Access Statistics for Kenneth A. Tah

Author contact details at EconPapers.

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Determinants of Interest rate swap spreads: A quantile regression approach	1	2	11	32	1	3	20	72
Dynamic linkages between US and Eurodollar interest rates: new evidence from causality in quantiles	1	1	1	8	1	2	5	30
Foreign trade and economic growth in South Africa	0	0	0	6	1	1	2	25
How are policy uncertainty, real economy, and financial sector connected?	0	0	3	13	1	1	8	35
Long memory or structural breaks: Some evidence for African stock markets	0	0	0	3	0	0	1	40
Long memory or structural breaks: Some evidence for African stock markets	0	0	0	0	2	2	2	6
PREDICTABILITY OF MAJOR SWEDISH EXCHANGE RATES	0	0	0	0	0	1	5	18
Random walk and structural break in exchange rates	0	0	0	17	1	2	2	42
Remittances and financial access: Evidence from Sub-Saharan Africa	0	1	2	4	0	2	6	19
Securitisation, loan specialisation and bank risk	0	0	0	7	0	2	2	39
The check clearing for the 21st century act and bank stock returns	0	0	0	0	0	0	0	6
The effects of securitized asset portfolio specialization on bank holding company’s return, and risk	0	0	0	22	0	0	1	76
The random-walk hypothesis revisited: new evidence on multiple structural breaks in emerging markets	0	0	0	6	0	0	1	47
Total Journal Articles	2	4	17	118	7	16	55	455

Authors with papers registered in the RePEc Author Service.

Authors with no registered papers

LogEc provides access and usage statistics for services based on the RePEc data set.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-10-06