Gideon Boako

Accounting and Finance

About

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Research Summary

(inferred from publications by AI)

The researcher focuses on developing comprehensive frameworks using advanced statistical methods to model complex financial systems across various domains within social sciences. This involves analyzing volatility, co-movements between markets or assets, systemic risks, stock returns, exchange rates, asset pricing, regional economic structures, IT integration, and corporate governance. The research also examines global financial crises like the US-Mexican crisis, sovereign credit ratings, private equity impacts, and corporate finance policies, aiming to create robust models applicable across regions and industries for understanding risk management, market dynamics, and systemic risks affecting global financial systems.

Research Themes

All (31 Papers)

Social Sciences (28 Papers)

Physical Sciences (3 Papers)

All Papers

Heterogeneous interconnections between precious metals: Evidence from asymmetric and frequency-domain spillover analysis(2019)

Co-movement of Africa’s equity markets: Regional and global analysis in the frequency–time domains(2016)

Global commodities and African stocks: A ‘market of one?’(2016)

Analysing dynamic dependence between gold and stock returns: Evidence using stochastic and full-range tail dependence copula models(2018)

Vine copula-based dependence and portfolio value-at-risk analysis of the cryptocurrency market(2019)

Commodities price cycles and their interdependence with equity markets(2020)

African stock markets in the midst of the global financial crisis: Recoupling or decoupling?(2018)

Currency price risk and stock market returns in Africa: Dependence and downside spillover effects with stochastic copulas(2017)

African equity markets’ exposure to oil and other commodities - implications for global portfolio diversification(2020)

Long-range dependence in returns and volatility of global gold market amid financial crises(2016)

Interdependence and spillovers between big oil companies and regional and global energy equity markets(2024)

Commodities Price Cycles and their Interdependence with Equity Markets in Africa(2020)

Economic forces and equity market returns in Ghana: symmetric dependence with quantile regressions(2015)

Regionalization versus Internationalization of African Stock Markets: A frequency-time domain analysis(2016)

Price leadership in the South African foreign-exchange market: an empirical analysis(2017)

Tail dependence in the return-volume of leading cryptocurrencies(2019)

Examining evidence of ‘shift-contagion’ in African stock markets: A CoVaR-copula approach(2017)

Systemic Risks Spillovers and Interdependence among Stock Markets: International Evidence with Covar‐Copulas(2017)

Volatility Dynamics in Equity Returns: A Multi-GARCH Approach(2015)

Non-parametric quantile dependencies between volatility discontinuities and political risk(2018)

Stock Returns and Exchange Rate Nexus in <scp>G</scp>hana: A <scp>B</scp>ayesian Quantile Regression Approach(2015)

African stock markets convergence: Regional and global analysis(2016)

The Stock Market Development and Economic Growth Puzzle: Empirical Evidence from Africa(2017)

Information Technology (IT) and Business: Two Unavoidable Paths to Africa’s Future(2019)

Should Africa’s emerging markets still be considered as a separate asset class?(2016)

The impact of sovereign credit ratings on corporate credit ratings in South Africa(2017)

The Impact of the US and Canadian Macroeconomic News on the Mexican Financial Markets(2017)

Studies on African Equity Markets and Global Shocks: Co-movement, Contagion, and Diversification(2016)

Effect of Pension Fund Assets on Ghana’s GDP(2019)

The response of stock prices to dividend news on the Ghana stock market: An empirical assessment(2015)

Analysis of Realities and Myths in the Consulting Industry(2019)

Collaboration Network

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Research Collaboration Map

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About This Profile

This profile is generated from publicly available publication metadata and is intended for research discovery purposes. Themes, summaries, and trajectories are inferred computationally and may not capture the full scope of the lecturer's work. For authoritative information, please refer to the official KNUST profile.