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Paul Alagidede

Personal Details

First Name:Paul
Middle Name:
Last Name:Alagidede
Suffix:
RePEc Short-ID:pal280
http://www.african-review.com/
Graduate School of Business Administration University of the Witwatersrand P.O.Box 98 Wits 2050, Johannesburg Republic of South Africa
0027781781310

Affiliation

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

Johannesburg, South Africa
http://www.wbs.ac.za/

: +27 11 716 5309
+27 11 716 5202
+27 11 716 5309
RePEc:edi:bswitza (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Omane-Adjepong, Maurice & Boako, Gidoen & Alagidede, Paul, 2018. "Modelling heterogeneous speculation in Ghana’s foreign exchange market: Evidence from ARFIMA-FIGARCH and Semi-Parametric methods," MPRA Paper 86617, University Library of Munich, Germany.
  2. Chengete Chakamera & Paul Alagidede, 2017. "The Nexus between Infrastructure (Quantity and Quality) and Economic Growth," Working Papers 673, Economic Research Southern Africa.
  3. George Adu and Paul Alagidede, 2016. "Climate, Technological Change and Economic Growth," Working Papers 572, Economic Research Southern Africa.
  4. Jones Odei Mensah & Paul Alagidede, 2016. "How are Africa's emerging stock markets related to advanced markets? Evidence from copulas," Working Papers 624, Economic Research Southern Africa.
  5. Paul Alagidede & Jones Odei Mensah, 2016. "Construction, institutions and economic growth in sub-Saharan Africa," Working Papers 622, Economic Research Southern Africa.
  6. Gideon Boako & Paul Alagidede, 2016. "Regionalization versus Internationalization of African Stock Markets: A frequency-time domain analysis," Working Papers 642, Economic Research Southern Africa.
  7. Muazu Ibrahim & Paul Alagidede, 2016. "Financial sector development, economic volatility and shocks in sub-Saharan Africa," Working Papers 648, Economic Research Southern Africa.
  8. Gideon Boako and Paul Alagidede, 2015. "Global commodities and African stocks: insights for hedging and diversification strategies," Working Papers 569, Economic Research Southern Africa.
  9. Alagidede, Paul & Adu, George & Frimpong, Prince Boakye, 2014. "The effect of climate change on economic growth: Evidence from Sub-Saharan Africa," WIDER Working Paper Series 017, World Institute for Development Economic Research (UNU-WIDER).
  10. Paul Alagidede & Theodore Panagiotidis, 2012. "Stock returns and Inflation:Evidence from Quantile Regressions," Discussion Paper Series 2012_04, Department of Economics, University of Macedonia, revised Apr 2012.
  11. Paul Alagidede & Simeon Coleman & Juan Carlos Cuestas, 2010. "Persistence of Inflationary Shocks: Implications for West African Monetary Union Membership," Working Papers 2010/8, Nottingham Trent University, Nottingham Business School, Economics Division.
  12. Alagidede, Paul & Panagiotidis, Theodore & Zhang, Xu, 2010. "Causal Relationship between Stock Prices and Exchange Rates," Stirling Economics Discussion Papers 2010-05, University of Stirling, Division of Economics.
  13. Paul Alagidede & Theodore Panagiotidis, 2010. "Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries," Discussion Paper Series 2010_06, Department of Economics, University of Macedonia, revised Apr 2010.
  14. Paul Alagidede & Theodore Panagiotidis & Xu Zhang, 2010. "Why a Diversified Portfolio Should Include African Assets," Working Paper series 33_10, Rimini Centre for Economic Analysis.
  15. Paul Alagidede & Theodore Panagiotidis, 2009. "Modelling stock returns in Africa’s emerging equity markets," Discussion Paper Series 2009_01, Department of Economics, University of Macedonia, revised Jan 2009.
  16. Alagidede, Paul & Lange, Ian, 2009. "Variability in coal prices: evidence from the U.S," Stirling Economics Discussion Papers 2009-01, University of Stirling, Division of Economics.
  17. Alagidede, Paul, 2008. "Month-of-the-year and pre-holiday seasonality in African stock markets," Stirling Economics Discussion Papers 2008-23, University of Stirling, Division of Economics.
  18. Paul Alagidede & Theodore Panagiotidis, 2006. "Calendar Anomalies in an Emerging African Market: Evidence from the Ghana Stock Exchange," Discussion Paper Series 2006_13, Department of Economics, Loughborough University, revised Jun 2006.

Articles

  1. George Tweneboah & Paul Alagidede, 2018. "Currency Substitution And Stability Of Money Demand In Ghana," Journal of Developing Areas, Tennessee State University, College of Business, vol. 52(2), pages 41-53, April-Jun.
  2. Gideon Boako & Paul Alagidede, 2018. "Systemic Risks Spillovers and Interdependence among Stock Markets: International Evidence with Covar‐Copulas," South African Journal of Economics, Economic Society of South Africa, vol. 86(1), pages 82-112, March.
  3. Ibrahim, Muazu & Alagidede, Paul, 2017. "Financial sector development, economic volatility and shocks in sub-Saharan Africa," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 484(C), pages 66-81.
  4. Boako, Gideon & Alagidede, Paul, 2017. "Currency price risk and stock market returns in Africa: Dependence and downside spillover effects with stochastic copulas," Journal of Multinational Financial Management, Elsevier, vol. 41(C), pages 92-114.
  5. Paul Alagidede & Muazu Ibrahim, 2017. "On the Causes and Effects of Exchange Rate Volatility on Economic Growth: Evidence from Ghana," Journal of African Business, Taylor & Francis Journals, vol. 18(2), pages 169-193, April.
  6. Jarkko Peltomäki & Michael Graham & Paul Alagidede, 2017. "Commodity-driven integration of stock markets in Africa," Applied Economics Letters, Taylor & Francis Journals, vol. 24(11), pages 784-789, June.
  7. Boako, Gideon & Alagidede, Paul, 2017. "Co-movement of Africa’s equity markets: Regional and global analysis in the frequency–time domains," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 468(C), pages 359-380.
  8. Muazu Ibrahim & Paul Alagidede, 2017. "Financial Development, Growth Volatility and Information Asymmetry in Sub†Saharan Africa: Does Law Matter?," South African Journal of Economics, Economic Society of South Africa, vol. 85(4), pages 570-588, December.
  9. Zuziwe Ntsalaze & Gideon Boako & Paul Alagidede, 2017. "The impact of sovereign credit ratings on corporate credit ratings in South Africa," African Journal of Economic and Management Studies, Emerald Group Publishing, vol. 8(2), pages 126-146, June.
  10. Gideon Boako & Paul Alagidede, 2017. "Should Africa’s emerging markets still be considered as a separate asset class?," Applied Economics Letters, Taylor & Francis Journals, vol. 24(1), pages 61-66, January.
  11. Tseke Maserumule & Paul Alagidede, 2017. "Impact of Macroeconomic Announcements on Foreign Exchange Volatility: Evidence from South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 85(3), pages 405-429, September.
  12. Mensah, Jones Odei & Alagidede, Paul, 2017. "How are Africa's emerging stock markets related to advanced markets? Evidence from copulas," Economic Modelling, Elsevier, vol. 60(C), pages 1-10.
  13. Chris Motengwe & Paul Alagidede, 2016. "Maturity Effects in Futures Contracts on the SAFEX Market," Agrekon, Taylor & Francis Journals, vol. 55(4), pages 331-355, October.
  14. Forget Mingiri Kapingura & Paul Alagidede, 2016. "The relationship between financial sector development and savings mobilisation in South Africa: An empirical study," Development Southern Africa, Taylor & Francis Journals, vol. 33(5), pages 703-718, September.
  15. Paul Alagidede & George Adu & Prince Boakye Frimpong, 2016. "The effect of climate change on economic growth: evidence from Sub-Saharan Africa," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, vol. 18(3), pages 417-436, July.
  16. Paul Alagidede, 2016. "On the temporary and permanent components of global construction," Applied Economics Letters, Taylor & Francis Journals, vol. 23(4), pages 284-289, March.
  17. Boako, Gideon & Alagidede, Paul, 2016. "Global commodities and African stocks: A ‘market of one?’," International Review of Financial Analysis, Elsevier, vol. 44(C), pages 226-237.
  18. Boako, Gideon & Alagidede, Paul, 2016. "African stock markets convergence: Regional and global analysis," Finance Research Letters, Elsevier, vol. 18(C), pages 317-321.
  19. Paul Alagidede & George Tweneboah, 2015. "On the Sustainability and Synchronization of Fiscal Policy in Latin America," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 52(2), pages 213-240, November.
  20. Paul Alagidede, 2012. "Trends And Cycles In The Net Barter Terms Of Trade For Sub-Saharan Africa's Primary Commodity Exporters," Journal of Developing Areas, Tennessee State University, College of Business, vol. 46(2), pages 213-229, July-Dece.
  21. Alagidede, Paul & Panagiotidis, Theodore, 2012. "Stock returns and inflation: Evidence from quantile regressions," Economics Letters, Elsevier, vol. 117(1), pages 283-286.
  22. Alagidede, Paul & Coleman, Simeon & Cuestas, Juan Carlos, 2012. "Inflationary shocks and common economic trends: Implications for West African monetary union membership," Journal of Policy Modeling, Elsevier, vol. 34(3), pages 460-475.
  23. Paul Alagidede & Theodore Panagiotidis & Xu Zhang, 2011. "Why a diversified portfolio should include African assets," Applied Economics Letters, Taylor & Francis Journals, vol. 18(14), pages 1333-1340.
  24. Paul Alagidede & Theodore Panagiotidis & Xu Zhang, 2011. "Causal relationship between stock prices and exchange rates," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 20(1), pages 67-86.
  25. Alagidede, Paul, 2011. "Return behaviour in Africa's emerging equity markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 51(2), pages 133-140, May.
  26. Alagidede, Paul & Panagiotidis, Theodore, 2010. "Can common stocks provide a hedge against inflation? Evidence from African countries," Review of Financial Economics, Elsevier, vol. 19(3), pages 91-100, August.
  27. Paul Alagidede, 2010. "Editorial," Journal of Economic Policy Reform, Taylor & Francis Journals, vol. 13(1), pages 1-2.
  28. Paul Alagidede, 2010. "Editorial," Journal of Economic Policy Reform, Taylor and Francis Journals, vol. 13(1), pages 1-2.
  29. Paul Alagidede & Theodore Panagiotidis, 2009. "Calendar Anomalies in the Ghana Stock Exchange," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 8(1), pages 1-23, April.
  30. Paul Alagidede, 2009. "Relationship between stock returns and inflation," Applied Economics Letters, Taylor & Francis Journals, vol. 16(14), pages 1403-1408.
  31. Paul Alagidede, 2009. "Are African Stock Markets Integrated with the Rest of the World?," The African Finance Journal, Africagrowth Institute, vol. 11(1), pages 37-53.
  32. Alagidede, Paul & Panagiotidis, Theodore, 2009. "Modelling stock returns in Africa's emerging equity markets," International Review of Financial Analysis, Elsevier, vol. 18(1-2), pages 1-11, March.
  33. Paul Alagidede & George Tweneboah & Anokye M. Adam, 2008. "Nominal Exchange Rates and Price Convergence in the West African Monetary Zone," International Journal of Business and Economics, College of Business and College of Finance, Feng Chia University, Taichung, Taiwan, vol. 7(3), pages 181-198, December.
  34. Paul Alagidede, 2008. "Day of the week seasonality in African stock markets," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 4(2), pages 115-120.
  35. Paul Alagidede, 2007. "Return Dynamics in North African Stock Markets," The African Finance Journal, Africagrowth Institute, vol. 9(1), pages 39-52.

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. Jones Odei Mensah & Paul Alagidede, 2016. "How are Africa's emerging stock markets related to advanced markets? Evidence from copulas," Working Papers 624, Economic Research Southern Africa.

    Cited by:

    1. Mensah, Jones Odei & Premaratne, Gamini, 2018. "Dependence patterns among Asian banking sector stocks: A copula approach," Research in International Business and Finance, Elsevier, vol. 45(C), pages 357-388.
    2. Jiang, Yonghong & Nie, He & Monginsidi, Joe Yohanes, 2017. "Co-movement of ASEAN stock markets: New evidence from wavelet and VMD-based copula tests," Economic Modelling, Elsevier, vol. 64(C), pages 384-398.
    3. Dirceu Pereira, 2018. "Financial Contagion in the BRICS Stock Markets: An empirical analysis of the Lehman Brothers Collapse and European Sovereign Debt Crisis," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 2(1), pages 1-44.
    4. Shahzad, Syed Jawad Hussain & Raza, Naveed & Shahbaz, Muhammad & Ali, Azwadi, 2017. "Dependence of Stock Markets with Gold and Bonds under Bullish and Bearish Market States," MPRA Paper 78595, University Library of Munich, Germany, revised 15 Apr 2017.
    5. Kim, Jong-Min & Jung, Hojin, 2017. "Can asymmetric conditional volatility imply asymmetric tail dependence?," Economic Modelling, Elsevier, vol. 64(C), pages 409-418.

  2. Paul Alagidede & Jones Odei Mensah, 2016. "Construction, institutions and economic growth in sub-Saharan Africa," Working Papers 622, Economic Research Southern Africa.

    Cited by:

    1. Shahzad, Syed Jawad Hussain & Hernandez, Jose Areola & Rehman, Mobeen Ur & Al-Yahyaee, Khamis Hamed & Zakaria, Muhammad, 2018. "A global network topology of stock markets: Transmitters and receivers of spillover effects," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 492(C), pages 2136-2153.

  3. Gideon Boako & Paul Alagidede, 2016. "Regionalization versus Internationalization of African Stock Markets: A frequency-time domain analysis," Working Papers 642, Economic Research Southern Africa.

    Cited by:

    1. Peterson Owusu Junior & Anokye M. Adam & George Tweneboah & Kwok Tong Soo, 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.

  4. Alagidede, Paul & Adu, George & Frimpong, Prince Boakye, 2014. "The effect of climate change on economic growth: Evidence from Sub-Saharan Africa," WIDER Working Paper Series 017, World Institute for Development Economic Research (UNU-WIDER).

    Cited by:

    1. Joseph Mawejje, 2016. "Food prices, energy and climate shocks in Uganda," Agricultural and Food Economics, Springer;Italian Society of Agricultural Economics (SIDEA), vol. 4(1), pages 1-18, December.
    2. Taha Zaghdoudi & Samir Maktouf, 2017. "Threshold effect in the relationship between environmental taxes and CO2 emissions: A PSTR specification," Economics Bulletin, AccessEcon, vol. 37(3), pages 2086-2094.
    3. Yalew, Amsalu W. & Hirte, Georg & Lotze-Campen, Hermann & Tscharaktschiew, Stefan, 2017. "Economic effects of climate change in developing countries: Economy-wide and regional analysis for Ethiopia," CEPIE Working Papers 10/17, Technische Universität Dresden, Center of Public and International Economics (CEPIE).
    4. Nouve, Yawotse & Acharya, Ram N., 2017. "Extreme Weather Events, Farm Income, and Poverty in Niger," 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama 252800, Southern Agricultural Economics Association.

  5. Paul Alagidede & Theodore Panagiotidis, 2012. "Stock returns and Inflation:Evidence from Quantile Regressions," Discussion Paper Series 2012_04, Department of Economics, University of Macedonia, revised Apr 2012.

    Cited by:

    1. Martínez-Sánchez, José F. & Pérez-Lechuga, Gilberto & Venegas-Martínez, Francisco (ed.), 2017. "Modelos para la toma de decisiones en la Ingeniería Económica y Financiera: Un enfoque estocástico Vol 3," Sección de Estudios de Posgrado e Investigación de la Escuela Superios de Economía del Instituto Politécnico Nacional, Escuela Superior de Economía, Instituto Politécnico Nacional, edition 1, volume 3, number 017.
    2. Salisu, Afees A. & Isah, Kazeem O., 2017. "Revisiting the oil price and stock market nexus: A nonlinear Panel ARDL approach," Economic Modelling, Elsevier, vol. 66(C), pages 258-271.
    3. Babajide Abiola Ayopo & Lawal Adedoyin Isola & Somoye Russel Olukayode, 2016. "Stock Market Volatility: Does Our Fundamentals Matter?," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 33-42.
    4. Jenq-Tzong Shiau & Ting-Ju Chen, 2015. "Quantile Regression-Based Probabilistic Estimation Scheme for Daily and Annual Suspended Sediment Loads," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 29(8), pages 2805-2818, June.
    5. Lawal Isola ADEDOYIN & Frank AWONUSI & Martins I. OLOYE, 2015. "All share price and inflation volatility in Nigeria. An application of the EGARCH model," EuroEconomica, Danubius University of Galati, issue 1(34), pages 75-82, May.
    6. Georgios Bampinas & Theodore Panagiotidis, 2016. "Hedging Inflation with Individual US stocks: A long-run portfolio analysis," Working Paper series 16-11, Rimini Centre for Economic Analysis.
    7. Ichkitidze, Yuri, 2018. "Temporary price trends in the stock market with rational agents," The Quarterly Review of Economics and Finance, Elsevier, vol. 68(C), pages 103-117.
    8. Dragos Stefan Oprea, 2014. "The Fisher effect: Evidence from the Romanian Stock Market," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, vol. 4(5), pages 637-644, May.
    9. Atilla Cifter, 2015. "Stock Returns, Inflation, and Real Activity in Developing Countries: A Markov-Switching Approach," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 62(1), pages 55-76, March.

  6. Paul Alagidede & Simeon Coleman & Juan Carlos Cuestas, 2010. "Persistence of Inflationary Shocks: Implications for West African Monetary Union Membership," Working Papers 2010/8, Nottingham Trent University, Nottingham Business School, Economics Division.

    Cited by:

    1. Carcel Hector & Gil-Alana Luis A. & Madigu Godfrey, 2015. "Inflation Convergence in the East African Community: A Fractional Integration and Cointegration Study," Global Economy Journal, De Gruyter, vol. 15(4), pages 507-524, December.
    2. Luis Alberiko Gil-Alaña & Borja Balprad & Guglielmo Maria Caporale & Hector Carcel, 2015. "Exchange Rate Dynamics and Monetary Unions in Africa: A Fractional Integration and Cointegration Analysis," NCID Working Papers 11/2015, Navarra Center for International Development, University of Navarra.
    3. Daniel Agyapong, 2014. "Stock Market Integration in West African Monetary Zone: A Linear and Nonlinear Cointegration Approach," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 4(5), pages 563-587, May.
    4. Daniel Agyapong & Anokye M. Adam, 2012. "Exchange Rate Behaviour: Implication for West African Monetary Zone," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 2(4), pages 215-228, October.
    5. Juan Carlos Cuestas & Carlyn Dobson, 2011. "Inflation persistence: Implication for a monetary union in the Caribbean," Working Papers 2011017, The University of Sheffield, Department of Economics.

  7. Alagidede, Paul & Panagiotidis, Theodore & Zhang, Xu, 2010. "Causal Relationship between Stock Prices and Exchange Rates," Stirling Economics Discussion Papers 2010-05, University of Stirling, Division of Economics.

    Cited by:

    1. Eleni Kyriazakou & Theodore Panagiotidis, 2014. "Linear and nonlinear causality in the UK housing market: a regional approach," Economics and Business Letters, Oviedo University Press, vol. 3(4), pages 288-297.
    2. Sima Siami-Namini, 2017. "Granger Causality Between Exchange Rate and Stock Price: A Toda Yamamoto Approach," International Journal of Economics and Financial Issues, Econjournals, vol. 7(4), pages 603-607.
    3. Caporale, Guglielmo Maria & Hunter, John & Menla Ali, Faek, 2014. "On the linkages between stock prices and exchange rates: Evidence from the banking crisis of 2007–2010," International Review of Financial Analysis, Elsevier, vol. 33(C), pages 87-103.
    4. Hamisu Sadi ALI & Mansur IDRIS & Yusuf Ibrahim KOFARMATA, 2015. "Stock Prices and Exchange Rates Dynamics in South Africa: An application of Asymmetric Co-integration Approach," Journal of Economics Library, KSP Journals, vol. 2(3), pages 165-172, September.
    5. Gideon Boako & Maurice Omane-Adjepong & Joseph Magnus Frimpong, 2016. "Stock Returns and Exchange Rate Nexus in Ghana: A Bayesian Quantile Regression Approach," South African Journal of Economics, Economic Society of South Africa, vol. 84(1), pages 149-179, March.
    6. Effiong, Ekpeno L., 2016. "Nonlinear Dependence between Stock Prices and Exchange Rate in Nigeria," MPRA Paper 74336, University Library of Munich, Germany.
    7. Gözde YILDIRIM, Zafer ADALI, 2018. "Linear and Non-Linear Causality Tests of Stock Price and Real Exchange Rate Interactions in Turkey," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 1.
    8. Beckmann, Joscha & Czudaj, Robert & Pilbeam, Keith, 2015. "Causality and volatility patterns between gold prices and exchange rates," The North American Journal of Economics and Finance, Elsevier, vol. 34(C), pages 292-300.
    9. Mohsen Bahmani-Oskooee & Sujata Saha, 2018. "On the relation between exchange rates and stock prices: a non-linear ARDL approach and asymmetry analysis," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 42(1), pages 112-137, January.
    10. Sinan Esen & Feyyaz Zeren & Halil Şimdi, 2015. "CDS and Stock Market: Panel Evidence Under Cross-Section Dependency," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 13(1), pages 31-46.
    11. Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2013. "Some thoughts on accurate characterization of stock market indexes trends in conditions of nonlinear capital flows during electronic trading at stock exchanges in global capital markets," MPRA Paper 49921, University Library of Munich, Germany.
    12. Kabir, Sarkar Humayun & Masih, Mansur, 2014. "Dynamic Integration of Domestic Equity Price, Foreign Equity Price and Macroeconomic Indicators: Evidence from Malaysia," MPRA Paper 57007, University Library of Munich, Germany.
    13. Boako, Gideon & Alagidede, Paul, 2017. "Currency price risk and stock market returns in Africa: Dependence and downside spillover effects with stochastic copulas," Journal of Multinational Financial Management, Elsevier, vol. 41(C), pages 92-114.

  8. Paul Alagidede & Theodore Panagiotidis, 2010. "Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries," Discussion Paper Series 2010_06, Department of Economics, University of Macedonia, revised Apr 2010.

    Cited by:

    1. Martínez-Sánchez, José F. & Pérez-Lechuga, Gilberto & Venegas-Martínez, Francisco (ed.), 2017. "Modelos para la toma de decisiones en la Ingeniería Económica y Financiera: Un enfoque estocástico Vol 3," Sección de Estudios de Posgrado e Investigación de la Escuela Superios de Economía del Instituto Politécnico Nacional, Escuela Superior de Economía, Instituto Politécnico Nacional, edition 1, volume 3, number 017.
    2. Stoyu I. Ivanov, 2017. "A Study of Perfect Hedges," International Journal of Financial Studies, MDPI, Open Access Journal, vol. 5(4), pages 1-12, November.
    3. Babajide Abiola Ayopo & Lawal Adedoyin Isola & Somoye Russel Olukayode, 2016. "Stock Market Volatility: Does Our Fundamentals Matter?," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 33-42.
    4. Haug Alfred A & Beyer Andreas & Dewald William, 2011. "Structural Breaks and the Fisher Effect," The B.E. Journal of Macroeconomics, De Gruyter, vol. 11(1), pages 1-31, May.
    5. Mustapha Ibn Boamah, 2017. "Common Stocks and Inflation: An Empirical Analysis of G7 and BRICS," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 45(2), pages 213-224, June.
    6. Naveed Raza & Syed Jawad Hussain Shahzad & Muhammad Shahbaz & Aviral kumar Tiwari, 2017. "Modeling the nexus between oil shocks, inflation and commodity prices: Do Asymmetries really matter?," Economics Bulletin, AccessEcon, vol. 37(4), pages 2374-2383.
    7. Phiri, Andrew, 2016. "Long run equilibrium adjustment between inflation and stock market returns in South Africa: A nonlinear perspective," MPRA Paper 70260, University Library of Munich, Germany.
    8. Lawal Isola ADEDOYIN & Frank AWONUSI & Martins I. OLOYE, 2015. "All share price and inflation volatility in Nigeria. An application of the EGARCH model," EuroEconomica, Danubius University of Galati, issue 1(34), pages 75-82, May.
    9. Todd Moss and Ross Thuotte, 2013. "Nowhere Left to Hide? Stock Market Correlation, Regional Diversification, and the Case for Investing in Africa," Working Papers 316, Center for Global Development.
    10. Khan, Muhammad Kamran & Teng, Jian -Zhou & Parviaz, Javed & Chaudhary, Sunil Kumar, 2017. "Nexuses between economic factors and stock returns in China," MPRA Paper 81017, University Library of Munich, Germany, revised 21 Aug 2017.
    11. Rudi Bratamanggala, 2018. "The Factors Affecting Board Stock Price of Lq45 Stock Exchange 2012-2016: Case of Indonesia," European Research Studies Journal, European Research Studies Journal, vol. 0(1), pages 115-124.
    12. Georgios Bampinas & Theodore Panagiotidis, 2016. "Hedging Inflation with Individual US stocks: A long-run portfolio analysis," Working Paper series 16-11, Rimini Centre for Economic Analysis.
    13. Andrew Phiri & Peter Lusanga, 2011. "Can asymmetries account for the empirical failure of the Fisher effect in South Africa?," Economics Bulletin, AccessEcon, vol. 31(3), pages 1968-1979.
    14. Yu Hsing, 2011. "The Stock Market and Macroeconomic Variables in a BRICS Country and Policy Implications," International Journal of Economics and Financial Issues, Econjournals, vol. 1(1), pages 12-18.
    15. Chang, Kuang-Liang, 2017. "Does REIT index hedge inflation risk? New evidence from the tail quantile dependences of the Markov-switching GRG copula," The North American Journal of Economics and Finance, Elsevier, vol. 39(C), pages 56-67.
    16. Dragos Stefan Oprea, 2014. "The Fisher effect: Evidence from the Romanian Stock Market," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, vol. 4(5), pages 637-644, May.
    17. Hsiao-Fen Chang, 2013. "Are ‘stock returns’ a hedge against inflation in Japan? Determination using ADL bounds testing," Applied Economics Letters, Taylor & Francis Journals, vol. 20(14), pages 1305-1309, September.
    18. Dalina Amonhaemanon & Jan Annaert & Marc J.K. De Ceuster & Hau Le Long, 2014. "The Fisher Hypothesis and Investment Assets: The Vietnamese and Thai Case," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 5(4), pages 180-195, October.
    19. Arnold, Stephan & Auer, Benjamin R., 2015. "What do scientists know about inflation hedging?," The North American Journal of Economics and Finance, Elsevier, vol. 34(C), pages 187-214.

  9. Paul Alagidede & Theodore Panagiotidis & Xu Zhang, 2010. "Why a Diversified Portfolio Should Include African Assets," Working Paper series 33_10, Rimini Centre for Economic Analysis.

    Cited by:

    1. Asongu, Simplice & Koomson, Isaac & Tchamyou, Vanessa, 2016. "Financial globalisation uncertainty/instability is good for financial development," MPRA Paper 70239, University Library of Munich, Germany.
    2. Batuo, Enowbi & Mlambo, Kupukile & Asongu, Simplice, 2017. "Linkages between financial development, financial instability, financial liberalisation and economic growth in Africa," MPRA Paper 82641, University Library of Munich, Germany.
    3. Mensah, Jones Odei & Alagidede, Paul, 2017. "How are Africa's emerging stock markets related to advanced markets? Evidence from copulas," Economic Modelling, Elsevier, vol. 60(C), pages 1-10.
    4. Sugimoto, Kimiko & Matsuki, Takashi & Yoshida, Yushi, 2013. "The global financial crisis: An analysis of the spillover effects on African stock markets," MPRA Paper 50473, University Library of Munich, Germany.
    5. Boamah, Nicholas Addai & Watts, Edward J. & Loudon, Geoffrey, 2017. "Financial crisis, the real sector and global effects on the African stock markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 65(C), pages 88-96.
    6. Kodongo, Odongo & Ojah, Kalu, 2014. "Conditional pricing of currency risk in Africa's equity markets," Emerging Markets Review, Elsevier, vol. 21(C), pages 133-155.

  10. Paul Alagidede & Theodore Panagiotidis, 2009. "Modelling stock returns in Africa’s emerging equity markets," Discussion Paper Series 2009_01, Department of Economics, University of Macedonia, revised Jan 2009.

    Cited by:

    1. Hearn, Bruce & Piesse, Jenifer, 2013. "Firm level governance and institutional determinants of liquidity: Evidence from Sub Saharan Africa," International Review of Financial Analysis, Elsevier, vol. 28(C), pages 93-111.
    2. Rania Jammazi & Chaker Aloui, 2014. "Cyclical components and dual long memory in the foreign exchange rate dynamics: the Tunisian case," Working Papers 2014-198, Department of Research, Ipag Business School.
    3. Ng, Andrew Cheuk-Yin & Li, Johnny Siu-Hang & Chan, Wai-Sum, 2011. "Modeling investment guarantees in Japan: A risk-neutral GARCH approach," International Review of Financial Analysis, Elsevier, vol. 20(1), pages 20-26, January.
    4. Abdmoulah, Walid, 2010. "Testing the evolving efficiency of Arab stock markets," International Review of Financial Analysis, Elsevier, vol. 19(1), pages 25-34, January.
    5. N’dri Konan Léon, 2015. "Forecasting Stock Return Volatility: Evidence from the West African Regional Stock Market," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 5(6), pages 1-2.
    6. Mohd Aminul Islam, 2014. "A Study on the Performance of Symmetric and Asymmetric GARCH Models in Estimating Stock Returns Volatility," International Journal of Empirical Finance, Research Academy of Social Sciences, vol. 2(4), pages 182-192.
    7. Hearn, Bruce, 2013. "Size and liquidity effects in Nigeria: an industrial sector study," MPRA Paper 47975, University Library of Munich, Germany.
    8. Brian M Lucey & Cal Muckley, 2011. "Robust Global Stock Market Interdependencies," The Institute for International Integration Studies Discussion Paper Series iiisdp353, IIIS.
    9. Feyyaz Zeren & Filiz Konuk, 2013. "Testing The Random Walk Hypothesis For Emerging Markets: Evidence From Linear And Non-Linear Unit Root Tests," Romanian Economic Business Review, Romanian-American University, vol. 8(4), pages 61-71, december.
    10. Kodongo, Odongo & Ojah, Kalu, 2014. "The conditional pricing of currency and inflation risks in Africa's equity markets," MPRA Paper 56100, University Library of Munich, Germany.
    11. Todd Moss and Ross Thuotte, 2013. "Nowhere Left to Hide? Stock Market Correlation, Regional Diversification, and the Case for Investing in Africa," Working Papers 316, Center for Global Development.
    12. Emmanuel Anoruo & Luis Alberiko Gil-Alaña, 2010. "Mean reversion and long memory in African stock market prices," NCID Working Papers 01/2011, Navarra Center for International Development, University of Navarra.
    13. Lord Mensah, 2016. "Asset Allocation Brewed Accross African Stock Markets," Proceedings of Economics and Finance Conferences 3205757, International Institute of Social and Economic Sciences.
    14. Yarovaya, Larisa & Brzeszczyński, Janusz & Lau, Chi Keung Marco, 2017. "Asymmetry in spillover effects: Evidence for international stock index futures markets," International Review of Financial Analysis, Elsevier, vol. 53(C), pages 94-111.
    15. Bruce Hearn & Jenifer Piesse, 2015. "The Impact of Firm Size and Liquidity on the Cost of External Finance in Africa," South African Journal of Economics, Economic Society of South Africa, vol. 83(1), pages 1-22, March.
    16. Korkmaz, Turhan & Çevik, Emrah İ. & Atukeren, Erdal, 2012. "Return and volatility spillovers among CIVETS stock markets," Emerging Markets Review, Elsevier, vol. 13(2), pages 230-252.
    17. Stavroyiannis, S. & Makris, I. & Nikolaidis, V., 2010. "Non-extensive properties, multifractality, and inefficiency degree of the Athens Stock Exchange General Index," International Review of Financial Analysis, Elsevier, vol. 19(1), pages 19-24, January.

  11. Alagidede, Paul, 2008. "Month-of-the-year and pre-holiday seasonality in African stock markets," Stirling Economics Discussion Papers 2008-23, University of Stirling, Division of Economics.

    Cited by:

    1. Kuttu, Saint, 2017. "Time-varying conditional discrete jumps in emerging African equity markets," Global Finance Journal, Elsevier, vol. 32(C), pages 35-54.

  12. Paul Alagidede & Theodore Panagiotidis, 2006. "Calendar Anomalies in an Emerging African Market: Evidence from the Ghana Stock Exchange," Discussion Paper Series 2006_13, Department of Economics, Loughborough University, revised Jun 2006.

    Cited by:

    1. Giovanis, Eleftherios, 2009. "Calendar Effects and Seasonality on Returns and Volatility," MPRA Paper 64404, University Library of Munich, Germany.
    2. Frimpong, Joseph Magnus & Oteng-Abayie, Eric Fosu, 2006. "Modelling and Forecasting Volatility of Returns on the Ghana Stock Exchange Using GARCH Models," MPRA Paper 593, University Library of Munich, Germany, revised 07 Oct 2006.

Articles

  1. Boako, Gideon & Alagidede, Paul, 2017. "Co-movement of Africa’s equity markets: Regional and global analysis in the frequency–time domains," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 468(C), pages 359-380.

    Cited by:

    1. Das, Debojyoti & Bhowmik, Puja & Jana, R.K., 2018. "A multiscale analysis of stock return co-movements and spillovers: Evidence from Pacific developed markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 502(C), pages 379-393.

  2. Mensah, Jones Odei & Alagidede, Paul, 2017. "How are Africa's emerging stock markets related to advanced markets? Evidence from copulas," Economic Modelling, Elsevier, vol. 60(C), pages 1-10.
    See citations under working paper version above.
  3. Paul Alagidede & George Adu & Prince Boakye Frimpong, 2016. "The effect of climate change on economic growth: evidence from Sub-Saharan Africa," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, vol. 18(3), pages 417-436, July.
    See citations under working paper version above.
  4. Boako, Gideon & Alagidede, Paul, 2016. "Global commodities and African stocks: A ‘market of one?’," International Review of Financial Analysis, Elsevier, vol. 44(C), pages 226-237.

    Cited by:

    1. Mensi, Walid & Al-Yahyaee, Khamis Hamed & Hoon Kang, Sang, 2017. "Time-varying volatility spillovers between stock and precious metal markets with portfolio implications," Resources Policy, Elsevier, vol. 53(C), pages 88-102.
    2. Boako, Gideon & Alagidede, Paul, 2016. "African stock markets convergence: Regional and global analysis," Finance Research Letters, Elsevier, vol. 18(C), pages 317-321.

  5. Boako, Gideon & Alagidede, Paul, 2016. "African stock markets convergence: Regional and global analysis," Finance Research Letters, Elsevier, vol. 18(C), pages 317-321.

    Cited by:

    1. Izunna Anyikwa & Micheal Brookes & Pierre Le Roux, 2018. "African stock markets integration: an analysis of the relationship between major stock markets in Africa," Working Papers 1812, Department of Economics, Nelson Mandela University, revised Mar 2018.

  6. Alagidede, Paul & Panagiotidis, Theodore, 2012. "Stock returns and inflation: Evidence from quantile regressions," Economics Letters, Elsevier, vol. 117(1), pages 283-286.
    See citations under working paper version above.
  7. Alagidede, Paul & Coleman, Simeon & Cuestas, Juan Carlos, 2012. "Inflationary shocks and common economic trends: Implications for West African monetary union membership," Journal of Policy Modeling, Elsevier, vol. 34(3), pages 460-475.

    Cited by:

    1. Simplice A, Asongu, 2012. "Are Proposed African Monetary Unions Optimal Currency Areas? Real, Monetary and Fiscal Policy Convergence Analysis," MPRA Paper 41552, University Library of Munich, Germany.
    2. Chee-Heong Quah, 2016. "A Diagnostic on the West African Monetary Union," South African Journal of Economics, Economic Society of South Africa, vol. 84(1), pages 129-148, March.
    3. Simplice Asongu, 2014. "How Would Monetary Policy Matter In The Proposed African Monetary Unions? Evidence From Output And Prices," The African Finance Journal, Africagrowth Institute, vol. 16(2), pages 34-63.
    4. Simplice Asongu & Jacinta C. Nwachukwu & Vanessa S. Tchamyou, 2017. "A summary of a survey on proposed African monetary unions," Working Papers 17/008, African Governance and Development Institute..
    5. Asongu Simplice, 2013. "New Empirics of monetary policy dynamics: evidence from the CFA franc zones," Working Papers 13/016, African Governance and Development Institute..
    6. Asongu, Simplice A & Nwachukwu, Jacinta & Tchamyou, Vanessa, 2015. "A Literature Survey on Proposed African Monetary Unions," MPRA Paper 70234, University Library of Munich, Germany.
    7. Asongu, Simplice, 2015. "Growth and Institutions in African Development by Augustin K. Fosu," MPRA Paper 68656, University Library of Munich, Germany.
    8. Asongu, Simplice, 2015. "Financial development in Africa - a critical examination," MPRA Paper 82131, University Library of Munich, Germany.
    9. Chuku, Chuku, 2012. "The proposed eco: should West Africa proceed with a common currency?," MPRA Paper 43739, University Library of Munich, Germany.
    10. Simplice Asongu, 2014. "REER Imbalances and Macroeconomic Adjustments in the Proposed West African Monetary Union," South African Journal of Economics, Economic Society of South Africa, vol. 82(2), pages 276-289, June.
    11. Paul Alagidede & George Tweneboah, 2015. "On the Sustainability and Synchronization of Fiscal Policy in Latin America," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 52(2), pages 213-240, November.
    12. Juan C. Cuestas & Carlyn Dobson, 2013. "Convergence of inflationary shocks: evidence from the Caribbean," NCID Working Papers 02/2013, Navarra Center for International Development, University of Navarra.
    13. Simplice A, Asongu, 2012. "A Short-run Schumpeterian Trip to Embryonic African Monetary Zones," MPRA Paper 43190, University Library of Munich, Germany.
    14. Simplice A, Asongu, 2012. "Are Proposed African Monetary Unions Optimal Currency Areas? Real and Monetary Policy Convergence Analysis," MPRA Paper 36056, University Library of Munich, Germany.
    15. Mustapha Ibn Boamah, 2013. "Exchange Rate Pass-through in Countries of the Proposed West African Monetary Zone (WAMZ)," Review of Economics & Finance, Better Advances Press, Canada, vol. 3, pages 74-82, February.

  8. Paul Alagidede & Theodore Panagiotidis & Xu Zhang, 2011. "Why a diversified portfolio should include African assets," Applied Economics Letters, Taylor & Francis Journals, vol. 18(14), pages 1333-1340.
    See citations under working paper version above.
  9. Paul Alagidede & Theodore Panagiotidis & Xu Zhang, 2011. "Causal relationship between stock prices and exchange rates," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 20(1), pages 67-86.
    See citations under working paper version above.
  10. Alagidede, Paul, 2011. "Return behaviour in Africa's emerging equity markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 51(2), pages 133-140, May.

    Cited by:

    1. Pyemo Afego, 2012. "Weak Form Efficiency of the Nigerian Stock Market: An Empirical Analysis (1984 – 2009)," International Journal of Economics and Financial Issues, Econjournals, vol. 2(3), pages 340-347.
    2. Mirzaee Ghazani, Majid & Khalili Araghi, Mansour, 2014. "Evaluation of the adaptive market hypothesis as an evolutionary perspective on market efficiency: Evidence from the Tehran stock exchange," Research in International Business and Finance, Elsevier, vol. 32(C), pages 50-59.
    3. Juan Benjamín Duarte Duarte & Juan Manuel Mascare?nas Pérez-Iñigo, 2014. "Comprobación de la eficiencia débil en los principales mercados financieros latinoamericanos," ESTUDIOS GERENCIALES, UNIVERSIDAD ICESI, November.
    4. Kuttu, Saint, 2018. "Modelling long memory in volatility in sub-Saharan African equity markets," Research in International Business and Finance, Elsevier, vol. 44(C), pages 176-185.
    5. Tony-Okeke, Uchenna & Ahmadu-Bello, Jaliyyah & Niklewski, Jacek & Rodgers, Timothy, 2018. "Financial contagion and capital asset pricing in Africa: The impact of the 2007–09 and Euro-Zone crises on natural resources sector Beta in African emerging markets," Research in International Business and Finance, Elsevier, vol. 45(C), pages 54-61.
    6. Urquhart, Andrew & Hudson, Robert, 2013. "Efficient or adaptive markets? Evidence from major stock markets using very long run historic data," International Review of Financial Analysis, Elsevier, vol. 28(C), pages 130-142.
    7. Godfrey Marozva & Margaret Rutendo Magwedere, 2017. "Macroeconomic Variables, Leverage, Stock Returns and Stock Return Volatility," Acta Universitatis Danubius. OEconomica, Danubius University of Galati, issue 13(4), pages 264-288, AUGUST.
    8. Sinazo Guduza & Andrew Phiri, 2017. "Efficient market hypothesis: Evidence from the JSE equity and bond markets," Working Papers 1718, Department of Economics, Nelson Mandela University, revised Dec 2017.
    9. Ngene, Geoffrey & Tah, Kenneth A. & Darrat, Ali F., 2017. "Long memory or structural breaks: Some evidence for African stock markets," Review of Financial Economics, Elsevier, vol. 34(C), pages 61-73.
    10. 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.
    11. Vinodh Madhavan, 2014. "Investigating the nature of nonlinearity in Indian Exchange Traded Funds (ETFs)," Managerial Finance, Emerald Group Publishing, vol. 40(4), pages 395-415, March.
    12. Hazem Krichene & Mhamed-Ali El-Aroui, 2018. "Agent-Based Simulation and Microstructure Modeling of Immature Stock Markets," Computational Economics, Springer;Society for Computational Economics, vol. 51(3), pages 493-511, March.

  11. Alagidede, Paul & Panagiotidis, Theodore, 2010. "Can common stocks provide a hedge against inflation? Evidence from African countries," Review of Financial Economics, Elsevier, vol. 19(3), pages 91-100, August.
    See citations under working paper version above.
  12. Paul Alagidede & Theodore Panagiotidis, 2009. "Calendar Anomalies in the Ghana Stock Exchange," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 8(1), pages 1-23, April.

    Cited by:

    1. Filipovski, Vladimir & Tevdovski, Dragan, 2017. "Stock market efficiency in South Eastern Europe: testing return predictability and presence of calendar effects," MPRA Paper 76818, University Library of Munich, Germany.
    2. Elena Lidia Melnic, 2016. "New Approaches In The Retail Banking System For Creating Long Term Loyalty Relationships With Customers: Case Study On The Romanian Market," Eurasian Journal of Business and Management, Eurasian Publications, vol. 4(3), pages 49-64.
    3. Murat Akbalik & K. Batu Tunay, 2016. "An Analysis Of Ramadan Effect By Gjr-Garch Model: Case Of Borsa Istanbul," Oeconomia Copernicana, Institute of Economic Research, vol. 7(4), pages 593-612, December.
    4. Sedeaq Nassar, 2016. "The Day of the Week Effect of Stock Returns: Empirical Evidence from Five Selected Arab Countries," Eurasian Journal of Business and Management, Eurasian Publications, vol. 4(2), pages 55-64.
    5. Georgios Bampinas & Stilianos Fountas & Theodore Panagiotidis, 2015. "The day-of-the-week effect is weak: Evidence from the European Real Estate Sector," Discussion Paper Series 2015_02, Department of Economics, University of Macedonia, revised May 2015.
    6. Boamah, Nicholas Addai & Watts, Edward J. & Loudon, Geoffrey, 2017. "Financial crisis, the real sector and global effects on the African stock markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 65(C), pages 88-96.
    7. Boamah, Nicholas Addai, 2017. "The dynamics of the relative global sector effects and contagion in emerging markets equity returns," Research in International Business and Finance, Elsevier, vol. 39(PA), pages 433-453.

  13. Paul Alagidede, 2009. "Relationship between stock returns and inflation," Applied Economics Letters, Taylor & Francis Journals, vol. 16(14), pages 1403-1408.

    Cited by:

    1. Hamisu Sadi ALI & Mansur IDRIS & Yusuf Ibrahim KOFARMATA, 2015. "Stock Prices and Exchange Rates Dynamics in South Africa: An application of Asymmetric Co-integration Approach," Journal of Economics Library, KSP Journals, vol. 2(3), pages 165-172, September.
    2. Hamisu Sadi ALI & Umar MUKHTAR & Ganthi Selvi MANIAM, 2015. "Dynamic Links between Exchange Rates and Stock Prices in Malaysia: An Asymmetric Cointegration analysis," Journal of Economics and Political Economy, KSP Journals, vol. 2(3), pages 411-417, September.
    3. Rushdi, Mustabshira & Kim, Jae H. & Silvapulle, Param, 2012. "ARDL bounds tests and robust inference for the long run relationship between real stock returns and inflation in Australia," Economic Modelling, Elsevier, vol. 29(3), pages 535-543.
    4. Dalina Amonhaemanon & Jan Annaert & Marc J.K. De Ceuster & Hau Le Long, 2014. "The Fisher Hypothesis and Investment Assets: The Vietnamese and Thai Case," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 5(4), pages 180-195, October.
    5. Atilla Cifter, 2015. "Stock Returns, Inflation, and Real Activity in Developing Countries: A Markov-Switching Approach," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 62(1), pages 55-76, March.

  14. Paul Alagidede, 2009. "Are African Stock Markets Integrated with the Rest of the World?," The African Finance Journal, Africagrowth Institute, vol. 11(1), pages 37-53.

    Cited by:

    1. Mensah, Jones Odei & Alagidede, Paul, 2017. "How are Africa's emerging stock markets related to advanced markets? Evidence from copulas," Economic Modelling, Elsevier, vol. 60(C), pages 1-10.
    2. Guney, Yilmaz & Kallinterakis, Vasileios & Komba, Gabriel, 2017. "Herding in frontier markets: Evidence from African stock exchanges," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 47(C), pages 152-175.
    3. Adam, Anokye M. & Tweneboah, George, 2008. "Macroeconomic Factors and Stock Market Movement: Evidence from Ghana," MPRA Paper 11256, University Library of Munich, Germany.
    4. Todd Moss and Ross Thuotte, 2013. "Nowhere Left to Hide? Stock Market Correlation, Regional Diversification, and the Case for Investing in Africa," Working Papers 316, Center for Global Development.
    5. Izunna Anyikwa & Micheal Brookes & Pierre Le Roux, 2018. "African stock markets integration: an analysis of the relationship between major stock markets in Africa," Working Papers 1812, Department of Economics, Nelson Mandela University, revised Mar 2018.
    6. Boamah, Nicholas Addai & Watts, Edward J. & Loudon, Geoffrey, 2016. "Investigating temporal variation in the global and regional integration of African stock markets," Journal of Multinational Financial Management, Elsevier, vol. 36(C), pages 103-118.
    7. Tinashe Harry Dumile Kambadza & Zivanemoyo Chinzara, 2012. "Returns Correlation Structure and Volatility Spillovers Among the Major African Stock Markets," Working Papers 305, Economic Research Southern Africa.
    8. Boamah, Nicholas Addai & Watts, Edward J. & Loudon, Geoffrey, 2017. "Financial crisis, the real sector and global effects on the African stock markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 65(C), pages 88-96.
    9. Alagidede, Paul, 2011. "Return behaviour in Africa's emerging equity markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 51(2), pages 133-140, May.

  15. Alagidede, Paul & Panagiotidis, Theodore, 2009. "Modelling stock returns in Africa's emerging equity markets," International Review of Financial Analysis, Elsevier, vol. 18(1-2), pages 1-11, March.
    See citations under working paper version above.
  16. Paul Alagidede & George Tweneboah & Anokye M. Adam, 2008. "Nominal Exchange Rates and Price Convergence in the West African Monetary Zone," International Journal of Business and Economics, College of Business and College of Finance, Feng Chia University, Taichung, Taiwan, vol. 7(3), pages 181-198, December.

    Cited by:

    1. Njindan Iyke, Bernard, 2015. "Real Exchange Rates Persistence in the West African Monetary Zone: A Revisit of the PPP Puzzle," MPRA Paper 67282, University Library of Munich, Germany.
    2. Hwa-Taek Lee & Gawon Yoon, 2013. "Does purchasing power parity hold sometimes? Regime switching in real exchange rates," Applied Economics, Taylor & Francis Journals, vol. 45(16), pages 2279-2294, June.
    3. Simplice Asongu, 2014. "REER Imbalances and Macroeconomic Adjustments in the Proposed West African Monetary Union," South African Journal of Economics, Economic Society of South Africa, vol. 82(2), pages 276-289, June.
    4. Peterson Owusu Junior & Anokye M. Adam & George Tweneboah & Kwok Tong Soo, 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.
    5. Paul Alagidede & George Tweneboah, 2015. "On the Sustainability and Synchronization of Fiscal Policy in Latin America," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 52(2), pages 213-240, November.
    6. Raji, Rahman Olanrewaju, 2012. "REAL Exchange Rate Misalignment and Economic Performance of WEST AFRICAN MONETARY ZONE:Implications for macroeconomic unionisation," MPRA Paper 37385, University Library of Munich, Germany.
    7. Gilles Duffrenot & Kimiko Sugimoto, 2010. "Pegging the future West African single currency in regard to internal/external competitiveness: a counterfactual analysis," William Davidson Institute Working Papers Series wp974, William Davidson Institute at the University of Michigan.

  17. Paul Alagidede, 2008. "Day of the week seasonality in African stock markets," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 4(2), pages 115-120.

    Cited by:

    1. Batuo Enowbi, Michael & Guidi, Francesco & Mlambo, Kupukile, 2009. "Testing the weak-form market efficiency and the day of the week effects of some African countries," MPRA Paper 19116, University Library of Munich, Germany.
    2. Alagidede, Paul, 2008. "Month-of-the-year and pre-holiday seasonality in African stock markets," Stirling Economics Discussion Papers 2008-23, University of Stirling, Division of Economics.
    3. Shiok Ye Lim & Chong Mun Ho & Brian Dollery, 2010. "An empirical analysis of calendar anomalies in the Malaysian stock market," Applied Financial Economics, Taylor & Francis Journals, vol. 20(3), pages 255-264.
    4. Osabuohien-Irabor Osarumwense, 2015. "Day-of-the-week effect in the Nigerian Stock Market Returns and Volatility: Does the Distributional Assumptions Influence Disappearance?," European Financial and Accounting Journal, University of Economics, Prague, vol. 2015(4), pages 33-44.
    5. Sugimoto, Kimiko & Matsuki, Takashi & Yoshida, Yushi, 2013. "The global financial crisis: An analysis of the spillover effects on African stock markets," MPRA Paper 50473, University Library of Munich, Germany.
    6. Amélie Charles, 2010. "The day-of-the week effects on the volatility: The role of the asymmetry," Post-Print hal-00771136, HAL.
    7. Weber Christoph S. & Nickol Philipp, 2016. "More on Calendar Effects on Islamic Stock Markets," Review of Middle East Economics and Finance, De Gruyter, vol. 12(1), pages 65-113, April.
    8. Dragos Stefan Oprea & Elena Valentina Tilica, 2014. "Day-of-the-Week Effect in Post-Communist East European Stock Markets," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 4(3), pages 119-129, July.
    9. Eymen Errais & Dhikra Bahri, 2016. "Is Standard Deviation a Good Measure of Volatility? the Case of African Markets with Price Limits," Annals of Economics and Finance, Society for AEF, vol. 17(1), pages 145-165, May.
    10. Giovanis, Eleftherios, 2009. "Bootstrapping Fuzzy-GARCH Regressions on the Day of the Week Effect in Stock Returns: Applications in MATLAB," MPRA Paper 22326, University Library of Munich, Germany.

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 27 papers 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-AFR: Africa (18) 2006-06-24 2008-11-18 2009-01-17 2009-02-14 2010-04-24 2010-05-02 2010-07-31 2010-09-03 2010-11-27 2010-11-27 2010-12-04 2011-02-19 2011-05-14 2014-08-09 2016-07-30 2016-10-30 2017-02-19 2018-06-18. Author is listed
  2. NEP-CBA: Central Banking (4) 2010-11-27 2010-11-27 2011-02-19 2012-04-17
  3. NEP-IFN: International Finance (4) 2010-04-17 2010-11-27 2010-12-04 2011-05-14
  4. NEP-AGR: Agricultural Economics (3) 2006-06-24 2014-08-09 2016-01-29
  5. NEP-GRO: Economic Growth (3) 2014-08-09 2016-01-29 2017-04-09
  6. NEP-MON: Monetary Economics (3) 2010-11-27 2010-11-27 2011-02-19
  7. NEP-DEV: Development (2) 2014-08-09 2017-04-09
  8. NEP-FDG: Financial Development & Growth (2) 2014-08-09 2016-01-29
  9. NEP-FMK: Financial Markets (2) 2006-06-24 2009-02-14
  10. NEP-RMG: Risk Management (2) 2006-06-24 2016-02-04
  11. NEP-ARA: MENA - Middle East & North Africa (1) 2009-01-17
  12. NEP-CIS: Confederation of Independent States (1) 2011-02-19
  13. NEP-CWA: Central & Western Asia (1) 2010-04-24
  14. NEP-EFF: Efficiency & Productivity (1) 2016-01-29
  15. NEP-ENE: Energy Economics (1) 2009-02-14
  16. NEP-ENV: Environmental Economics (1) 2016-01-29
  17. NEP-FIN: Finance (1) 2006-06-24
  18. NEP-GER: German Papers (1) 2016-07-16
  19. NEP-INO: Innovation (1) 2016-01-29
  20. NEP-URE: Urban & Real Estate Economics (1) 2017-04-09

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