EXCHANGE RATE AND COMMODITY PRICES IN GHANA
Annals of Financial Economics (AFE), 2022, 17, (02), 1-26 View citations (2)
- Connectedness between Gold and Cryptocurrencies in COVID-19 Pandemic: A Frequency-Dependent Asymmetric and Causality Analysis
Complexity, 2022, 2022, 1-17 View citations (3)
- Does volatility in cryptocurrencies drive the interconnectedness between the cryptocurrencies market? Insights from wavelets
Cogent Economics & Finance, 2022, 10, (1), 2061682 View citations (13)
- 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 View citations (4)
- 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 View citations (4)
- GAS and GARCH based value-at-risk modeling of precious metals
Resources Policy, 2022, 75, (C) View citations (7)
- Interdependence of economic policy uncertainty and business cycles in selected emerging market economies
Journal of Financial Economic Policy, 2022, 14, (5), 601-632
- Multi-Frequency Information Flows between Global Commodities and Uncertainties: Evidence from COVID-19 Pandemic
Complexity, 2022, 2022, 1-32 View citations (3)
- On Exchange Rate Predictability and Adaptive Market Hypothesis in South Africa
Journal of African Business, 2022, 23, (4), 984-1008
- On the goodness-of-fits of the generalized lambda distribution on high-frequency stock index returns
Cogent Economics & Finance, 2022, 10, (1), 2095764
- Quantifying Information Flows among Developed and Emerging Equity Markets
Mathematical Problems in Engineering, 2022, 2022, 1-19
- 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
- Safe haven, hedge and diversification for African stocks: cryptocurrencies versus gold in time-frequency perspective
Cogent Economics & Finance, 2022, 10, (1), 2114171 View citations (3)
- 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 View citations (6)
- Time-varying risk analysis for commodity futures
Resources Policy, 2022, 78, (C) View citations (1)
2021
- 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 View citations (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 View citations (9)
- Crude oil shocks and African stock markets
Research in International Business and Finance, 2021, 55, (C) View citations (17)
- Financial sector and economic growth amid external uncertainty shocks: Insights into emerging economies
PLOS ONE, 2021, 16, (11), 1-26 View citations (5)
- Information Flow between Global Equities and Cryptocurrencies: A VMD-Based Entropy Evaluating Shocks from COVID-19 Pandemic
Complexity, 2021, 2021, 1-25 View citations (8)
- Modelling the heterogeneous relationship between the crude oil implied volatility index and African stocks in the coronavirus pandemic
Resources Policy, 2021, 74, (C) View citations (12)
2020
- Analysis of EEMD-based quantile-in-quantile approach on spot- futures prices of energy and precious metals in India
Resources Policy, 2020, 68, (C) View citations (10)
- Are there asymmetric linkages between African stocks and exchange rates?
Research in International Business and Finance, 2020, 54, (C) View citations (5)
- Connectedness of cryptocurrencies and gold returns: Evidence from frequency-dependent quantile regressions
Cogent Economics & Finance, 2020, 8, (1), 1804037 View citations (8)
- Modelling the asymmetric linkages between spot gold prices and African stocks
Research in International Business and Finance, 2020, 54, (C) View citations (9)
- Risks in emerging markets equities: Time-varying versus spatial risk analysis
Physica A: Statistical Mechanics and its Applications, 2020, 542, (C) View citations (2)
- Shape-shift contagion in emerging markets equities: evidence from frequency- and time-domain analysis
Economics and Business Letters, 2020, 9, (3), 146-156
2019
- Interdependence of Major Exchange Rates in Ghana: A Wavelet Coherence Analysis
Journal of African Business, 2019, 20, (3), 407-430 View citations (10)
- On the global integration of REITs market returns: A multiresolution analysis
Cogent Economics & Finance, 2019, 7, (1), 1690211 View citations (2)
2018
- 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
- Co-movement of stock exchange indices and exchange rates in Ghana: A wavelet coherence analysis
Cogent Business & Management, 2018, 5, (1), 1481559 View citations (8)
2017
- Co-movement of real exchange rates in the West African Monetary Zone
Cogent Economics & Finance, 2017, 5, (1), 1351807 View citations (4)
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