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Commodities price cycles and their interdependence with equity markets

Boako, Gideon; Alagidede, Imhotep Paul; Sjo, Bo; Uddin, … - In: Energy economics 91 (2020), pp. 1-26

Persistent link: https://www.econbiz.de/10012518586

Market efficiency and price discovery in Cocoa markets

Ohemeng, Williams; Sjo, Bo; Danquah, Michael - In: Journal of African business 17 (2016) 2, pp. 209-224

Persistent link: https://www.econbiz.de/10011559323

Panel cointegration of Chinese A and B shares

Ahlgren, Niklas; Sjo, Bo; Zhang, Jianhua - In: Applied Financial Economics 19 (2009) 23, pp. 1859-1871

We study information flows in China's stock markets. By using panel data methods we test for a unit root in the price premium of domestic investors' A shares over foreign investors' B shares, as well as cointegration between the A- and B-share prices on the Shanghai and Shenzhen stock exchanges....

Persistent link: https://www.econbiz.de/10008582873

Price leadership in the South African foreign-exchange market : an empirical analysis

Shandu, Philani; Boako, Gideon; Alagidede, Paul - In: International Journal of Emerging Markets 13 (2018) 1, pp. 87-117

Purpose: The purpose of this paper is to investigate the information-based microstructure theory’s effectiveness in explaining short-term disturbances in currency prices by determining whether the price discovery process in the US dollar (USD) and South African rand (ZAR)-USD/ZAR spot market...

Persistent link: https://www.econbiz.de/10012070772

Stock returns and exchange rate nexus in Ghana : a Bayesian quantile regression approach

Boako, Gideon; Omane-Adjepong, Maurice; Frimpong, … - In: The South African journal of economics 84 (2016) 1, pp. 149-179

Persistent link: https://www.econbiz.de/10011490603

Editorial: the economic effects of COVID-19 on African economies

Ibrahim, Muazu; Boako, Gideon - In: African review of economics and finance : AREF : the … 13 (2021) 2, pp. 3-5

Persistent link: https://www.econbiz.de/10012795060

Tail dependence in the return-volume of leading cryptocurrencies

Naeem, Muhammad; Bouri, Elie; Boako, Gideon; Roubaud, David - In: Finance research letters 36 (2020), pp. 1-9

Persistent link: https://www.econbiz.de/10012483385

Analysing dynamic dependence between gold and stock returns : evidence using stochastic and full-range tail dependence copula models

Boako, Gideon; Tiwari, Aviral Kumar; Ibrahim, Muazu; … - In: Finance research letters 31 (2019), pp. 391-397

Persistent link: https://www.econbiz.de/10012421744

Global commodities and African stocks : a "market of one?"

Boako, Gideon; Alagidede, Paul - In: International review of financial analysis 44 (2016), pp. 226-237

Persistent link: https://www.econbiz.de/10011624002

Should Africa's emerging markets still be considered as a separate asset class?

Boako, Gideon; Alagidede, Paul - In: Applied economics letters 24 (2017) 1/3, pp. 61-66

Persistent link: https://www.econbiz.de/10011703834