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Long memory or structural breaks : some evidence for African stock markets

Ngene, Geoffrey; Tah, Kenneth A.; Darrat, Ali F. - In: Review of financial economics : RFE 34 (2017), pp. 61-73

Persistent link: https://www.econbiz.de/10011876790

Dynamic linkages between US and Eurodollar interest rates : new evidence from causality in quantiles

Tah, Kenneth A.; Ngene, Geoffrey - In: Journal of economics and finance : JEF 45 (2021) 1, pp. 200-210

Persistent link: https://www.econbiz.de/10012416634

Ripple effects, the long-run relationship, and dynamic corrections among interest rate swap spreads

Tah, Kenneth A.; Ngene, Geoffrey - In: The journal of fixed income 27 (2018) 4, pp. 40-52

Persistent link: https://www.econbiz.de/10011900629

Testing Long Memory in the Presence of Structural Breaks : An Application to Regional and National Housing Markets

Ngene, Geoffrey - 2015

We use parametric and semi-parametric methods to explore the effects of structural breaks on long memory processes in nine US regional and national housing prices over the period from January 1991 to February 2014. The results reveal multiple structural breaks and differential break points...

Persistent link: https://www.econbiz.de/10013024756