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Geoffrey Ngene
Geoffrey Ngene
Associate Professor of Financial Economics, Mercer University
Verified email at mercer.edu
Title
Cited by
Cited by
Year
Financial liberalization and foreign bank entry on the domestic banking performance in MENA countries
MK Hassan, B Sanchez, GM Ngene, A Ashraf
African Development Review 24 (3), 195-207, 2012
472012
Does Bitcoin still own the dominant power? An intraday analysis
J Wang, GM Ngene
International Review of Financial Analysis 71, 101551, 2020
432020
Time-varying and spatial herding behavior in the US housing market: Evidence from direct housing prices
GM Ngene, DP Sohn, MK Hassan
The Journal of Real Estate Finance and Economics 54, 482-514, 2017
412017
Credit default swaps and sovereign debt markets
MK Hassan, GM Ngene, JS Yu
Economic Systems 39 (2), 240-252, 2015
402015
Scales and technical efficiencies in Middle East and North African (MENA) micro financial institutions
M Kabir Hassan, B Sanchez, G Ngene
International Journal of Islamic and Middle Eastern Finance and Management 5 …, 2012
372012
Price discovery process in the emerging sovereign CDS and equity markets
GM Ngene, MK Hassan, N Alam
Emerging Markets Review 21, 117-132, 2014
282014
Long memory or structural breaks: Some evidence for African stock markets
G Ngene, KA Tah, AF Darrat
Review of Financial Economics 34, 61-73, 2017
262017
What drives dynamic connectedness of the US equity sectors during different business cycles?
GM Ngene
The North American Journal of Economics and Finance 58, 101493, 2021
242021
Does venture capital portfolio size matter?
JR Bartkus, M Kabir Hassan, G Ngene
Studies in Economics and Finance 30 (3), 192-208, 2013
222013
Stock returns, trading volume, and volatility: The case of African stock markets
GM Ngene, AN Mungai
International Review of Financial Analysis 82, 102176, 2022
192022
The random-walk hypothesis revisited: new evidence on multiple structural breaks in emerging markets
G Ngene, KA Tah, AF Darrat
Macroeconomics and Finance in Emerging Market Economies 10 (1), 88-106, 2017
192017
Volatility and shock interactions and risk management implications: Evidence from the US and frontier markets
G Ngene, JA Post, AN Mungai
Emerging Markets Review 37, 181-198, 2018
182018
Symmetric and asymmetric nonlinear causalities between oil prices and the US economic sectors
J Wang, G Ngene
Review of Quantitative Finance and Accounting 51, 199-218, 2018
142018
Asymmetric and nonlinear dynamics in sovereign credit risk markets
GM Ngene, P Benefield, AK Lynch
Journal of Futures Markets 38 (5), 563-585, 2018
122018
Testing long memory in the presence of structural breaks: An application to regional and national housing markets
GM Ngene, CA Lambert, AF Darrat
The Journal of Real Estate Finance and Economics 50, 465-483, 2015
122015
Determinants of mortgage default rates: Pre-crisis and crisis period dynamics and stability
GM Ngene, MK Hassan, WJ Hippler III, I Julio
Journal of housing research 25 (1), 39-64, 2016
102016
Oil and sovereign credit risk: asymmetric nonlinear dynamic interactions
G Ngene, J Wang, MK Hassan, I Julio, JS Yu
Emerging Markets Finance and Trade 57 (7), 2006-2022, 2021
92021
Overreaction in the REITs market: new evidence from quantile autoregression approach
GM Ngene, CA Manohar, IF Julio
Journal of Risk and Financial Management 13 (11), 282, 2020
82020
How are policy uncertainty, real economy, and financial sector connected?
GM Ngene, KA Tah
Economic Modelling 123, 106291, 2023
42023
Long-term dependency structure and structural breaks: Evidence from the US sector returns and volatility
G Ngene, AN Mungai, AK Lynch
Review of Pacific Basin Financial Markets and Policies 21 (02), 1850008, 2018
42018
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