User profiles for Kenneth A. Tah
Kenneth A. TahStetson School of Business, Mercer University Verified email at mercer.edu Cited by 125 |
How are policy uncertainty, real economy, and financial sector connected?
Frequent economic policy adjustments increase economic policy uncertainty. Recent studies
show that policy uncertainty has contractionary effects on real investment. We conduct a …
show that policy uncertainty has contractionary effects on real investment. We conduct a …
Long memory or structural breaks: Some evidence for African stock markets
This study explores two main issues. One: How do the exchange rate and inflation rate impact
long term dependency structure of weekly returns of seven African stock markets? Two: …
long term dependency structure of weekly returns of seven African stock markets? Two: …
[HTML][HTML] Remittances and financial access: Evidence from sub-Saharan Africa
KA Tah - Cogent Economics & Finance, 2019 - Taylor & Francis
This paper empirically investigates the effects of remittances on access to financial services
in 26 Sub-Saharan African countries over the period 2004–2015. We find that remittances …
in 26 Sub-Saharan African countries over the period 2004–2015. We find that remittances …
The random-walk hypothesis revisited: new evidence on multiple structural breaks in emerging markets
We examine whether stock prices in 18 emerging markets follow random-walk or mean-reversion
processes in the presence of sudden and gradual multiple structural breaks. Our tests …
processes in the presence of sudden and gradual multiple structural breaks. Our tests …
Relationship between volatility and expected returns in two emerging markets
KA Tah - Business and Economics Journal, 2013 - go.gale.com
This paper provides an insight into the stochastic behavior of monthly stock market returns
for two emerging markets--the Nairobi Stock Exchange (of Kenya) and Lusaka Stock …
for two emerging markets--the Nairobi Stock Exchange (of Kenya) and Lusaka Stock …
Foreign trade and economic growth in South Africa
KA Tah, C Czerniak, A Levine, K Wiggin… - Asia-Pacific Journal of …, 2021 - Taylor & Francis
This study investigates the effects of foreign trade (economic openness) on South African
economic growth. We control for the role of human capital accumulation, physical capital and …
economic growth. We control for the role of human capital accumulation, physical capital and …
[PDF][PDF] The Impact of Monetary and Fiscal Policies on Real Output: A Re-examination
Research continues to investigate the relative efficacy of monetary and fiscal policies for
stabilizing the US economy, a debate that began with Anderson and Jordan’s well-known study. …
stabilizing the US economy, a debate that began with Anderson and Jordan’s well-known study. …
Determinants of Interest rate swap spreads: A quantile regression approach
KA Tah - Journal of Economics and Finance, 2022 - Springer
This paper analyzes whether the determinants of interest rate swap spreads are homogenous
along quantiles of conditional interest rate swap spreads. Our empirical results suggest …
along quantiles of conditional interest rate swap spreads. Our empirical results suggest …
The effects of securitized asset portfolio specialization on bank holding company's return, and risk
KA Tah, O Martinez - Studies in Economics and Finance, 2016 - emerald.com
Purpose The purpose of this paper is to examine the effect of specialization of the securitized
assets portfolio on banks’ performance and securitization risk. In doing so, the paper …
assets portfolio on banks’ performance and securitization risk. In doing so, the paper …
Random walk and structural break in exchange rates
KA Tah - International Journal of Monetary Economics and …, 2018 - inderscienceonline.com
In this paper, our goal is to examine whether foreign exchange rate between the US and her
largest trading partners (China, Canada, Mexico, Japan, Europe, South Korea, UK, India …
largest trading partners (China, Canada, Mexico, Japan, Europe, South Korea, UK, India …