Return volatility and equity pricing: a frontier market perspective T Chege, F Othieno, O Kodongo Available at SSRN 2520737, 2014 | 10 | 2014 |
Semi-Markovian credit risk modeling for consumer loans: Evidence from Kenya W Anthony, F Othieno Journal of Economics and International Finance 8 (7), 93-105, 2016 | 7* | 2016 |
Portfolio optimization under threshold accepting: Further evidence from a frontier market JM Masese, F Othieno, C Njenga Journal of Mathematical Finance 7 (04), 941, 2017 | 6 | 2017 |
Estimating the conditional equity risk premium in African frontier markets F Othieno, N Biekpe Research in International Business and Finance 47, 538-551, 2019 | 4 | 2019 |
Real Estate Investment Trusts versus Direct Real Estate Investments: A Portfolio Optimization Approach F Mutahi, F Othieno Journal of Finance and Investment Analysis 4 (4), 1-5, 2015 | 2 | 2015 |
Portfolio optimization in the Kenyan stock market: a comparison between mean-variance optimization and threshold accepting JM Masese Strathmore University, 2017 | 1 | 2017 |
Modelling delayed correlation between interest rates and equity market returns BO Yalla, FO Othieno SN Business & Economics 3 (2), 40, 2023 | | 2023 |
Sectoral Risk and Return: Implications on Commercial Banks’ Credit Expansion in Kenya F Othieno, C Kariuki Kenya Bankers Conference 17 (21), 1-24, 2017 | | 2017 |
Monetary Policy Announcements and Exchange Rates in Kenya R Wanjiru, F Othieno Available at SSRN 2696555, 2015 | | 2015 |
Home-Host Regulatory Differences and the Efficiency of Foreign Commercial Banks in Kenya C Wandanje, F Othieno Available at SSRN 2696556, 2015 | | 2015 |
Return volatility and the pricing of equities at the Nairobi Securities Exchange T Chege, F Othieno, O Kodongo | | 2015 |
Return volatility and equity pricing: a frontier market perspective F Othieno, T Chege, O Kodongo Social science research network, 2015 | | 2015 |
Examining international parity relations between Kenya and Uganda F Othieno Canadian Center of Science and Education, 2015 | | 2015 |
Return volatility and the pricing of equities at the Nairobi Securities Exchange F Othieno, O Kodongo, T Chege | | 2015 |
Fitting a dynamic yield macro model in a frontier market: evidence from Kenya M Akoth, F Othieno Available at SSRN 2579313, 2014 | | 2014 |
Semi-Markov credit risk modeling for a portfolio of consumer loans in the Kenyan banking industry F Othieno, A Wagacha Available at SSRN 2524826, 2014 | | 2014 |
Examining International Parity Relations between Kenya and Uganda: A Cointegrated Vector Autoregressive Approach FO Othieno International Journal of Economics and Finance 4 (6), 2012 | | 2012 |
Research in International Business and Finance F Othieno, N Biekpe | | |
Monetary Policy Announcements and Exchange Rates in Kenya F Othieno, R Wanjiru | | |