| 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 | 26 | 2017 |
| Relationship between volatility and expected returns in two emerging markets KA Tah Business and Economics Journal, 2013 | 24 | 2013 |
| 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 | 20 | 2017 |
| Remittances and financial access: Evidence from sub-Saharan Africa KA Tah Cogent Economics & Finance, 2019 | 19 | 2019 |
| The Impact of Monetary and Fiscal Policies on Real Output: A Re-examination AF Darrat, KA Tah, CL Mbanga Business and Economics Journal 5 (2), 1, 2014 | 13 | 2014 |
| Foreign trade and economic growth in South Africa KA Tah, C Czerniak, A Levine, K Wiggin, IN Osondu Asia-Pacific Journal of Accounting & Economics, 2019 | 9 | 2019 |
| The effects of securitized asset portfolio specialization on bank holding company’s return, and risk KA Tah, O Martinez Studies in Economics and Finance 33 (4), 679-687, 2016 | 6 | 2016 |
| How are policy uncertainty, real economy, and financial sector connected? GM Ngene, KA Tah Economic Modelling 123, 106291, 2023 | 4 | 2023 |
| Random walk and structural break in exchange rates KA Tah International Journal of Monetary Economics and Finance 11 (4), 384-393, 2018 | 4 | 2018 |
| Determinants of Interest rate swap spreads: A quantile regression approach KA Tah Journal of Economics and Finance 46 (3), 522-534, 2022 | 2 | 2022 |
| Predictability of major Swedish exchange rates KA Tah Journal of Advanced Studies in Finance (JASF) 4 (07), 62-69, 2013 | 2 | 2013 |
| Securitisation, loan specialisation and bank risk KA Tah International Journal of Banking, Accounting and Finance 10 (2), 213-229, 2019 | 1 | 2019 |
| Dynamic linkages between US and Eurodollar interest rates: new evidence from causality in quantiles KA Tah, G Ngene Journal of Economics and Finance 45, 200-210, 2021 | | 2021 |
| The check clearing for the 21st century act and bank stock returns KA Tah, JR Griggers, LC Greenberger Cogent Business & Management 7 (1), 1832031, 2020 | | 2020 |
| Ripple Effects, the Long-Run Relationship, and Dynamic Corrections among Interest Rate Swap Spreads KA Tah, G Ngene The Journal of Fixed Income 27 (4), 40, 2018 | | 2018 |
| Arbitrage risk, investor sentiment and maximum daily returns KA Tah Louisiana Tech University, 2015 | | 2015 |
