Research

Articles in international refereed journals

Kumah, S.P. & Odei-Mensah, J. (2022). Do cryptocurrencies and crude oil influence each other? Evidence from wavelet-based quantile-in-quantile approach. Cogent Economics & Finance 10 (1), 2082027

Nguema, A.B., Alagidede, I.P., & Odei-Mensah, J. (2022). Derivatives use and the business lending efficiency of African banks. Studies in Economics and Econometrics, 1-20

Kumah, S.P. & Odei-Mensah, J. (2022). Are cryptocurrencies connected to gold? A wavelet‐based quantile‐in‐quantile approach. International Journal of Finance & Economics 27 (3), 3640-3659

Kumah, S.P. & Mensah, J.O. (2021). Can altcoins become viable alternatives to African fiat currencies? International Journal of Development Issues, Vol. ahead-of-print No. ahead-of-print. https://doi.org/10.1108/IJDI-04-2021-0088

Kumah, S.P. & Mensah, J.O. (2021). Are Cryptocurrencies and African stock markets integrated? The Quarterly Review of Economics and Finance 81, 330-341

Fasanya, I., Oyewole, O & Odei-Mensah, J . (2021). Infectious Diseases-Energy Futures Nexus: A Quantile-on-Quantile Approach. Energy Research Letters 1 (4), 18267

Enwereuzoh, P.A., Odei-Mensah, J., & Owusu Junior, P. (2021). Crude oil shocks and African stock markets. Research in International Business and Finance, 55, 101346

Kumah, S.P. & Mensah, J.O. (2020). Are cryptocurrencies connected to gold? A wavelet‐based quantile‐in‐quantile approach. International Journal of Finance

Fasanya, I.O., Oyewole, O., Adekoya, O.B., & Mensah, J.O. (2020). Dynamic spillovers and connectedness between COVID-19 pandemic and global foreign exchange markets. Economic Research-Ekonomska Istraživanja, DOI: 10.1080/1331677X.2020.1860796

Obeng-Odoom, F., Mensah, J.O., & Botha, F (2019). The African Review of Economics and Finance: Past, Present, and Future. African Review of Economics and Finance, 11(2), 3-18

Leukes, C. & Mensah, J.O. (2019). Systemic risk contribution of financial institutions in South Africa. African Review of Economics and Finance, 11(2), 188-218

Mensah, J. O. & Premaratne, G. (2019). Exploring diversification benefits in Asian equity markets. Singapore Economic Review, 64(3), 517 – 542.

Alagidede, P., Mensah, J. O., & Ibrahim, M. (2018). Optimal deficit financing in a constrained fiscal space in Ghana. African Development Review, 30 (3), 291-303.

Mensah, J. O. & Premaratne, G. (2018). Integration of ASEAN banking sector stocks. Journal of Asian Economics, 59, 48-60.

Alagidede, P., & Mensah, J. O. (2018). Construction, Institutions and Economic Growth in Sub-Saharan Africa. African Review of Economics and Finance, 10, 136-163.

Mensah, J. O. & Premaratne, G. (2018). Dependence patterns among Asian Banking Sector Stocks: A Copula Approach. Research in International Business and Finance, 41, 357-388.

Ijasan, K., Tweneboah, G., & Mensah, J.O. (2017). Anti-persistence and long-memory behaviour of SA REITs. Journal of Property Investment & Finance. Vol. 35 Issue: 4, pp.356-368.

Mensah, J. O. & Premaratne, G. (2017). Systemic interconnectedness among Asian Banks. Japan and the World Economy, 41, 17-33.

Mensah, J. O. & Alagidede, P. (2017). How are Africa’s emerging stock markets related to advanced markets? Evidence from copulas. Economic Modelling, 60, 1-10.

Amewu, G., Mensah, J. O. & Alagidede, P. (2016). Reaction of global stock markets to BREXIT. Journal of African Political Economy & Development, 1(1), 1-12.

Chapters in books

Premaratne, G. & Mensah, J. O. (2014). Performance of Asian Mutual Funds. In G. Gregoriou & D. Lee, Handbook of Asian Finance: REITS Trading and Fund Performance (Vol. 2, p. 437-459). Oxford: Academic Press Inc.

Peer-Reviewed Working Papers

Mensah, J. O. & Alagidede, P. (2016). How are Africa’s emerging stock markets related to advanced markets? Evidence from copulas. Working Paper 624, Economic Research Southern Africa

Alagidede, P., & Mensah, J.O. (2016). Construction, Institutions and Economic Growth in Sub-Saharan Africa. Working Paper 622, Economic Research Southern Africa