Assessing the asymmetric interrelationships between sovereign bond yields and selected potential determinants: The case of frontier WAMZ economies

Autor: Akwasi Adom-Dankwa, Francis Atsu, Emmanuel Numapau Gyamfi, Godfred Amewu

Publikováno v: Heliyon, Vol 10, Iss 19, Pp e37995- (2024)

The spot of frontier market economies in the global financial arena continues to be significant for many market participants because of their size, diversification advantage, and interconnectedness. Financial market innovations, globalization and pan

Externí odkaz: https://doaj.org/article/c2438dea830b49e5b8f748f60a3f571a

Currency reform, currency biases and Ghana’s forex market fluctuations: Beyond the macroeconomic fundamentals

Autor: Bernard Bawuah, Samuel Agyei-Ampomah, Anthony Owusu-Ansah, Francis Atsu

Publikováno v: Cogent Economics & Finance, Vol 11, Iss 2 (2023)

AbstractRedenomination of currency has become a common phenomenon in recent past among emerging and transitional economies. In 2007, Ghana became one of the economies to redenominate in recent past. This currency policy adaptation has the potential o

Externí odkaz: https://doaj.org/article/47eb970a82714e8bbe3e31bd84ffb174

ICT, energy consumption, financial development, and environmental degradation in South Africa

Autor: Francis Atsu, Samuel Adams, Joseph Adjei

Publikováno v: Heliyon, Vol 7, Iss 7, Pp e07328- (2021)

The ICT, energy consumption, and carbon dioxide emissions (CO2) relationship is examined for South Africa spanning the period 1970–2019, while controlling for the effects of financial development. The findings of the study based on the Autoregressi

Externí odkaz: https://doaj.org/article/17078296aad042949c5d4b0c5a7b14bb

Energy consumption, finance, and climate change: Does policy uncertainty matter?

Autor: Francis Atsu, Samuel Adams

Publikováno v: Economic Analysis and Policy. 70:490-501

The study examined the long run relationship of energy consumption, financial development and economic policy uncertainty for the BRICS countries (Brazil, Russia, India, China and South Africa) over the period 1984–2017. Using cross-sectionally aug

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::e12dda89f87d8726722c478f075131e7
https://doi.org/10.1016/j.eap.2021.03.013

Reaction of stock volatility to data breach:An event study

Autor: Francis Atsu, Samuel Tweneboah-Koduah, Ramjee Prasad

Publikováno v: Tweneboah-Koduah, S, Atsu, F & Prasad, R 2020, ' Reaction of stock volatility to data breach : An event study ', Journal of Cyber Security and Mobility, vol. 9, no. 3, pp. 355-384 . https://doi.org/10.13052/JCSM2245-1439.931

The paper assesses how stock market volatility reacts to data breach disclosure. The paper applies Volatility Event Analysis and Kolmogorov-Smirnov Test to analyse how equity risk (stock volatility) of 96 firms listed on the S&P 500 index reacted to

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2f5bb0d43c29327293de0702ab4d496e
https://pure.au.dk/portal/da/publications/reaction-of-stock-volatility-to-data-breach(1ecaa618-7509-424f-8f46-decd8df78018).html