36 hasil untuk "Anokye M. Adam"
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Artikel Jurnal Teks lengkap
Susceptibility of Stock Market Returns to International Economic Policy: Evidence from Effective Transfer Entropy of Africa with the Implication for Open Innovation
This study contributes to the scant finance literature on information flow from international economic policy uncertainty to emerging stock markets in Africa, using daily US economic policy uncertainty as a proxy and the daily stock market index for Botswana, Egypt, Ghana, Kenya, Morocco, Nigeria…
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Artikel Jurnal Teks lengkap
Copula-Based Assessment of Co-Movement and Tail Dependence Structure Among Major Trading Foreign Currencies in Ghana
This paper examines the joint movement and tail dependence structure between the pair of foreign exchange rates (EUR, USD and GBP) against the GHS, using daily exchange rates data expressed in GHS per unit of foreign currencies (EUR, USD and GBP) between the time range of 24 February 2009 and 19…
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Artikel Jurnal Teks lengkap
Procurement Literacy Capability Theory (PLCT): Development and Validation
Background: Ethical challenges in public procurement are often addressed through compliance approaches that stress rule awareness. These perspectives, however, offer limited insight into how ethical intentions form before professional practice. This study develops and empirically validates the…
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Artikel Jurnal
Conditional effects of local and global risk factors on the co-movements between economic growth and inflation: Insights into G8 economies
World economies have experienced rise in uncertainties which has caused misalignments in the already existing nexus between inflation and economic growth. In addition to this, the presence of nonlinearities, asymmetry, heterogeneity, and structural shocks in time series data concerning substantial…
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Artikel Jurnal
Connectedness of cryptocurrencies and gold returns: Evidence from frequency-dependent quantile regressions
This paper explores the symmetric and asymmetric dependency structure of decomposed return series of Gold and eight cryptocurrencies to establish the hedging and diversification potentials of these asset classes. Daily data spanning 30 April 2013 to 18 April 2019 are employed within the Ensemble…
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Artikel Jurnal
Co-movement of real exchange rates in the West African Monetary Zone
In three different ways of lead–lag causal relationship, covariance/correlation and coherence, we apply the wavelets analysis via the Continuous Morlet Wavelet Transform to delineate the significant frequency–time domain lead–lag relationships for the West African Monetary Zone member countries for…
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Artikel Jurnal
Economic Policy Uncertainty Linkages among Asian Countries: Evidence from Threshold Cointegration Approach
This paper employs the threshold cointegration methodology to assess the long- and short-run dynamics of asymmetric adjustment between economic policy uncertainty (EPU) of China-India, China-Japan, China-Korea, India-Japan, India-Korea, and Japan-Korea pairs using monthly EPU data ranging from…
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Artikel Jurnal
Information Flow between Global Equities and Cryptocurrencies: A VMD-Based Entropy Evaluating Shocks from COVID-19 Pandemic
The world has witnessed the adverse impact of the COVID-19 pandemic. Accordingly, it is expected that information transmission between equities and digital assets has been altered due to the hostile impact of the pandemic outbreak on financial markets. As a result, the ensuing perverse risk among…
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Artikel Jurnal
Financial outreach, total factor productivity and environmental sustainability in middle-income countries
We present evidence that technological advancement can attenuate the harmful effect of financial outreach on environmental sustainability among 58 Middle-Income countries for the period between 2004 and 2021 inclusively. We reached the conclusion after employing the two-step System General Method…
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Artikel Jurnal
How does South Africa's real estate investment trusts integrate with major global REITs markets? A time-frequency approach
We contribute to the literature on the integration of stock markets by examining the linkages between South African REIT (SA REIT) and 10 of the world's most developed REITs, from Europe, Asia, North America, and Oceania. Patterns of market co-movement are analysed using the wavelet coherence…
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Artikel Jurnal Teks lengkap
Financial inclusion and physical health functioning among aging adults in the sub-Saharan African context: Exploring social networks and gender roles
Background: It remains poorly understood how financial inclusion influences physical health functioning in later life in sub-Saharan African context and whether the association differs by gender and social relationships. We aim 1) to examine the associations of financial inclusion with functional…
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Artikel Jurnal
International Domino Effect of Liquidity Risk From South Africa Across the SSA Region
The study investigated the adverse liquidity risk spillovers from South Africa to the rest of the banking systems in the sub-Saharan Africa region. The study employed the GVAR macroeconometric framework and its associated generalised impulse response function (GIRF) to explore the interdependence…
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Artikel Jurnal
Connectedness between Gold and Cryptocurrencies in COVID-19 Pandemic: A Frequency-Dependent Asymmetric and Causality Analysis
We employ a frequency-dependent asymmetric and causality analysis to investigate the connectedness between gold and cryptocurrencies during the COVID-19 pandemic. Hence, the variational mode decomposition-based quantile regression is utilised. Findings from the study divulge that the variational…
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Artikel Jurnal
Time-varying connectedness and contagion between commodity prices and exchange rate in Sub-Saharan Africa
Market participants, policymakers, and practitioners might have ignored the connection between global commodities and the currency markets in sub-Saharan Africa and the potential for contagion at various time scales. We examine the degree of time-varying connectivity and contagion between…
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Artikel Jurnal
Do Volatilities Matter in the Interconnectedness between World Energy Commodities and Stock Markets of BRICS?
Financial markets integration has resulted in high interconnectedness among the BRICS stock markets, which minimizes diversification potentials. This has increased investors’ interest in the financialization of commodities to minimize their portfolio risks. However, the comovements between these…
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Artikel Jurnal
The dark and bright side of network complexity: Novel insights from an asymmetric supply chain recovery and disruption approach
Recent studies have conceptualized the potential for a dark and bright perspective of network complexity in relation to supply chain disruption and resilience respectively. Few empirical studies have been conducted on the relationship among supply chain network complexity, supply chain disruption…
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Artikel Jurnal
Dynamic Interdependence of Systematic Risks in Emerging Markets Economies: A Recursive-Based Frequency-Domain Approach
We examine the interdependence of systematic risk in twenty emerging market economies. The interdependence structures are performed for subregional and regional categorizations of emerging markets, which have demonstrated financial openness over the years. Hence, the Kalman filter-based wavelet…
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Artikel Jurnal
Analysing COVID-19′s impact: Gold, oil, and stock markets in African oil-exporting economies
This article employs quantile regressions to investigate the link between oil prices, gold prices, and stock market returns in five African oil-exporting nations: Nigeria, Ghana, Egypt, Algeria, and Tunisia. The analysis utilises daily data spanning from January 1, 2017, through September 30, 2021…