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Publications

by alumni of

Wits Business School
Faculty of Commerce, Law and Management
University of the Witwatersrand
Johannesburg, South Africa

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

| Journal articles |

Journal articles

2024

  1. Woode, John Kingsley & Owusu Junior, Peterson & Adam, Anokye M., 2024. "Dynamic interdependence structure of industrial metals and the African stock market," Resources Policy, Elsevier, vol. 88(C).
  2. Ebenezer Boateng & Peterson Owusu Junior & John G. Gatsi & Adam M. Anokye & Mac Junior Abeka & Emmanuel Asafo‐Adjei, 2024. "Institutions and venture capital market development in sub‐Saharan Africa," Journal of International Development, John Wiley & Sons, Ltd., vol. 36(2), pages 1381-1406, March.

2023

  1. Peterson Owusu Junior & Ngo Thai Hung, 2023. "Asymmetric information flow to G7 and Nordic equities markets during COVID-19 pandemic," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 24(4), pages 393-423, May.
  2. Ahmed Bossman & Peterson Owusu Junior & Anokye Mohamed Adam & Samuel Kwaku Agyei, 2023. "Asymmetric stock-bond interrelationships in Islamic markets: EEMD-based frequency-dependent and causality analyses," Global Business and Economics Review, Inderscience Enterprises Ltd, vol. 28(4), pages 388-424.
  3. Bernice Nkrumah-Boadu & Peterson Owusu Junior & Anokye M Adam & Vincent Adela, 2023. "Time-frequency connectedness between energy commodities and the influence of uncertainty measures," International Journal of Management and Sustainability, Conscientia Beam, vol. 12(2), pages 124-146.
  4. Zynobia Barson & Peterson Owusu Junior & Anokye Mohammed Adam, 2023. "Comovement between commodity returns in Ghana: the role of exchange rates," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 12(1), pages 1-24, December.
  5. Collins Baffour Kyei & Emmanuel Asafo-Adjei & Peterson Owusu Junior & Anokye Mohammed Adam & Anthony Adu-Asare Idun & Justice K.G Agyenim Boateng, 2023. "Nexus between commodities and banking sector financial soundness: The role of general macroeconomic setting in Ghana," Cogent Economics & Finance, Taylor & Francis Journals, vol. 11(1), pages 2173871-217, December.
  6. Emmanuel Asafo-Adjei & Peterson Owusu Junior & Anokye M. Adam & Clement Lamboi Arthur & Ebenezer Boateng & Kwadwo Ankomah, 2023. "Asymmetric relationships among financial sector development, corruption, foreign direct investment, and economic growth in sub-Saharan Africa," Cogent Economics & Finance, Taylor & Francis Journals, vol. 11(1), pages 2182454-218, December.
  7. Richard Takyi Opoku & Anokye M. Adam & Zangina Mohammed Isshaq & Peterson Owusu Junior, 2023. "Time-varying connectedness and contagion between commodity prices and exchange rate in Sub-Saharan Africa," Cogent Economics & Finance, Taylor & Francis Journals, vol. 11(2), pages 2237714-223, June.
  8. John Kingsley Woode & Peterson Owusu Junior & Anokye M. Adam & Emmanuel Assifuah-Nunoo & Audrey Foriwaa Adjei, 2023. "Nexus between cryptocurrencies and global uncertainty: A quantile regression approach," Cogent Economics & Finance, Taylor & Francis Journals, vol. 11(2), pages 2282809-228, October.
  9. Abigail Naa Korkor Adjei & George Tweneboah & Peterson Owusu Junior, 2023. "Nonlinear Causal Relationship Between Economic Policy Uncertainty and Macroeconomic Variables in Selected Emerging Market Economies," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 18(01), pages 1-34, March.

2022

  1. Thobekile Qabhobho & Emmanuel Asafo-Adjei & Peterson Owusu Junior & Anokye M. Adam, 2022. "Quantifying information transfer between Commodities and Implied Volatilities in the Energy Markets: A Multi-frequency Approach," International Journal of Energy Economics and Policy, Econjournals, vol. 12(5), pages 472-481, September.
  2. Owusu Junior, Peterson & Tiwari, Aviral Kumar & Tweneboah, George & Asafo-Adjei, Emmanuel, 2022. "GAS and GARCH based value-at-risk modeling of precious metals," Resources Policy, Elsevier, vol. 75(C).
  3. Rehman, Mobeen Ur & Owusu Junior, Peterson & Ahmad, Nasir & Vo, Xuan Vinh, 2022. "Time-varying risk analysis for commodity futures," Resources Policy, Elsevier, vol. 78(C).
  4. Bossman, Ahmed & Umar, Zaghum & Agyei, Samuel Kwaku & Junior, Peterson Owusu, 2022. "A new ICEEMDAN-based transfer entropy quantifying information flow between real estate and policy uncertainty," Research in Economics, Elsevier, vol. 76(3), pages 189-205.
  5. Abigail Naa Korkor Adjei & George Tweneboah & Peterson Owusu Junior, 2022. "Interdependence of economic policy uncertainty and business cycles in selected emerging market economies," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 14(5), pages 601-632, January.
  6. Ahmed Bossman & Samuel Kwaku Agyei & Peterson Owusu Junior & Ellen Animah Agyei & Patrick Kwashie Akorsu & Edward Marfo-Yiadom & George Amfo-Antiri & Mariya Gubareva, 2022. "Flights-to-and-from-Quality with Islamic and Conventional Bonds in the COVID-19 Pandemic Era: ICEEMDAN-Based Transfer Entropy," Complexity, Hindawi, vol. 2022, pages 1-25, January.
  7. Emmanuel Asafo-Adjei & Siaw Frimpong & Peterson Owusu Junior & Anokye Mohammed Adam & Ebenezer Boateng & Robert Ofori Abosompim & A. Dionisio, 2022. "Multi-Frequency Information Flows between Global Commodities and Uncertainties: Evidence from COVID-19 Pandemic," Complexity, Hindawi, vol. 2022, pages 1-32, May.
  8. Zynobia Barson & Peterson Owusu Junior & Anokye M. Adam & Emmanuel Asafo-Adjei & Mariya Gubareva, 2022. "Connectedness between Gold and Cryptocurrencies in COVID-19 Pandemic: A Frequency-Dependent Asymmetric and Causality Analysis," Complexity, Hindawi, vol. 2022, pages 1-17, April.
  9. Emmanuel Asafo-Adjei & Anokye Mohammed Adam & Peterson Owusu Junior & Patrick Kwashie Akorsu & Clement Lamboi Arthur & A. Dionisio, 2022. "A CEEMDAN-Based Entropy Approach Measuring Multiscale Information Flow between Macroeconomic Conditions and Stock Returns of BRICS," Complexity, Hindawi, vol. 2022, pages 1-24, August.
  10. Peterson Owusu Junior & Stefan Cristian Gherghina, 2022. "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, Hindawi, vol. 2022, pages 1-18, March.
  11. Samuel Kwaku Agyei & Peterson Owusu Junior & Ahmed Bossman & Emmanuel Yaw Arhin & Stefan Cristian Gherghina, 2022. "Situated Information Flow between Food Commodity and Regional Equity Markets: An EEMD-Based Transfer Entropy Analysis," Discrete Dynamics in Nature and Society, Hindawi, vol. 2022, pages 1-28, April.
  12. Ebenezer Boateng & Peterson Owusu Junior & Anokye M. Adam & Mac Jr. Abeka & Thobekile Qabhobho & Emmanuel Asafo-Adjei & Yuxing Li, 2022. "Quantifying Information Flows among Developed and Emerging Equity Markets," Mathematical Problems in Engineering, Hindawi, vol. 2022, pages 1-19, August.
  13. Emmanuel Asafo-Adjei & Ahmed Bossman & Ebenezer Boateng & Peterson Owusu Junior & Anthony Adu-Asare Idun & Samuel K. Agyei & Anokye Mohammed Adam & Yuxing Li, 2022. "A Nonlinear Approach to Quantifying Investor Fear in Stock Markets of BRIC," Mathematical Problems in Engineering, Hindawi, vol. 2022, pages 1-20, August.
  14. Samuel Kwaku Agyei & Anokye Mohammed Adam & Ahmed Bossman & Oliver Asiamah & Peterson Owusu Junior & Roberta Asafo-Adjei & Emmanuel Asafo-Adjei, 2022. "Does volatility in cryptocurrencies drive the interconnectedness between the cryptocurrencies market? Insights from wavelets," Cogent Economics & Finance, Taylor & Francis Journals, vol. 10(1), pages 2061682-206, December.
  15. Peterson Owusu Junior & Nagaratnam Jeyasreedharan & Imhotep Paul Alagidede, 2022. "On the goodness-of-fits of the generalized lambda distribution on high-frequency stock index returns," Cogent Economics & Finance, Taylor & Francis Journals, vol. 10(1), pages 2095764-209, December.
  16. Bernice Nkrumah-Boadu & Peterson Owusu Junior & AnokyeM Adam & Emmanuel Asafo-Adjei, 2022. "Safe haven, hedge and diversification for African stocks: cryptocurrencies versus gold in time-frequency perspective," Cogent Economics & Finance, Taylor & Francis Journals, vol. 10(1), pages 2114171-211, December.
  17. George Tweneboah & Michael E. Asamoah & Peterson Owusu Junior, 2022. "On Exchange Rate Predictability and Adaptive Market Hypothesis in South Africa," Journal of African Business, Taylor & Francis Journals, vol. 23(4), pages 984-1008, October.
  18. Christina Archer & Peterson Owusu Junior & Anokye M. Adam & Emmanuel Asafo-Adjei & Stephen Baffoe, 2022. "Asymmetric Dependence Between Exchange Rate And Commodity Prices In Ghana," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 17(02), pages 1-26, June.

2021

  1. Kola Ijasan & Peterson Owusu Junior & George Tweneboah & Tunbosun Oyedokun & Anokye M. Adam, 2021. "Analysing the relationship between global REITs and exchange rates: Fresh evidence from frequency-based quantile regressions," Advances in Decision Sciences, Asia University, Taiwan, vol. 25(3), pages 58-91, September.
  2. Boateng, Ebenezer & Adam, Anokye M. & Junior, Peterson Owusu, 2021. "Modelling the heterogeneous relationship between the crude oil implied volatility index and African stocks in the coronavirus pandemic," Resources Policy, Elsevier, vol. 74(C).
  3. Enwereuzoh, Precious Adaku & Odei-Mensah, Jones & Owusu Junior, Peterson, 2021. "Crude oil shocks and African stock markets," Research in International Business and Finance, Elsevier, vol. 55(C).
  4. Emmanuel Asafo-Adjei & Peterson Owusu Junior & Anokye M. Adam & Paulo Jorge Silveira Ferreira, 2021. "Information Flow between Global Equities and Cryptocurrencies: A VMD-Based Entropy Evaluating Shocks from COVID-19 Pandemic," Complexity, Hindawi, vol. 2021, pages 1-25, October.
  5. Peterson Owusu Junior & Siaw Frimpong & Anokye M. Adam & Samuel K. Agyei & Emmanuel N. Gyamfi & Daniel Agyapong & George Tweneboah, 2021. "COVID-19 as Information Transmitter to Global Equity Markets: Evidence from CEEMDAN-Based Transfer Entropy Approach," Mathematical Problems in Engineering, Hindawi, vol. 2021, pages 1-19, August.
  6. Emmanuel Asafo-Adjei & Ebenezer Boateng & Zangina Isshaq & Anthony Adu-Asare Idun & Peterson Owusu Junior & Anokye M Adam, 2021. "Financial sector and economic growth amid external uncertainty shocks: Insights into emerging economies," PLOS ONE, Public Library of Science, vol. 16(11), pages 1-26, November.

2020

  1. Junior, Peterson Owusu & Tiwari, Aviral Kumar & Padhan, Hemachandra & Alagidede, Imhotep, 2020. "Analysis of EEMD-based quantile-in-quantile approach on spot- futures prices of energy and precious metals in India," Resources Policy, Elsevier, vol. 68(C).
  2. Owusu Junior, Peterson & Alagidede, Imhotep, 2020. "Risks in emerging markets equities: Time-varying versus spatial risk analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 542(C).
  3. Owusu Junior, Peterson & Tweneboah, George, 2020. "Are there asymmetric linkages between African stocks and exchange rates?," Research in International Business and Finance, Elsevier, vol. 54(C).
  4. Tweneboah, George & Owusu Junior, Peterson & Kumah, Seyram Pearl, 2020. "Modelling the asymmetric linkages between spot gold prices and African stocks," Research in International Business and Finance, Elsevier, vol. 54(C).
  5. Peterson Owusu Junior & Imhotep Alagidede & George Tweneboah, 2020. "Shape-shift contagion in emerging markets equities: evidence from frequency- and time-domain analysis," Economics and Business Letters, Oviedo University Press, vol. 9(3), pages 146-156.
  6. Peterson Owusu Junior & Anokye M. Adam & George Tweneboah & David McMillan, 2020. "Connectedness of cryptocurrencies and gold returns: Evidence from frequency-dependent quantile regressions," Cogent Economics & Finance, Taylor & Francis Journals, vol. 8(1), pages 1804037-180, January.

2019

  1. Kola Ijasan & George Tweneboah & Maurice Omane-Adjepong & Peterson Owusu Junior, 2019. "On the global integration of REITs market returns: A multiresolution analysis," Cogent Economics & Finance, Taylor & Francis Journals, vol. 7(1), pages 1690211-169, January.
  2. Peterson Owusu Junior & George Tweneboah & Anokye M. Adam, 2019. "Interdependence of Major Exchange Rates in Ghana: A Wavelet Coherence Analysis," Journal of African Business, Taylor & Francis Journals, vol. 20(3), pages 407-430, July.

2018

  1. Carl H. Korkpoe & Peterson Owusu Junior, 2018. "Behaviour of Johannesburg Stock Exchange All Share Index Returns - An Asymmetric GARCH and News Impact Effects Approach," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 68(1), pages 26-42, January-M.
  2. Peterson Owusu Junior & Baidoo Kwaku Boafo & Bright Kwesi Awuye & Kwame Bonsu & Henry Obeng-Tawiah, 2018. "Co-movement of stock exchange indices and exchange rates in Ghana: A wavelet coherence analysis," Cogent Business & Management, Taylor & Francis Journals, vol. 5(1), pages 1481559-148, January.

2017

  1. Peterson Owusu Junior & Anokye M. Adam & George Tweneboah, 2017. "Co-movement of real exchange rates in the West African Monetary Zone," Cogent Economics & Finance, Taylor & Francis Journals, vol. 5(1), pages 1351807-135, January.

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