Access Statistics for Kazeem Ovanero Isah

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Capital Flight-Growth Nexus in Sub-Saharan Africa: The Role of Macroeconomic Uncertainty 0 0 0 69 0 4 15 223
Asymmetric Volatility Spillover Effects and Global Economic Conditions in REITs and non-REITs Assets: A VARMA-GARCH Approach 0 0 0 2 0 1 4 11
Asymmetric Volatility Spillover Effects and Global Economic Conditions in REITs and non-REITs Assets: A VARMA-GARCH Approach 0 0 0 1 0 0 6 12
Econometric Analyses of Return and Shock Spillovers: The case of Nigerian Financial Markets 0 0 0 10 0 0 8 44
Exchange Rate Movements on Sectoral Stock Prices of Nigerian Firms: Is there Evidence of Asymmetry? 0 0 0 38 1 3 13 135
Modeling the spillovers between stock market and money market in Nigeria 0 0 0 105 0 4 13 160
Oil Price and Exchange Rate Behaviour of the BRICS for Over a Century 0 0 0 14 3 5 21 71
Predicting US CPI-Inflation in the presence of asymmetries, persistence, endogeneity, and conditional heteroscedasticity 1 1 1 47 2 7 16 120
Predicting US Inflation: Evidence from a New Approach 0 0 0 65 0 4 13 165
Predicting the stock prices of G7 countries with Bitcoin prices 0 0 0 81 0 3 31 258
Revisiting the Role of Technology in the US Equity REITs-Climate Change Nexus: The GARCH-MIDAS Approach 0 0 0 0 0 2 10 12
Revisiting the Role of Technology in the US Equity REITs-Climate Change Nexus: The GARCH-MIDAS Approach 0 0 0 4 0 1 11 16
Revisiting the accuracy of inflation forecasts in Nigeria: The oil price-exchange rate-asymmetry perspectives 0 0 0 0 0 0 0 0
Revisiting the accuracy of inflation forecasts in Nigeria: the oil price –exchange rate perspectives 0 1 2 26 0 2 13 130
Revisiting the forecasting accuracy of Phillips curve: the role of oil price 0 0 0 49 0 3 11 164
Stock Markets and Exchange Rate Behaviour of the BRICS 0 0 0 22 1 5 15 105
The Hidden Predictive Power of Cryptocurrencies: Evidence from US Stock Market 0 0 0 379 0 3 16 5,411
The Jolly Ride of International Reserves and Commodity Prices: Evidence from Predictive Models 0 0 0 15 0 5 14 67
Volatility of International REITs in Response to Investor Sentiment and Economic Policy Uncertainty: A Predictive-Based GARCH-MIDAS Approach 0 0 0 2 0 2 6 9
Volatility of International REITs in Response to Investor Sentiment and Economic Policy Uncertainty: A Predictive-Based GARCH-MIDAS Approach 0 0 0 2 1 1 7 13
Total Working Papers 1 2 3 931 8 55 243 7,126
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Global Analysis of the Macroeconomic Effects of Climate Change 0 1 2 17 0 4 17 60
A firm level analysis of asymmetric response of U.S. stock returns to exchange rate movements 0 1 3 6 0 2 16 27
Analysing investor sentiment and stock market volatility of the JSE size-based indices: a GARCH-MIDAS approach 0 1 3 3 1 8 24 24
Assessing climate risk and resilience across stocks, ESG portfolios, and REITs: evidence from predictive modelling 0 0 0 0 2 5 5 5
CAPITAL FLIGHT-GROWTH NEXUS IN SUBSAHARAN AFRICA - THE ROLE OF MACROECONOMIC UNCERTAINTY 0 0 0 0 1 4 12 12
Climate change-stock return volatility nexus in advanced economies: the role of technology shocks 0 0 4 5 0 2 23 32
Conventional and unconventional shadow rates and the US state-level stock returns: Evidence from non-stationary heterogeneous panels 0 0 0 0 0 3 17 21
Does Climate Risk Amplify Oil Market Volatility? 0 0 0 3 0 3 12 27
Does Speculation Matter in the Carbon Pricing Framework? Insights from the EU Emissions Trading System 0 0 2 5 0 2 11 19
Dynamic spillovers between stock and money markets in Nigeria: A VARMA-GARCH approach 0 0 0 11 0 0 8 40
Experimenting with the Forecasting Power of Speculation in the Predictability of Carbon Prices 0 0 0 1 0 1 10 15
Forecasting Real Estate Performance during the COVID-19 Pandemic Crisis: A Comparison of Statistical and Machine Learning Models 0 0 2 2 3 9 13 13
Improving the predictability of stock returns with Bitcoin prices 0 0 1 34 1 1 15 142
Inclusive growth, human capital development and natural resource rent in SSA 1 1 3 53 2 6 17 219
Industrialization, FDI Inflow and Climate Change in Africa: A Scenario Analysis 0 0 0 1 0 1 6 9
Information and Communication Technology (ICT) and youth unemployment in Africa 1 1 8 13 1 7 42 57
Modelling oil price-inflation nexus: The role of asymmetries 0 0 2 112 0 13 31 341
Modelling the nonlinear relationship between co2 emissions and energy consumption: new evidence on the role of economic growth 0 0 0 18 0 1 6 69
Modelling the volatility dynamics of ESG stocks amid uncertainties: The role of asymmetry in a GARCH-MIDAS approach 0 0 1 1 0 2 3 3
Oil Price and Exchange Rate Behaviour of the BRICS 0 0 0 12 0 4 7 35
Predicting US inflation: Evidence from a new approach 0 0 1 25 0 3 15 154
Revisiting Food Price Volatility in Nigeria - Climate Change or Terrorism? 1 1 5 6 1 5 33 39
Revisiting the Framework for Modelling Carbon Allowances: The Role of Speculation in Some Forecasting Experiment? 1 3 3 3 1 4 4 4
Revisiting the Volatility Dynamics of REITs Amid Uncertainty and Investor Sentiment: A Predictive Approach in GARCH‐MIDAS 0 0 3 3 1 1 13 13
Revisiting the accuracy of inflation forecasts in Nigeria: The oil price–exchange rate–asymmetry perspectives 0 1 1 2 0 8 14 26
Revisiting the forecasting accuracy of Phillips curve: The role of oil price 0 0 0 18 0 7 23 134
Revisiting the oil price and stock market nexus: A nonlinear Panel ARDL approach 2 7 23 325 6 21 61 758
Sectoral Corporate Profits and Long‐Run Stock Return Volatility in the United States: A GARCH‐MIDAS Approach 0 0 1 4 0 2 16 21
Stock markets and exchange rate behavior of the BRICS 0 0 1 14 1 2 17 45
Technology shocks and crude oil market connection: The role of climate change 0 0 2 6 0 4 20 28
Testing for asymmetries in the predictive model for oil price-inflation nexus 0 0 0 31 0 5 17 113
Testing the predictability of commodity prices in stock returns of G7 countries: Evidence from a new approach 0 0 0 7 0 0 8 42
The Interdependence of Financial Markets in Turbulent Periods: A Comparative Analysis of the China–US Cases 0 0 0 0 0 1 1 1
The hidden predictive power of cryptocurrencies and QE: Evidence from US stock market 0 0 2 16 0 11 24 81
The transmission of monetary policy in emerging economies during tranquil and turbulent periods 0 0 2 12 0 3 16 60
The “effect modifier” of US interest rate in the economic policy uncertainties and economic conditions of fifty (50) US states: A semi-parametric smooth varying-coefficient approach 0 0 0 0 0 4 13 14
Total Journal Articles 6 17 75 769 21 159 590 2,703
1 registered items for which data could not be found
logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

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

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

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

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-07-10