| Co-movement of Africa’s equity markets: Regional and global analysis in the frequency–time domains G Boako, P Alagidede Physica A: statistical mechanics and its applications 468, 359-380, 2017 | 70 | 2017 |
| Stock returns and exchange rate nexus in G hana: AB ayesian quantile regression approach G Boako, M Omane‐Adjepong, JM Frimpong South African Journal of Economics 84 (1), 149-179, 2016 | 61 | 2016 |
| Heterogeneous interconnections between precious metals: Evidence from asymmetric and frequency-domain spillover analysis GS Uddin, SJH Shahzad, G Boako, JA Hernandez, BM Lucey Resources Policy 64, 101509, 2019 | 45 | 2019 |
| Global commodities and African stocks: A ‘market of one?’ G Boako, P Alagidede International Review of Financial Analysis 44, 226-237, 2016 | 45 | 2016 |
| Analysing dynamic dependence between gold and stock returns: Evidence using stochastic and full-range tail dependence copula models G Boako, AK Tiwari, M Ibrahim, Q Ji Finance Research Letters 31, 2019 | 42 | 2019 |
| Tail dependence in the return-volume of leading cryptocurrencies M Naeem, E Bouri, G Boako, D Roubaud Finance Research Letters 36, 101326, 2020 | 40 | 2020 |
| Vine copula-based dependence and portfolio value-at-risk analysis of the cryptocurrency market G Boako, AK Tiwari, D Roubaud International Economics 158, 77-90, 2019 | 40 | 2019 |
| African stock markets in the midst of the global financial crisis: recoupling or decoupling? G Boako, P Alagidede Research in International Business and Finance 46, 166-180, 2018 | 40 | 2018 |
| Commodities price cycles and their interdependence with equity markets G Boako, IP Alagidede, B Sjo, GS Uddin Energy Economics 91, 104884, 2020 | 37 | 2020 |
| Currency price risk and stock market returns in Africa: Dependence and downside spillover effects with stochastic copulas G Boako, P Alagidede Journal of Multinational Financial Management 41, 92-114, 2017 | 32 | 2017 |
| Examining evidence of ‘shift-contagion’in African stock markets: A CoVaR-copula approach G Boako, P Alagidede Review of development finance 7 (2), 142-156, 2017 | 29 | 2017 |
| Systemic risks spillovers and interdependence among stock markets: international evidence with Covar‐copulas G Boako, P Alagidede South African Journal of Economics 86 (1), 82-112, 2018 | 20 | 2018 |
| African stock markets convergence: Regional and global analysis G Boako, P Alagidede Finance Research Letters 18, 317-321, 2016 | 19 | 2016 |
| The impact of sovereign credit ratings on corporate credit ratings in South Africa Z Ntsalaze, G Boako, P Alagidede African Journal of Economic and Management Studies 8 (2), 126-146, 2017 | 16 | 2017 |
| Long-range dependence in returns and volatility of global gold market amid financial crises M Omane-Adjepong, G Boako Physica A: Statistical Mechanics and its Applications 472, 188-202, 2017 | 11 | 2017 |
| Should Africa’s emerging markets still be considered as a separate asset class? G Boako, P Alagidede Applied Economics Letters 24 (1), 61-66, 2017 | 10 | 2017 |
| African equity markets’ exposure to oil and other commodities-implications for global portfolio diversification IP Alagidede, G Boako, B Sjo Journal of Economics and Finance 45 (2), 288-315, 2021 | 9 | 2021 |
| The stock market development and economic growth puzzle: Empirical evidence from Africa G Boako, P Alagidede Development Finance: Challenges and Opportunities, 207-240, 2017 | 6 | 2017 |
| Uncovered Interest Parity, Purchasing Power Parity and the Fisher effect: Evidence from South Africa. D Machobani, G Boako, P Alagidede Frontiers in Finance & Economics 14 (2), 2017 | 5 | 2017 |
| Regionalization versus internationalization of African stock markets: A frequency-time domain analysis G Boako, P Alagidede Economic Research Southern Africa Working Papers, 2016 | 5 | 2016 |
