Ahmed Bossman
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View article: Global risk aversion and returns from faith-based assets across market conditions
Global risk aversion and returns from faith-based assets across market conditions Open
This study renders an empirical documentation of the resilience of Islamic stocks, from various sectors of economic activity, as a safe-haven and hedge against global risk aversion (GRA) during bullish, normal, and bearish market condition…
View article: Does time-varying risk aversion sentiment matter in the connectedness among Sub-Saharan African bond markets?
Does time-varying risk aversion sentiment matter in the connectedness among Sub-Saharan African bond markets? Open
Several bond markets in sub-Saharan Africa (SSA) are defaulting due to hiking spreads amid the stressed states introduced by the COVID-19 pandemic and the geopolitical risk tensions from the Russia-Ukraine conflict. Are there controllable …
View article: When you need them, they are not there: hedge capacities of cryptocurrencies disappear in downtrend markets
When you need them, they are not there: hedge capacities of cryptocurrencies disappear in downtrend markets Open
We provide empirical evidence supporting the economic reasoning behind the impossibility of diversification benefits and the hedge attributes of cryptocurrencies remaining in force during the downside trends observed in bearish financial m…
View article: International transmission of shocks and African forex markets
International transmission of shocks and African forex markets Open
We explore the influence of oil price and geopolitical risk (GPR) on the international transmission of shocks within African forex markets. To gauge the dynamics of shock transmission we employ the TVP-VAR connectedness model using daily d…
View article: Time-frequency comovements between environmental cryptocurrency sentiment and faith-based sectoral stocks
Time-frequency comovements between environmental cryptocurrency sentiment and faith-based sectoral stocks Open
The growth of digital assets in recent periods are accompanied by negative externalities which raise concerns over sustainability. This has influenced the news content on both conventional and social media outlets, leading to the creation …
View article: Bookkeeping practices and SME performance: The intervening role of owners’ accounting skills
Bookkeeping practices and SME performance: The intervening role of owners’ accounting skills Open
Aside from statutory requirements, Small and Medium-Sized Enterprises (SMEs) hardly take into consideration reliable accounting systems. Therefore, poor and ineffective bookkeeping has contributed to the collapse of some SMEs. This paper e…
View article: Correction: Information flow dynamics between geopolitical risk and major asset returns
Correction: Information flow dynamics between geopolitical risk and major asset returns Open
[This corrects the article DOI: 10.1371/journal.pone.0284811.].
View article: Energy, metals, market uncertainties, and ESG stocks: Analysing predictability and safe havens
Energy, metals, market uncertainties, and ESG stocks: Analysing predictability and safe havens Open
To address ESG stock susceptibility to episodic shocks in financial markets, we use nonparametric quantile-based techniques applied to the 2014-2022 period. We (i) analyse the ability of traditional assets to predict ESG stocks returns, (i…
View article: Asymmetric effects of market uncertainties on agricultural commodities
Asymmetric effects of market uncertainties on agricultural commodities Open
The interplay between energy and agricultural commodities and responses of agricultural commodities to global uncertainty factors have been receiving increasing attention due to the pivotal contributions of commodity markets to the world e…
View article: Economic policy uncertainty, geopolitical risk, market sentiment, and regional stocks: asymmetric analyses of the EU sectors
Economic policy uncertainty, geopolitical risk, market sentiment, and regional stocks: asymmetric analyses of the EU sectors Open
The purpose of this study is to investigate the asymmetric effects of economic policy uncertainty (EPU), geopolitical risk (GPR), and market sentiment (VIX) on European Union (EU) stocks by sectors of economic activity. The design and meth…
View article: Effect of supplier appraisal on firm performance in Ghana: Views of employees of selected manufacturing firms
Effect of supplier appraisal on firm performance in Ghana: Views of employees of selected manufacturing firms Open
In Ghana, recent financial sector clean-ups and reforms have impacted the operations of several corporations in the business-to-business market. Coupled with this, several issues have been reported concerning procurement practises in the p…
View article: Stablecoins as the cornerstone in the linkage between the digital and conventional financial markets
Stablecoins as the cornerstone in the linkage between the digital and conventional financial markets Open
Do stablecoins mean anything to risk management across financial markets? We answer this question by examining the interrelationships between stocks, treasuries, stablecoins, and cryptocurrencies in nonparametric quantile-causality-in-mean…
View article: Hedge and safe-haven attributes of faith-based stocks vis-à-vis cryptocurrency environmental attention: a multi-scale quantile regression analysis
Hedge and safe-haven attributes of faith-based stocks vis-à-vis cryptocurrency environmental attention: a multi-scale quantile regression analysis Open
The attractiveness of the equities of the Islamic faith-compliant companies as a hedge or possible diversifier has been underscored; however, there is a lack of empirical research on their safe-haven and hedge attributes against changes in…
View article: Information flow dynamics between geopolitical risk and major asset returns
Information flow dynamics between geopolitical risk and major asset returns Open
We quantify information flows between geopolitical risk (GPR) and global financial assets such as equity, bonds, and commodities, with a focus on the Russian-Ukrainian conflict. We combine transfer entropy and the I-CEEMDAN framework to me…
View article: Time-Frequency Analysis of COVID-19 Shocks and Energy Commodities
Time-Frequency Analysis of COVID-19 Shocks and Energy Commodities Open
In a time-frequency biwavelet framework, we analysed the short-, medium-, and long-term impacts of COVID-19-related shocks on ten energy commodities (i.e., Brent, crude oil, coal, heating oil, natural gas, gasoline, ethanol, naphtha, propa…
View article: EU sectoral stocks amid geopolitical risk, market sentiment, and crude oil implied volatility: An asymmetric analysis of the Russia-Ukraine tensions
EU sectoral stocks amid geopolitical risk, market sentiment, and crude oil implied volatility: An asymmetric analysis of the Russia-Ukraine tensions Open
This study examines the asymmetric relationships between EU sectoral stocks and oil, oil implied volatility, geopolitical risk, and market sentiment during turbulent times of geopolitical unrest. In a set of parametric and nonparametric qu…
View article: Exploring the dynamic connectedness between commodities and African equities
Exploring the dynamic connectedness between commodities and African equities Open
Market participants, regulators, and practitioners might have disregarded the prospective integration of African markets and the integration of commodity markets with traditional markets. We examine the nonhomogeneous return spillovers and…
View article: Time-Frequency Connectedness between Shariah Indices in a Systemic Crisis Era
Time-Frequency Connectedness between Shariah Indices in a Systemic Crisis Era Open
We examine the time- and frequency-domain spillover connectedness between regional and world Shariah indices. The spillover index approach is employed with data over the period from April 30, 2012, to May 9, 2022, for African, American, As…
View article: Investor sentiment and the interdependence structure of GIIPS stock market returns: A multiscale approach
Investor sentiment and the interdependence structure of GIIPS stock market returns: A multiscale approach Open
The GIIPS economies are noted to suffer the most consequences of systemic crises. Regardless of their bad performance in crisis periods, their role(s) in asset allocation and portfolio management cannot go unnoticed. For effective portfol…
View article: EXPLORING THE ASYMMETRIC EFFECTS OF ECONOMIC POLICY UNCERTAINTY AND IMPLIED VOLATILITIES ON ENERGY FUTURES RETURNS: NOVEL INSIGHTS FROM QUANTILE-ON-QUANTILE REGRESSION
EXPLORING THE ASYMMETRIC EFFECTS OF ECONOMIC POLICY UNCERTAINTY AND IMPLIED VOLATILITIES ON ENERGY FUTURES RETURNS: NOVEL INSIGHTS FROM QUANTILE-ON-QUANTILE REGRESSION Open
This study examined the asymmetric effects of major uncertainty and volatility indices (economic policy uncertainty, Chicago Board Options Exchange crude oil volatility, CBOE volatility index, CBOE VIX volatility, and NASDAQ 100 volatility…
View article: Tax planning and financial performance of insurance companies in Ghana: the moderating role of corporate governance
Tax planning and financial performance of insurance companies in Ghana: the moderating role of corporate governance Open
The insurance industry is a contributor to gross domestic product (GDP) in the Ghanaian economy and, thus, effort at improving its financial soundness through tax planning (TP) could enhance its level of GDP contribution. Previous studies …
View article: Asymmetric effects of geopolitical risk on major currencies: Russia-Ukraine tensions
Asymmetric effects of geopolitical risk on major currencies: Russia-Ukraine tensions Open
In a nonparametric quantile-on-quantile regression analysis, we study the asymmetric effects of the Russia-Ukraine geopolitical risk (GPR) on the seven major currencies in terms of the USD-denominated exchange rates. We find that GPR's imp…
View article: Dividend policy and performance of listed firms on Ghana stock exchange
Dividend policy and performance of listed firms on Ghana stock exchange Open
We examined the dividend policy and financial performance nexus among listed firms in Ghana, having controlled for firm age, size, capital structure, governance, and financial sector clean-up. We employed the system dynamic general method …
View article: Time-frequency analysis of financial stress and global commodities prices: Insights from wavelet-based approaches
Time-frequency analysis of financial stress and global commodities prices: Insights from wavelet-based approaches Open
We examine the time-frequency lead-lag relationships and the degree of integration between the US financial stress index and global commodity prices (i.e., oil, gold, silver, and cocoa) with data covering over 47 decades (January 1975 to D…
View article: A Nonlinear Approach to Quantifying Investor Fear in Stock Markets of BRIC
A Nonlinear Approach to Quantifying Investor Fear in Stock Markets of BRIC Open
The information flow between BRIC and relevant volatilities constitutes a complex network, which needs comprehensive analysis. We provide a rigorous investigation of information flow among stock markets of BRIC and the US VIX in a frequenc…
View article: Spillovers and contagion between BRIC and G7 markets: New evidence from time-frequency analysis
Spillovers and contagion between BRIC and G7 markets: New evidence from time-frequency analysis Open
We examine the time-frequency spillovers, contagion, and pairwise interrelations between the BRIC index and its constituents, and between BRIC and G7 economies. The extent of interdependencies between market blocs and their constituents ne…
View article: ICEEMDAN-Based Transfer Entropy between Global Commodity Classes and African Equities
ICEEMDAN-Based Transfer Entropy between Global Commodity Classes and African Equities Open
We examine the information transfer dynamics between global commodity and African equity markets to test their efficiency levels in a denoised transfer entropy approach. Our findings in the short- and medium-term scales lend support to the…