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Modelling long memory in volatility in sub-Saharan African equity markets

Kuttu, Saint - In: Research in international business and finance 44 (2018), pp. 176-185

Persistent link: https://www.econbiz.de/10011983033

Time-varying conditional discrete jumps in emerging African equity markets

Kuttu, Saint - In: Global finance journal 32 (2017), pp. 35-54

Persistent link: https://www.econbiz.de/10011802820

Return and volatility dynamics among four African equity markets : a multivariate VAR-EGARCH analysis

Kuttu, Saint - In: Global finance journal 25 (2014) 1, pp. 56-69

Persistent link: https://www.econbiz.de/10010400989

Return and volatility dynamics among four African equity markets: A multivariate VAR-EGARCH analysis

Kuttu, Saint - In: Global Finance Journal 25 (2014) 1, pp. 56-69

A multivariate VAR-EGARCH is used to examine the returns and volatility dynamics between thin-traded adjusted equity returns from Ghana, Kenya, Nigeria and South Africa. The findings suggest a reciprocal return spillover between Ghana and Kenya, and between Nigeria and South Africa. In addition,...

Persistent link: https://www.econbiz.de/10010776503

Government size, public debt and inclusive growth in Africa

Whajah, Jennifer; Bokpin, Godfred A.; Kuttu, Saint - In: Research in international business and finance 49 (2019), pp. 225-240

Persistent link: https://www.econbiz.de/10012136016

Evidence of time-varying conditional discrete jump dynamics in sub-Saharan African foreign exchange markets

Kuttu, Saint; Aboagye, Anthony Q. Q.; Bokpin, Godfred A. - In: Research in international business and finance 46 (2018), pp. 211-226

Persistent link: https://www.econbiz.de/10011983617

Feedback trading and autocorrelation patterns in sub-Saharan African equity markets

Kuttu, Saint; Bokpin, Godfred A. - In: Emerging markets finance & trade : a journal of the … 53 (2017) 1, pp. 213-225

Persistent link: https://www.econbiz.de/10011763971

Bank lending behaviour and systemic banking crisis in Africa : the role of regulatory framework

Ofori-Sasu, Daniel; Agbloyor, Elikplimi Komla; Kuttu, Saint - In: Journal of international development : the journal of … 35 (2023) 6, pp. 1318-1345

Persistent link: https://www.econbiz.de/10014336840

Risk, technical efficiency and capital requirements of Ghanaian insurers

Attah-Kyei, Daniel; Andoh, Charles; Kuttu, Saint - In: Risk management : an international journal 25 (2023) 4, pp. 1-27

Persistent link: https://www.econbiz.de/10014372831

Risk-taking and systemic banking crisis in Africa : do regulatory policy framework provide new insight in threshold models?

Ofori-Sasu, Daniel; Sarpong-Kumankoma, Emmanuel; Kuttu, … - In: Risk management : an international journal 26 (2024) 2, pp. 1-37

Persistent link: https://www.econbiz.de/10014507687