GB
Gideon Boako
31 Publications11 Research Themes9 Open Access
Research Overview & Focus
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.
Key Research Themes (11)
Social Sciences
Complex Systems and Time Series Analysis
Social Sciences
Corporate Finance and Governance
Social Sciences
Credit Risk and Financial Regulations
Physical Sciences
Economic Growth and Development
Social Sciences
Financial Literacy, Pension, Retirement Analysis
Social Sciences
Financial Risk and Volatility Modeling
Social Sciences
Global Financial Crisis and Policies
Social Sciences
Market Dynamics and Volatility
Social Sciences
Monetary Policy and Economic Impact
Social Sciences
Private Equity and Venture Capital
Social Sciences
Risk Management in Financial Firms
Publications (31)
Interdependence and spillovers between big oil companies and regional and global energy equity markets
Commodities Price Cycles and their Interdependence with Equity Markets in Africa
2020Market Dynamics and Volatility
African equity markets’ exposure to oil and other commodities - implications for global portfolio diversification
Commodities price cycles and their interdependence with equity markets
Effect of Pension Fund Assets on Ghana’s GDP
Open AccessTail dependence in the return-volume of leading cryptocurrencies
Heterogeneous interconnections between precious metals: Evidence from asymmetric and frequency-domain spillover analysis
Information Technology (IT) and Business: Two Unavoidable Paths to Africa’s Future
Open AccessAnalysis of Realities and Myths in the Consulting Industry
Open AccessVine copula-based dependence and portfolio value-at-risk analysis of the cryptocurrency market
Non-parametric quantile dependencies between volatility discontinuities and political risk
Analysing dynamic dependence between gold and stock returns: Evidence using stochastic and full-range tail dependence copula models
African stock markets in the midst of the global financial crisis: Recoupling or decoupling?
Systemic Risks Spillovers and Interdependence among Stock Markets: International Evidence with Covar‐Copulas
Price leadership in the South African foreign-exchange market: an empirical analysis
Examining evidence of ‘shift-contagion’ in African stock markets: A CoVaR-copula approach
Open AccessCurrency price risk and stock market returns in Africa: Dependence and downside spillover effects with stochastic copulas
The impact of sovereign credit ratings on corporate credit ratings in South Africa
The Impact of the US and Canadian Macroeconomic News on the Mexican Financial Markets
Open AccessThe Stock Market Development and Economic Growth Puzzle: Empirical Evidence from Africa
Long-range dependence in returns and volatility of global gold market amid financial crises
Co-movement of Africa’s equity markets: Regional and global analysis in the frequency–time domains
Regionalization versus Internationalization of African Stock Markets: A frequency-time domain analysis
2016Market Dynamics and Volatility
African stock markets convergence: Regional and global analysis
Should Africa’s emerging markets still be considered as a separate asset class?
Global commodities and African stocks: A ‘market of one?’
Studies on African Equity Markets and Global Shocks: Co-movement, Contagion, and Diversification
Open AccessEconomic forces and equity market returns in Ghana: symmetric dependence with quantile regressions
2015Market Dynamics and Volatility
Volatility Dynamics in Equity Returns: A Multi-GARCH Approach
Open Access2015Financial Risk and Volatility Modeling
Stock Returns and Exchange Rate Nexus in <scp>G</scp>hana: A <scp>B</scp>ayesian Quantile Regression Approach
Open AccessThe response of stock prices to dividend news on the Ghana stock market: An empirical assessment
Open AccessAcademic Metrics
DepartmentDepartment of Accounting and Finance
Total Publications31
Research Themes11
Open Access Papers9
Department of Accounting and Finance
Kwame Nkrumah University of Science and Technology