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Komivi AFAWUBO

Personal Details

First Name:Komivi
Middle Name:
Last Name:Afawubo
Suffix:
RePEc Short-ID:paf52

Affiliation

(50%) Centre Européen de Recherche en Économie Financière et en Gestion des Entreprises (CEREFIGE)
Unité de Formation et de Recherche Droit, Sciences Économiques et Gestion
Université de Lorraine

Nancy, France
http://cerefige.univ-lorraine.fr/
RePEc:edi:grnanfr (more details at EDIRC)

(50%) Centre de Recherche sur les Stratégies Économiques (CRESE)
UFR des Sciences Juridiques, Économiques, Politiques et de Gestion
Université de Franche-Comté

Besançon, France
http://crese.univ-fcomte.fr/
RePEc:edi:crufcfr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Komivi Afawubo & Messan Agbaglah & Mawuli K. Couchoro & Tchapo Gbandi, 2017. "Socioeconomic determinants of the mobile money adoption process: the case of Togo," Cahiers de recherche 17-03, Departement d'économique de l'École de gestion à l'Université de Sherbrooke.
  2. Nicolas Huck & Komivi Afawubo, 2015. "Pairs trading and selection methods: Is cointegration superior?," Post-Print hal-01508010, HAL.
  3. Komivi Afawubo, 2014. "Education and employment impact on hiv/aids prevalence rate and economic growth," Post-Print hal-01370117, HAL.
  4. Komivi Afawubo & Samuel Mathey, 2014. "Employment and education effects on HIV/AIDS prevalence rate and economic growth: empirical investigation in ECOWAS," Post-Print hal-01369791, HAL.
  5. Komivi Afawubo, 2014. "Microfinance intensity’s in reducing poverty and in equality in Africa: Is there something with good governance?," Post-Print hal-01374280, HAL.
  6. Komivi Afawubo & Vincent Fromentin, 2013. "Financial development and economic growth: the case of ECOWAS and WAEMU," Post-Print hal-01369146, HAL.
  7. Komivi Afawubo, 2013. "Knowledge Management: les concepts de partage et de transfert des connaissances dans la revue Journal of Knowledge Management," Post-Print hal-01376686, HAL.
  8. Komivi Afawubo, 2013. "ARCH/GARCH Models on Inflation Volatility and Economic Performance: The Case of ECOWAS," Post-Print hal-01369722, HAL.
  9. Komivi Afawubo, 2012. "Analysis of fixed effects models and random effects in panel data and causality between financial development and economic growth: the case of ECOWAS and WAEMU," Post-Print hal-01380801, HAL.

Articles

  1. Komivi Afawubo & Samuel Mathey, 2017. "The effectiveness of aid on savings and investment in Sub-Saharan Africa: do volatility and institutional quality matter?," Applied Economics, Taylor & Francis Journals, vol. 49(51), pages 5212-5230, November.
  2. Yawo A. Noglo & Komivi Afawubo, 2017. "2011-2015: an illustration based on the decomposition of the Gini coefficient using the Shapley value approach," Economics Bulletin, AccessEcon, vol. 37(4), pages 2602-2615.
  3. Komivi Afawubo & Mawuli kodjovi Couchoro, 2017. "Do remittances enhance the economic growth effect of private health expenditures in West African Economic and Monetary Union?," Economics Bulletin, AccessEcon, vol. 37(2), pages 1247-1264.
  4. Nicolas Huck & Komivi Afawubo, 2015. "Pairs trading and selection methods: is cointegration superior?," Applied Economics, Taylor & Francis Journals, vol. 47(6), pages 599-613, February.
  5. Komivi Afawubo & Samuel Mathey, 2014. "Employment and education effects on HIV/AIDS prevalence rate and economic growth: empirical investigation in ECOWAS," Applied Economics Letters, Taylor & Francis Journals, vol. 21(11), pages 755-759, July.
  6. Komivi Afawubo & Vincent Fromentin, 2013. "Financial development and economic growth: the case of ECOWAS and WAEMU," Economics Bulletin, AccessEcon, vol. 33(3), pages 1715-1722.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Komivi Afawubo & Messan Agbaglah & Mawuli K. Couchoro & Tchapo Gbandi, 2017. "Socioeconomic determinants of the mobile money adoption process: the case of Togo," Cahiers de recherche 17-03, Departement d'économique de l'École de gestion à l'Université de Sherbrooke.

    Cited by:

    1. Douanla Meli, Steve & Fosso Djoumessi, Yannick & Djiogap, Constant Fouopi, 2022. "Analysis of the socio-economic determinants of mobile money adoption and use in Cameroon," Telecommunications Policy, Elsevier, vol. 46(9).
    2. James Atta Peprah & Clement Oteng & Joshua Sebu, 2020. "Mobile Money, Output and Welfare Among Smallholder Farmers in Ghana," SAGE Open, , vol. 10(2), pages 21582440209, June.

  2. Nicolas Huck & Komivi Afawubo, 2015. "Pairs trading and selection methods: Is cointegration superior?," Post-Print hal-01508010, HAL.

    Cited by:

    1. Tim Leung & Kevin W. Lu, 2023. "Monte Carlo Simulation for Trading Under a L\'evy-Driven Mean-Reverting Framework," Papers 2309.05512, arXiv.org, revised Jan 2024.
    2. Weiguang Han & Boyi Zhang & Qianqian Xie & Min Peng & Yanzhao Lai & Jimin Huang, 2023. "Select and Trade: Towards Unified Pair Trading with Hierarchical Reinforcement Learning," Papers 2301.10724, arXiv.org, revised Feb 2023.
    3. Boming Ning & Prakash Chakraborty & Kiseop Lee, 2023. "Optimal Entry and Exit with Signature in Statistical Arbitrage," Papers 2309.16008, arXiv.org, revised Mar 2024.
    4. Endres, Sylvia & Stübinger, Johannes, 2017. "Optimal trading strategies for Lévy-driven Ornstein-Uhlenbeck processes," FAU Discussion Papers in Economics 17/2017, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
    5. Boming Ning & Kiseop Lee, 2024. "Advanced Statistical Arbitrage with Reinforcement Learning," Papers 2403.12180, arXiv.org.
    6. Khizar Qureshi & Tauhid Zaman, 2024. "Pairs Trading Using a Novel Graphical Matching Approach," Papers 2403.07998, arXiv.org.
    7. Marianna Brunetti & Roberta De Luca, 2021. "Pairs Trading In The Index Options Market," CEIS Research Paper 512, Tor Vergata University, CEIS, revised 02 Sep 2021.
    8. Zouheir Mighri & Faysal Mansouri, 2016. "Asymmetric price transmission within the Argentinean stock market: an asymmetric threshold cointegration approach," Empirical Economics, Springer, vol. 51(3), pages 1115-1149, November.
    9. Sánchez-Granero, M.A. & Balladares, K.A. & Ramos-Requena, J.P. & Trinidad-Segovia, J.E., 2020. "Testing the efficient market hypothesis in Latin American stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 540(C).
    10. Flori, Andrea & Regoli, Daniele, 2021. "Revealing Pairs-trading opportunities with long short-term memory networks," European Journal of Operational Research, Elsevier, vol. 295(2), pages 772-791.
    11. Alexander Lipton & Marcos Lopez de Prado, 2020. "A closed-form solution for optimal mean-reverting trading strategies," Papers 2003.10502, arXiv.org.
    12. Erdinc Akyildirim & Ahmet Goncu & Alper Hekimoglu & Duc Khuong Nguyen & Ahmet Sensoy, 2023. "Statistical arbitrage: factor investing approach," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 45(4), pages 1295-1331, December.
    13. Danni Chen & Jing Cui & Yan Gao & Leilei Wu, 2017. "Pairs trading in Chinese commodity futures markets: an adaptive cointegration approach," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 57(5), pages 1237-1264, December.
    14. Ahmet Göncü & Erdinc Akyildirim, 2016. "A stochastic model for commodity pairs trading," Quantitative Finance, Taylor & Francis Journals, vol. 16(12), pages 1843-1857, December.
    15. Hossein Rad & Rand Kwong Yew Low & Robert Faff, 2016. "The profitability of pairs trading strategies: distance, cointegration and copula methods," Quantitative Finance, Taylor & Francis Journals, vol. 16(10), pages 1541-1558, October.
    16. Marianna Brunetti & Roberta De Luca, 2023. "Pairs trading in the index options market," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 13(1), pages 145-173, March.
    17. Zhe Huang & Franck Martin, 2017. "Optimal pairs trading strategies in a cointegration framework," Working Papers halshs-01566803, HAL.
    18. Clegg, Matthew & Krauss, Christopher, 2016. "Pairs trading with partial cointegration," FAU Discussion Papers in Economics 05/2016, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
    19. Krauss, Christopher, 2015. "Statistical arbitrage pairs trading strategies: Review and outlook," FAU Discussion Papers in Economics 09/2015, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
    20. Geetu Aggarwal & Navdeep Aggarwal, 2021. "Risk-adjusted Returns from Statistical Arbitrage Opportunities in Indian Stock Futures Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 28(1), pages 79-99, March.
    21. Jia Miao & Jason Laws, 2016. "Profitability Of A Simple Pairs Trading Strategy: Recent Evidences From A Global Context," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 19(04), pages 1-18, June.
    22. Andreas Mikkelsen, 2018. "Pairs trading: the case of Norwegian seafood companies," Applied Economics, Taylor & Francis Journals, vol. 50(3), pages 303-318, January.
    23. Marianna Brunetti & Roberta De Luca, 2020. "Pre-selection in Cointegration-based Pairs Trading," CEIS Research Paper 500, Tor Vergata University, CEIS, revised 10 Mar 2021.
    24. Baiquan Ma & Robert Ślepaczuk, 2022. "The profitability of pairs trading strategies on Hong-Kong stock market: distance, cointegration, and correlation methods," Working Papers 2022-02, Faculty of Economic Sciences, University of Warsaw.
    25. Marianna Brunetti & Roberta De Luca, 2022. "Sensitivity of Profitability in Cointegration-Based Pairs Trading," CEIS Research Paper 540, Tor Vergata University, CEIS, revised 11 Apr 2022.
    26. Stübinger, Johannes, 2018. "Statistical arbitrage with optimal causal paths on high-frequencydata of the S&P 500," FAU Discussion Papers in Economics 01/2018, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
    27. Ahmet Göncü & Erdinç Akyıldırım, 2016. "Statistical Arbitrage with Pairs Trading," International Review of Finance, International Review of Finance Ltd., vol. 16(2), pages 307-319, June.
    28. Matthew Clegg & Christopher Krauss, 2018. "Pairs trading with partial cointegration," Quantitative Finance, Taylor & Francis Journals, vol. 18(1), pages 121-138, January.
    29. GholamReza Keshavarz Haddad & Hassan Talebi, 2023. "The profitability of pair trading strategy in stock markets: Evidence from Toronto stock exchange," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(1), pages 193-207, January.
    30. Marianna Brunetti & Roberta de Luca, 2022. "Sensitivity of profitability in cointegration-based pairs trading," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0090, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
    31. Han, Chulwoo & He, Zhaodong & Toh, Alenson Jun Wei, 2023. "Pairs trading via unsupervised learning," European Journal of Operational Research, Elsevier, vol. 307(2), pages 929-947.

  3. Komivi Afawubo & Samuel Mathey, 2014. "Employment and education effects on HIV/AIDS prevalence rate and economic growth: empirical investigation in ECOWAS," Post-Print hal-01369791, HAL.

    Cited by:

    1. Jamiu Adetola Odugbesan & Husam Rjoub, 2019. "Relationship among HIV/AIDS Prevalence, Human Capital, Good Governance, and Sustainable Development: Empirical Evidence from Sub-Saharan Africa," Sustainability, MDPI, vol. 11(5), pages 1-17, March.

  4. Komivi Afawubo & Vincent Fromentin, 2013. "Financial development and economic growth: the case of ECOWAS and WAEMU," Post-Print hal-01369146, HAL.

    Cited by:

    1. Peterson K. Ozili & Jide Oladipo & Paul Terhemba Iorember, 2022. "Effect of abnormal credit expansion and contraction on GDP per capita in ECOWAS countries," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 51(3), November.

Articles

  1. Komivi Afawubo & Samuel Mathey, 2017. "The effectiveness of aid on savings and investment in Sub-Saharan Africa: do volatility and institutional quality matter?," Applied Economics, Taylor & Francis Journals, vol. 49(51), pages 5212-5230, November.

    Cited by:

    1. Panika Jain & Samaresh Bardhan, 2023. "Energy aid volatility across developing countries: a disaggregated sectoral analysis," International Economics and Economic Policy, Springer, vol. 20(3), pages 457-483, July.
    2. Akçay Selçuk & Karasoy Alper, 2020. "Determinants of private investments in Turkey: Examining the role of democracy," Review of Economic Perspectives, Sciendo, vol. 20(1), pages 23-49, March.

  2. Yawo A. Noglo & Komivi Afawubo, 2017. "2011-2015: an illustration based on the decomposition of the Gini coefficient using the Shapley value approach," Economics Bulletin, AccessEcon, vol. 37(4), pages 2602-2615.

    Cited by:

    1. Ametoglo, Muriel Eyram Silo & Guo, Ping, 2016. "Inequality, poverty and inclusive growth in TOGO: An Assessment of the Survey Data," MPRA Paper 79705, University Library of Munich, Germany.
    2. Dosse Mawussi Djahini-Afawoubo & Esso-Hanam Atake, 2018. "Extension of mandatory health insurance to informal sector workers in Togo," Health Economics Review, Springer, vol. 8(1), pages 1-13, December.
    3. Wonyra, Kwami Ossadzifo & Sanoussi, Yacobou & Sy, Ibrahima & Lanie, Tomgouani, 2021. "Inequalities of opportunity in the access and use of telecommunication services in Togo," Telecommunications Policy, Elsevier, vol. 45(5).

  3. Komivi Afawubo & Mawuli kodjovi Couchoro, 2017. "Do remittances enhance the economic growth effect of private health expenditures in West African Economic and Monetary Union?," Economics Bulletin, AccessEcon, vol. 37(2), pages 1247-1264.

    Cited by:

    1. Komivi Afawubo & Yawo Agbényégan Noglo, 2019. "Remittances and deforestationin developing countries: Is institutional quality paramount?," Post-Print hal-02300942, HAL.

  4. Nicolas Huck & Komivi Afawubo, 2015. "Pairs trading and selection methods: is cointegration superior?," Applied Economics, Taylor & Francis Journals, vol. 47(6), pages 599-613, February.
    See citations under working paper version above.
  5. Komivi Afawubo & Samuel Mathey, 2014. "Employment and education effects on HIV/AIDS prevalence rate and economic growth: empirical investigation in ECOWAS," Applied Economics Letters, Taylor & Francis Journals, vol. 21(11), pages 755-759, July.
    See citations under working paper version above.
  6. Komivi Afawubo & Vincent Fromentin, 2013. "Financial development and economic growth: the case of ECOWAS and WAEMU," Economics Bulletin, AccessEcon, vol. 33(3), pages 1715-1722.
    See citations under working paper version above.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BAN: Banking (1) 2017-06-11
  2. NEP-MFD: Microfinance (1) 2017-06-11
  3. NEP-MON: Monetary Economics (1) 2017-06-11
  4. NEP-PAY: Payment Systems and Financial Technology (1) 2017-06-11

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