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 0 14 223
Asymmetric Volatility Spillover Effects and Global Economic Conditions in REITs and non-REITs Assets: A VARMA-GARCH Approach 0 0 0 1 0 1 7 13
Asymmetric Volatility Spillover Effects and Global Economic Conditions in REITs and non-REITs Assets: A VARMA-GARCH Approach 0 0 0 2 2 5 9 16
Econometric Analyses of Return and Shock Spillovers: The case of Nigerian Financial Markets 0 0 0 10 1 1 8 45
Exchange Rate Movements on Sectoral Stock Prices of Nigerian Firms: Is there Evidence of Asymmetry? 0 0 0 38 1 1 13 136
Modeling the spillovers between stock market and money market in Nigeria 0 0 0 105 0 0 12 160
Oil Price and Exchange Rate Behaviour of the BRICS for Over a Century 0 0 0 14 0 0 20 71
Predicting US CPI-Inflation in the presence of asymmetries, persistence, endogeneity, and conditional heteroscedasticity 0 0 1 47 2 2 17 122
Predicting US Inflation: Evidence from a New Approach 0 0 0 65 1 1 12 166
Predicting the stock prices of G7 countries with Bitcoin prices 0 0 0 81 0 0 19 258
Revisiting the Role of Technology in the US Equity REITs-Climate Change Nexus: The GARCH-MIDAS Approach 0 0 0 0 0 1 10 13
Revisiting the Role of Technology in the US Equity REITs-Climate Change Nexus: The GARCH-MIDAS Approach 0 0 0 4 0 0 9 16
Revisiting the accuracy of inflation forecasts in Nigeria: the oil price –exchange rate perspectives 0 0 1 26 0 0 12 130
Revisiting the forecasting accuracy of Phillips curve: the role of oil price 0 0 0 49 0 3 14 167
Stock Markets and Exchange Rate Behaviour of the BRICS 0 0 0 22 0 1 16 106
The Hidden Predictive Power of Cryptocurrencies: Evidence from US Stock Market 0 0 0 379 1 1 15 5,412
The Jolly Ride of International Reserves and Commodity Prices: Evidence from Predictive Models 0 0 0 15 0 0 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 7 11
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 9 15
Total Working Papers 0 0 2 931 8 21 237 7,147
2 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 0 2 17 1 4 21 64
A firm level analysis of asymmetric response of U.S. stock returns to exchange rate movements 0 0 3 6 3 13 27 40
Analysing investor sentiment and stock market volatility of the JSE size-based indices: a GARCH-MIDAS approach 0 2 4 5 0 7 29 31
Assessing climate risk and resilience across stocks, ESG portfolios, and REITs: evidence from predictive modelling 0 0 0 0 0 2 7 7
CAPITAL FLIGHT-GROWTH NEXUS IN SUBSAHARAN AFRICA - THE ROLE OF MACROECONOMIC UNCERTAINTY 0 0 0 0 0 2 14 14
Climate change-stock return volatility nexus in advanced economies: the role of technology shocks 0 0 1 5 0 0 16 32
Conventional and unconventional shadow rates and the US state-level stock returns: Evidence from non-stationary heterogeneous panels 0 0 0 0 0 0 15 21
Does Climate Risk Amplify Oil Market Volatility? 0 0 0 3 0 0 12 27
Does Speculation Matter in the Carbon Pricing Framework? Insights from the EU Emissions Trading System 0 0 0 5 1 3 10 22
Dynamic spillovers between stock and money markets in Nigeria: A VARMA-GARCH approach 0 0 0 11 0 0 7 40
Episodic Volatility Dynamics of U.S. REITs and Conventional Stocks: Evidence from Crisis and Tranquil Periods 0 0 0 0 0 0 0 0
Experimenting with the Forecasting Power of Speculation in the Predictability of Carbon Prices 0 0 0 1 0 1 9 16
Forecasting Real Estate Performance during the COVID-19 Pandemic Crisis: A Comparison of Statistical and Machine Learning Models 0 0 2 2 0 0 13 13
Improving the predictability of stock returns with Bitcoin prices 0 0 0 34 0 0 10 142
Inclusive growth, human capital development and natural resource rent in SSA 0 0 3 53 0 3 19 222
Industrialization, FDI Inflow and Climate Change in Africa: A Scenario Analysis 0 0 0 1 0 0 5 9
Information and Communication Technology (ICT) and youth unemployment in Africa 1 1 7 14 1 3 36 60
Modelling oil price-inflation nexus: The role of asymmetries 0 1 2 113 1 5 30 346
Modelling the nonlinear relationship between co2 emissions and energy consumption: new evidence on the role of economic growth 0 0 0 18 1 2 7 71
Modelling the volatility dynamics of ESG stocks amid uncertainties: The role of asymmetry in a GARCH-MIDAS approach 1 1 2 2 1 1 4 4
Oil Price and Exchange Rate Behaviour of the BRICS 0 0 0 12 0 0 7 35
Predicting US inflation: Evidence from a new approach 0 0 1 25 1 2 17 156
Revisiting Food Price Volatility in Nigeria - Climate Change or Terrorism? 0 0 1 6 0 0 28 39
Revisiting the Framework for Modelling Carbon Allowances: The Role of Speculation in Some Forecasting Experiment? 0 0 3 3 1 2 6 6
Revisiting the Volatility Dynamics of REITs Amid Uncertainty and Investor Sentiment: A Predictive Approach in GARCH‐MIDAS 1 1 4 4 1 3 16 16
Revisiting the accuracy of inflation forecasts in Nigeria: The oil price–exchange rate–asymmetry perspectives 1 1 2 3 1 2 16 28
Revisiting the forecasting accuracy of Phillips curve: The role of oil price 0 0 0 18 1 1 21 135
Revisiting the oil price and stock market nexus: A nonlinear Panel ARDL approach 3 6 26 331 4 10 60 768
Sectoral Corporate Profits and Long‐Run Stock Return Volatility in the United States: A GARCH‐MIDAS Approach 0 0 0 4 0 0 14 21
Stock markets and exchange rate behavior of the BRICS 0 1 1 15 0 1 14 46
Technology shocks and crude oil market connection: The role of climate change 0 0 1 6 0 1 19 29
Testing for asymmetries in the predictive model for oil price-inflation nexus 0 0 0 31 0 0 16 113
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 0 1 1
The hidden predictive power of cryptocurrencies and QE: Evidence from US stock market 0 0 0 16 0 2 22 83
The transmission of monetary policy in emerging economies during tranquil and turbulent periods 0 0 2 12 1 2 18 62
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 1 14 15
Understanding ESG-mediated climate risk impacts on corporate profits: sectoral dynamics and predictive evidence from an ADL–MIDAS framework 0 0 0 0 1 2 2 2
Total Journal Articles 7 14 67 783 20 75 590 2,778
1 registered items for which data could not be found
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Statistics updated 2026-10-11