Abraham Agyemang

Massey University

We study suicide rates across 17 countries, focusing on the relationships between suicide, and economic policy uncertainty, voice and accountability, and political stability. Results show high economic policy uncertainty is associated with increased suicides, suicide rates tend to increase in countries with lower voice and accountability and high p...

The impact of policy uncertainty on corporate decisions and strategies continues to receive significant interest in recent discussions. As a contribution, this study examines how economic policy uncertainty (EPU) in the domestic and global markets impacts corporate cross-listing decisions. To this end, we employ firm and country-level data from 199...

This study investigates the diversification properties of precious metals for African stock markets. We report that gold offers the strongest safe haven and hedging potential for African equity markets. Our quantile-coherency analysis indicates a low safe haven ability of precious metals in the long-run. Palladium provides both safe haven and hedge...

This study utilizes a sample of 1779 firms cross-listed across 28 OECD countries to explore how specialization in national output impacts international cross-listing decisions. We find that output specialization is an essential consideration in both the decision to cross-list and the choice of host market. Our results show that specialization in na...

This paper examines how, and to what extent, cross-listing impacts corporate dividend smoothing. We report significantly increased dividend smoothing, with idiosyncratic sectoral responses, after cross-listing. Furthermore, we show that sectoral competition and local market development explain the extent of dividend smoothing after cross-listing. I...

This study quantifies return spillovers among global real estate markets and provides new evidence on the determinants of such spillovers. We utilize a sample of 18 real estate markets covering four decades and find that the U.K. and the U.S. are the largest transmitters. In contrast, France, followed by Italy, Finland, and Ireland, are the heavies...

We examine linkages between the time‐frequency dynamics of fear (VIX) connectedness across global stock markets and alternative asset markets. To this end, we utilize Diebold and Yilmaz, International Journal of Forecasting, 2012, 28, 57–66; Diebold and Yilmaz, Journal of Econometrics, 2014, 182, 119–134; and Baruník and Křehlík, Journal of Financi...