Kenneth A. Tah

Personal Details

First Name:	Kenneth
Middle Name:	A.
Last Name:	Tah
Suffix:
RePEc Short-ID:	pta516
	[This author has chosen not to make the email address public]

Affiliation

School of Business and Economics
Mercer University

Atlanta/Macon, Georgia (United States)
http://www.mercer.edu/Business/
RePEc:edi:sbmerus (more details at EDIRC)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

1. Ngene, Geoffrey M. & Tah, Kenneth A., 2023. "How are policy uncertainty, real economy, and financial sector connected?," Economic Modelling, Elsevier, vol. 123(C).

   Cited by:

   1. Barra, Cristian & Falcone, Pasquale Marcello, 2024. "Environmental performance of countries. Examining the effect of diverse institutional factors in a metafrontier approach," Socio-Economic Planning Sciences, Elsevier, vol. 95(C).
   2. Cristian Barra & Pasquale Marcello Falcone, 2024. "Unraveling the impact of economic policy uncertainty on environmental efficiency: How do institutional quality and political orientation matter?," Economics and Politics, Wiley Blackwell, vol. 36(3), pages 1450-1490, November.
   3. Lin, Jietong & Wang, Xin & Xu, Mingzhi, 2024. "Industrial policy persistence and local economic performance: The role of subsidy allocation in China," Economic Modelling, Elsevier, vol. 141(C).
   4. Sarfraz Hussain & Rosalan Ali & Walid Emam & Yusra Tashkandy & Pradeep Mishra & Mochammad Fahlevi & Adelajda Matuka, 2023. "Economic Policy Uncertainty and Firm Value: Impact of Investment Sentiments in Energy and Petroleum," Sustainability, MDPI, vol. 15(12), pages 1-28, June.
   5. Theodoros Daglis & Konstantinos N. Konstantakis & Panos Xidonas & Panayotis G. Michaelides & Areistidis Samitas, 2024. "Solar Weather Dynamics and the US Economy: A Comprehensive GVAR Perspective," Review of Quantitative Finance and Accounting, Springer, vol. 63(3), pages 955-977, October.

2. Kenneth A. Tah & Geoffrey Ngene, 2021. "Dynamic linkages between US and Eurodollar interest rates: new evidence from causality in quantiles," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 45(1), pages 200-210, January.

   Cited by:

   1. Hongcheng Ding & Xuanze Zhao & Zixiao Jiang & Shamsul Nahar Abdullah & Deshinta Arrova Dewi, 2024. "EUR-USD Exchange Rate Forecasting Based on Information Fusion with Large Language Models and Deep Learning Methods," Papers 2408.13214, arXiv.org.

3. Kenneth A. Tah, 2019. "Remittances and financial access: Evidence from Sub-Saharan Africa," Cogent Economics & Finance, Taylor & Francis Journals, vol. 7(1), pages 1570581-157, January.

   Cited by:

   1. Ibrahim A. Adekunle & Sheriffdeen A. Tella & Kolawole Subair & Soliu B. Adegboyega, 2020. "Remittances and Financial Development in Africa," Research Africa Network Working Papers 20/081, Research Africa Network (RAN).
   2. Ibrahim A. Adekunle & Sheriffdeen A. Tella & Kolawole Subair & Soliu B. Adegboyega, 2020. "Remittances and Financial Development in Africa," Working Papers 20/081, European Xtramile Centre of African Studies (EXCAS).
   3. Gaston Brice Nkoumou Ngoa, 2022. "Do remittances affect labor market outcomes in Sub-Saharan Africa," Economics Bulletin, AccessEcon, vol. 42(2), pages 303-316.
   4. Ibrahim A. Adekunle & Sheriffdeen A. Tella & Kolawole Subair & Soliu B. Adegboyega, 2020. "Remittances and Financial Development in Africa," Working Papers of the African Governance and Development Institute. 20/081, African Governance and Development Institute..

4. Kenneth A. Tah, 2019. "Securitisation, loan specialisation and bank risk," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, vol. 10(2), pages 213-229.

   Cited by:

   1. Yelena S. Petrenko & Aktam U. Burkhanov & Liudmila A. Bukalerova & Victoria S. Ustenko, 2024. "Counter-Cyclical Approach to Change Management in Banks for the Sustainable Development of the Financial System," Global Journal of Flexible Systems Management, Springer;Global Institute of Flexible Systems Management, vol. 25(1), pages 31-47, September.

5. Geoffrey Ngene & Kenneth A. Tah & Ali F. Darrat, 2017. "The random-walk hypothesis revisited: new evidence on multiple structural breaks in emerging markets," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 10(1), pages 88-106, January.

   Cited by:

   1. Ume Habibah & Niaz Hussain Ghumro & Manzoor Ali Mirani, 2017. "Testing the Random Walk Hypothesis: A Case of Pakistan," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, vol. 7(7), pages 551-564, July.
   2. Saban Nazlioglu & Sevket Pazarci & Asim Kar & Osman Varol, 2024. "Efficient market hypothesis in emerging stock markets: gradual shifts and common factors in panel data," Applied Economics Letters, Taylor & Francis Journals, vol. 31(18), pages 1773-1779, October.
   3. Siva Kiran & Prabhakar Rao.R, 2019. "Analysis of Stock Market Efficiency in Emerging Markets: Evidence from BRICS," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 22(72), pages 60-77, June.
   4. Nevi Danila, 2022. "Random Walk of Socially Responsible Investment in Emerging Market," Sustainability, MDPI, vol. 14(19), pages 1-13, September.

6. Ngene, Geoffrey & Tah, Kenneth A. & Darrat, Ali F., 2017. "Long memory or structural breaks: Some evidence for African stock markets," Review of Financial Economics, Elsevier, vol. 34(C), pages 61-73.
   • Geoffrey Ngene & Kenneth A. Tah & Ali F. Darrat, 2017. "Long memory or structural breaks: Some evidence for African stock markets," Review of Financial Economics, John Wiley & Sons, vol. 34(1), pages 61-73, September.

   Cited by:

   1. Walid Chkili, 2021. "Modeling Bitcoin price volatility: long memory vs Markov switching," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 11(3), pages 433-448, September.
   2. Tripathy, Naliniprava, 2022. "Long memory and volatility persistence across BRICS stock markets," Research in International Business and Finance, Elsevier, vol. 63(C).
   3. Ayesha Siddiqui & Mohd Shamim & Mohammad Asif & Mamdouh Abdulaziz Saleh Al-Faryan, 2022. "Are Stock Markets among BRICS Members Integrated? A Regime Shift-Based Co-Integration Analysis," Economies, MDPI, vol. 10(4), pages 1-25, April.
   4. Nguyen, Trang & Chaiechi, Taha & Eagle, Lynne & Low, David, 2020. "Dynamic transmissions between main stock markets and SME stock markets: Evidence from tropical economies," The Quarterly Review of Economics and Finance, Elsevier, vol. 75(C), pages 308-324.

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