| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Comparative Assessment of the Global Effects of US Monetary and Fiscal Policy Uncertainty Shocks |
0 |
0 |
1 |
9 |
0 |
0 |
7 |
35 |
| A NOTE ON UNCERTAINTY DUE TO INFECTIOUS DISEASES AND OUTPUT GROWTH OF THE UNITED STATES: A MIXED-FREQUENCY FORECASTING EXPERIMENT |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
4 |
| A New Index for Measuring Uncertainty Due to the COVID-19 Pandemic |
0 |
1 |
1 |
5 |
1 |
2 |
2 |
22 |
| A Note on the COVID-19 Shock and Real GDP in Emerging Economies |
0 |
1 |
5 |
14 |
0 |
2 |
8 |
27 |
| A firm level analysis of asymmetric response of U.S. stock returns to exchange rate movements |
0 |
0 |
2 |
2 |
1 |
1 |
5 |
9 |
| A firm-level analysis of the upstream-downstream dichotomy in the oil-stock nexus |
0 |
0 |
1 |
8 |
0 |
3 |
5 |
97 |
| A fractional cointegration VAR analysis of Islamic stocks: A global perspective |
0 |
0 |
1 |
15 |
0 |
0 |
20 |
116 |
| A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market: Evidence from over a century of data |
0 |
1 |
4 |
6 |
0 |
2 |
9 |
13 |
| A sectoral analysis of asymmetric nexus between oil price and stock returns |
0 |
1 |
5 |
15 |
0 |
2 |
6 |
60 |
| A small macroeconometric model of the Nigerian economy |
0 |
0 |
0 |
106 |
0 |
1 |
10 |
344 |
| A test for inflation persistence in Nigeria using fractional integration & fractional cointegration techniques |
0 |
0 |
0 |
14 |
1 |
1 |
3 |
73 |
| A test for the contributions of urban and rural inflation to inflation persistence in Nigeria |
1 |
2 |
2 |
2 |
1 |
3 |
5 |
5 |
| Aid-Macroeconomic Policy Environment and Growth:Evidence From Sub-Saharan Africa |
0 |
0 |
1 |
31 |
1 |
1 |
2 |
92 |
| Analysis of asymmetric response of exchange rate to interest rate differentials: The case of African Big 4 |
0 |
0 |
3 |
6 |
3 |
3 |
11 |
36 |
| Analysis of the asymmetric response of exchange rate to interest rate differentials: Evidence from the MINT countries |
0 |
0 |
0 |
40 |
1 |
1 |
3 |
108 |
| Another look at the energy-growth nexus: New insights from MIDAS regressions |
0 |
1 |
3 |
19 |
0 |
1 |
5 |
83 |
| Assessing the hedging potential of gold and other precious metals against uncertainty due to epidemics and pandemics |
0 |
0 |
3 |
3 |
0 |
0 |
6 |
8 |
| Assessing the inflation hedging of gold and palladium in OECD countries |
0 |
1 |
1 |
11 |
0 |
1 |
9 |
68 |
| Assessing the inflation hedging potential of coal and iron ore in Australia |
0 |
0 |
1 |
11 |
0 |
0 |
2 |
81 |
| Assessing the safe haven property of the gold market during COVID-19 pandemic |
0 |
0 |
0 |
7 |
0 |
0 |
3 |
30 |
| Asymmetric and Time-Varying Behavior of Exchange Rate and Interest Rate Differential in Emerging Markets |
0 |
0 |
0 |
4 |
0 |
1 |
3 |
8 |
| COVID-19 pandemic and financial innovations |
1 |
1 |
2 |
2 |
1 |
1 |
2 |
2 |
| COVID-19 pandemic and the crude oil market risk: hedging options with non-energy financial innovations |
0 |
0 |
0 |
6 |
0 |
0 |
3 |
39 |
| Can agricultural commodity prices predict Nigeria's inflation? |
0 |
0 |
3 |
28 |
0 |
4 |
11 |
102 |
| Can urban coffee consumption help predict US inflation? |
0 |
0 |
0 |
6 |
0 |
1 |
1 |
30 |
| Climate Change, Technology Shocks and the US Equity Real Estate Investment Trusts (REITs) |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Climate Policy Uncertainty and Crude Oil Market Volatility |
1 |
2 |
8 |
8 |
3 |
8 |
41 |
41 |
| Climate Risk Measures - A Review |
0 |
0 |
4 |
4 |
0 |
2 |
13 |
13 |
| Climate change and fossil fuel prices: A GARCH-MIDAS analysis |
1 |
1 |
1 |
1 |
1 |
2 |
2 |
2 |
| Climate risk and gold |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Climate risks and U.S. stock‐market tail risks: A forecasting experiment using over a century of data |
0 |
1 |
4 |
4 |
2 |
5 |
8 |
8 |
| Commodity Prices and Forecastability of International Stock Returns over a Century: Sentiments versus Fundamentals with Focus on South Africa |
0 |
0 |
1 |
1 |
0 |
1 |
2 |
4 |
| Comparative Performance of Volatility Models for Oil Price |
0 |
0 |
0 |
91 |
0 |
0 |
1 |
289 |
| Constructing a Global Fear Index for the COVID-19 Pandemic |
0 |
4 |
16 |
39 |
0 |
7 |
50 |
169 |
| Disentangled oil shocks and stock market volatility in Nigeria and South Africa: A GARCH-MIDAS approach |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Do Epidemics and Pandemics Have Predictive Content for Exchange Rate Movements? Evidence for Asian Economies |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
11 |
| Dynamic effects of monetary policy shocks on macroeconomic volatility in the United Kingdom |
1 |
1 |
1 |
3 |
1 |
1 |
3 |
7 |
| Dynamic spillovers between stock and money markets in Nigeria: A VARMA-GARCH approach |
0 |
1 |
1 |
5 |
0 |
1 |
2 |
17 |
| Economic Growth, Exchange Rate and Remittance Nexus: Evidence from Africa |
1 |
1 |
2 |
5 |
1 |
1 |
4 |
11 |
| Examining Rational Bubbles in Oil Prices: Evidence From Frequency Domain Estimates |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
61 |
| Exchange rate predictability with nine alternative models for BRICS countries |
0 |
0 |
1 |
4 |
0 |
2 |
10 |
18 |
| FOREIGN CAPITAL FLOWS, FINANCIAL DEVELOPMENT AND GROWTH IN SUB-SAHARAN AFRICA |
0 |
2 |
3 |
133 |
1 |
5 |
9 |
339 |
| Financial turbulence, systemic risk and the predictability of stock market volatility |
0 |
0 |
1 |
3 |
1 |
2 |
12 |
25 |
| Firm-level business uncertainty and the predictability of the aggregate U.S. stock market volatility during the COVID-19 pandemic |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
| Firm-specific news and the predictability of Consumer stocks in Vietnam |
0 |
0 |
1 |
5 |
0 |
1 |
3 |
15 |
| Forecasting oil prices over 150 years: The role of tail risks |
0 |
0 |
1 |
2 |
0 |
0 |
3 |
6 |
| Forecasting output growth of advanced economies over eight centuries: The role of gold market volatility as a proxy of global uncertainty |
0 |
0 |
1 |
2 |
0 |
5 |
9 |
13 |
| Forecasting stock-market tail risk and connectedness in advanced economies over a century: The role of gold-to-silver and gold-to-platinum price ratios |
0 |
0 |
1 |
2 |
1 |
1 |
11 |
12 |
| Further application of Narayan and Liu (2015) unit root model for trending time series |
1 |
1 |
3 |
86 |
2 |
4 |
15 |
260 |
| Geopolitical Risk and the Return Volatility of Islamic Stocks in Indonesia and Malaysia - A GARCH-MIDAS Approach |
0 |
0 |
1 |
7 |
0 |
0 |
3 |
20 |
| Geopolitical risk and forecastability of tail risk in the oil market: Evidence from over a century of monthly data |
2 |
2 |
3 |
8 |
2 |
2 |
5 |
23 |
| Geopolitical risk and global financial cycle: Some forecasting experiments |
0 |
0 |
6 |
6 |
1 |
1 |
15 |
15 |
| Geopolitical risk and stock market volatility in emerging markets: A GARCH – MIDAS approach |
1 |
4 |
10 |
10 |
3 |
10 |
23 |
25 |
| Geopolitical risks and historical exchange rate volatility of the BRICS |
0 |
2 |
7 |
25 |
1 |
4 |
15 |
63 |
| Global evidence of the COVID-19 shock on real equity prices and real exchange rates: A counterfactual analysis with a threshold-augmented GVAR model |
0 |
0 |
0 |
1 |
0 |
0 |
3 |
9 |
| Global financial cycle and the predictability of oil market volatility: Evidence from a GARCH-MIDAS model |
0 |
1 |
2 |
5 |
1 |
3 |
7 |
19 |
| Gold and US sectoral stocks during COVID-19 pandemic |
0 |
0 |
0 |
4 |
0 |
1 |
3 |
31 |
| Gold and tail risks |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
| Gold as a hedge against oil shocks: Evidence from new datasets for oil shocks |
1 |
1 |
1 |
20 |
1 |
2 |
6 |
66 |
| Google trends and the predictability of precious metals |
0 |
1 |
6 |
23 |
0 |
2 |
17 |
148 |
| Hedging against risks associated with travel and tourism stocks during COVID‐19 pandemic: The role of gold |
0 |
0 |
0 |
0 |
1 |
3 |
4 |
4 |
| Hedging oil price risk with gold during COVID-19 pandemic |
0 |
0 |
1 |
5 |
1 |
3 |
11 |
35 |
| Historical geopolitical risk and the behaviour of stock returns in advanced economies |
2 |
2 |
11 |
14 |
3 |
3 |
23 |
31 |
| How Do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch |
0 |
0 |
1 |
2 |
1 |
1 |
3 |
7 |
| Improving Nigeria’s Inflation Forecast with Oil Price: The Role of Estimators |
0 |
0 |
1 |
11 |
1 |
2 |
6 |
52 |
| Improving forecasting accuracy of the Phillips curve in OECD countries: The role of commodity prices |
1 |
1 |
2 |
8 |
1 |
1 |
4 |
24 |
| Improving the predictability of stock returns with Bitcoin prices |
1 |
1 |
7 |
31 |
1 |
2 |
11 |
117 |
| Improving the predictability of the oil–US stock nexus: The role of macroeconomic variables |
0 |
0 |
0 |
56 |
0 |
0 |
1 |
144 |
| Is uemoa trade creating? an empirical investigation |
0 |
0 |
0 |
28 |
0 |
1 |
3 |
97 |
| Islamic Stock indices and COVID-19 pandemic |
0 |
1 |
1 |
2 |
0 |
3 |
8 |
11 |
| MODELLING ROAD TRAFFIC CRASHES USING SPATIAL AUTOREGRESSIVE MODEL WITH ADDITIONAL ENDOGENOUS VARIABLE |
0 |
0 |
0 |
2 |
0 |
1 |
1 |
32 |
| Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty |
0 |
0 |
7 |
10 |
1 |
3 |
31 |
47 |
| Mixed‐frequency forecasting of crude oil volatility based on the information content of global economic conditions |
0 |
0 |
2 |
8 |
0 |
1 |
9 |
24 |
| Modeling Exchange rate -interest rate differential nexus in BRICS: The role asymmetry and structural breaks |
0 |
0 |
0 |
4 |
0 |
1 |
1 |
6 |
| Modeling energy demand: Some emerging issues |
0 |
0 |
2 |
56 |
0 |
0 |
3 |
179 |
| Modeling oil price–US stock nexus: A VARMA–BEKK–AGARCH approach |
1 |
1 |
5 |
80 |
2 |
6 |
20 |
280 |
| Modeling returns and volatility transmission between oil price and US–Nigeria exchange rate |
0 |
0 |
2 |
105 |
0 |
6 |
11 |
361 |
| Modelling Oil Price Volatility with the Beta-Skew-t-EGARCH Framework |
0 |
0 |
1 |
71 |
0 |
0 |
1 |
193 |
| Modelling Road Traffic Crashes Using Spatial Autoregressive Model With Additional Endogenous Variable |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
| Modelling oil price volatility before, during and after the global financial crisis |
0 |
0 |
0 |
21 |
0 |
0 |
0 |
80 |
| Modelling oil price volatility with structural breaks |
1 |
1 |
4 |
150 |
1 |
2 |
9 |
487 |
| Modelling oil price-inflation nexus: The role of asymmetries |
1 |
6 |
15 |
98 |
5 |
16 |
48 |
264 |
| Modelling spillovers between stock market and FX market: evidence for Nigeria |
0 |
0 |
0 |
14 |
0 |
0 |
1 |
48 |
| Modelling stock price–exchange rate nexus in OECD countries: A new perspective |
2 |
2 |
4 |
27 |
4 |
11 |
18 |
128 |
| Modelling the Demand for Money in Sub-Saharan Africa (SSA) |
1 |
2 |
9 |
204 |
1 |
3 |
12 |
508 |
| Mortgage asymmetric pricing, cash rate and international funding cost: Australian evidence |
1 |
1 |
1 |
4 |
2 |
2 |
3 |
41 |
| New evidence for the inflation hedging potential of US stock returns |
0 |
1 |
2 |
10 |
0 |
1 |
5 |
34 |
| OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning |
0 |
0 |
0 |
1 |
0 |
1 |
3 |
9 |
| Oil Price Uncertainty Shocks and Global Equity Markets: Evidence from a GVAR Model |
4 |
8 |
9 |
9 |
5 |
9 |
14 |
21 |
| Oil Price and Exchange Rate Behaviour of the BRICS |
0 |
0 |
3 |
10 |
0 |
0 |
6 |
22 |
| Oil price and the Bitcoin market |
1 |
2 |
4 |
4 |
3 |
6 |
12 |
12 |
| Oil price uncertainty and real exchange rate in a global VAR framework: a note |
0 |
2 |
3 |
4 |
1 |
5 |
15 |
22 |
| Oil shocks and stock market volatility of the BRICS: A GARCH-MIDAS approach |
0 |
0 |
4 |
34 |
0 |
4 |
19 |
102 |
| Oil tail risk and the tail risk of the US Dollar exchange rates |
0 |
0 |
1 |
5 |
0 |
0 |
2 |
12 |
| Oil tail risks and the forecastability of the realized variance of oil-price: Evidence from over 150 years of data |
0 |
0 |
3 |
4 |
0 |
0 |
5 |
10 |
| Oil tail risks and the realized variance of consumer prices in advanced economies |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Oil-growth nexus in Nigeria: An ADL-MIDAS approach |
1 |
2 |
2 |
2 |
1 |
4 |
6 |
8 |
| Oil-price uncertainty and the U.K. unemployment rate: A forecasting experiment with random forests using 150 years of data |
0 |
0 |
2 |
4 |
0 |
4 |
8 |
13 |
| Out-of- Sample Stock Return Predictability of Alternative COVID-19 Indices |
0 |
0 |
4 |
5 |
0 |
0 |
4 |
7 |
| Out-of-sample predictability of gold market volatility: The role of US Nonfarm Payroll |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
14 |
| Pandemics and the Asia-Pacific Islamic Stocks |
0 |
0 |
1 |
17 |
0 |
1 |
8 |
61 |
| Point and density forecasting of macroeconomic and financial uncertainties of the USA |
0 |
0 |
1 |
2 |
0 |
0 |
1 |
7 |
| Policy uncertainty and stock market volatility revisited: The predictive role of signal quality |
3 |
3 |
3 |
3 |
7 |
7 |
7 |
7 |
| Predictability of economic slowdowns in advanced countries over eight centuries: The role of climate risks |
0 |
0 |
1 |
1 |
1 |
1 |
4 |
4 |
| Predictability of tail risks of Canada and the U.S. Over a Century: The role of spillovers and oil tail Risks☆ |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
8 |
| Predicting US inflation: Evidence from a new approach |
0 |
0 |
1 |
21 |
1 |
2 |
7 |
128 |
| Predicting exchange rate with commodity prices: New evidence from Westerlund and Narayan (2015) estimator with structural breaks and asymmetries |
0 |
0 |
2 |
17 |
0 |
1 |
5 |
79 |
| Predicting stock returns in the presence of COVID-19 pandemic: The role of health news |
0 |
1 |
6 |
57 |
1 |
4 |
22 |
165 |
| REVISED SMALL MACRO-ECONOMETRIC MODEL OF THE NIGERIAN ECONOMY |
0 |
0 |
4 |
69 |
3 |
6 |
19 |
168 |
| Revisiting oil-stock nexus during COVID-19 pandemic: Some preliminary results |
0 |
0 |
5 |
21 |
0 |
0 |
11 |
100 |
| Revisiting the forecasting accuracy of Phillips curve: The role of oil price |
0 |
0 |
1 |
16 |
1 |
2 |
7 |
106 |
| Revisiting the oil price and stock market nexus: A nonlinear Panel ARDL approach |
6 |
8 |
27 |
256 |
10 |
24 |
66 |
587 |
| Special Issue on Forecasting Asian Markets |
0 |
0 |
0 |
5 |
0 |
0 |
2 |
25 |
| Stock markets and exchange rate behavior of the BRICS |
0 |
0 |
4 |
11 |
0 |
1 |
9 |
22 |
| Stock returns and interest rate differential in high and low interest rate environments |
1 |
1 |
4 |
4 |
2 |
3 |
6 |
6 |
| Stock returns-inflation nexus in Africa during tranquil and crisis periods: New evidence |
0 |
0 |
0 |
11 |
0 |
0 |
1 |
44 |
| Stock‐induced Google trends and the predictability of sectoral stock returns |
0 |
1 |
4 |
23 |
1 |
3 |
10 |
59 |
| THE EFFECTS OF U.S. MONETARY POLICY UNCERTAINTY SHOCK ON INTERNATIONAL EQUITY MARKETS |
1 |
1 |
10 |
17 |
2 |
3 |
35 |
67 |
| Tail risks and forecastability of stock returns of advanced economies: evidence from centuries of data* |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
| Technology Shocks and the Efficiency of Equity Markets in the Developed and Emerging Economies: A Global VAR Approach |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
2 |
| Testing for asymmetries in the predictive model for oil price-inflation nexus |
0 |
0 |
0 |
31 |
0 |
0 |
0 |
92 |
| Testing for heteroskedasticity and spatial correlation in a two way random effects model |
0 |
0 |
0 |
33 |
0 |
0 |
3 |
132 |
| Testing for martingale difference hypothesis with structural breaks: Evidence from AsiaePacific foreign exchange markets |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
41 |
| Testing for spillovers in naira exchange rates: The role of electioneering & global financial crisis |
0 |
0 |
0 |
6 |
0 |
0 |
2 |
72 |
| Testing for unemployment persistence in Nigeria |
1 |
1 |
3 |
4 |
2 |
4 |
14 |
16 |
| Testing the Martingale Difference Hypothesis (MDH) with Structural Breaks: Evidence from Foreign Exchanges of Nigeria and South Africa |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
37 |
| Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach |
1 |
1 |
4 |
4 |
1 |
2 |
8 |
8 |
| Testing the predictability of commodity prices in stock returns of G7 countries: Evidence from a new approach |
0 |
0 |
3 |
6 |
0 |
0 |
8 |
32 |
| The (Asymmetric) effect of El Niño and La Niña on gold and silver prices in a GVAR model |
0 |
0 |
1 |
1 |
0 |
1 |
7 |
9 |
| The COVID-19 global fear index and the predictability of commodity price returns |
0 |
0 |
0 |
7 |
0 |
1 |
2 |
42 |
| The U.S. Nonfarm Payroll and the out-of-sample predictability of output growth for over six decades |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
| The U.S. Shale Oil Revolution and the Behavior of Commodity Prices |
0 |
1 |
1 |
8 |
0 |
1 |
1 |
38 |
| The behavior of exchange rate and stock returns in high and low interest rate environments |
0 |
0 |
0 |
7 |
0 |
0 |
2 |
23 |
| The behaviour of U.S. stocks to financial and health risks |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
| The effect of oil uncertainty shock on real GDP of 33 countries: a global VAR approach |
0 |
0 |
2 |
2 |
0 |
0 |
6 |
6 |
| The financial US uncertainty spillover multiplier: Evidence from a GVAR model |
0 |
1 |
2 |
2 |
1 |
2 |
6 |
6 |
| The heterogeneous behaviour of the inflation hedging property of cocoa |
1 |
1 |
3 |
10 |
1 |
2 |
9 |
50 |
| The inflation hedging properties of gold, stocks and real estate: A comparative analysis |
0 |
0 |
7 |
40 |
3 |
7 |
37 |
219 |
| The predictive power of Bitcoin prices for the realized volatility of US stock sector returns |
0 |
0 |
2 |
2 |
0 |
0 |
3 |
3 |
| The return volatility of cryptocurrencies during the COVID-19 pandemic: Assessing the news effect |
0 |
0 |
1 |
1 |
0 |
0 |
8 |
8 |
| The role of global economic conditions in forecasting gold market volatility: Evidence from a GARCH-MIDAS approach |
0 |
0 |
2 |
14 |
0 |
2 |
10 |
63 |
| The transmission of monetary policy in emerging economies during tranquil and turbulent periods |
0 |
2 |
2 |
9 |
1 |
4 |
4 |
35 |
| Trade creation and trade diversion in West African Monetary Zone (WAMZ) |
0 |
0 |
3 |
134 |
0 |
1 |
9 |
513 |
| Transition risk, physical risk, and the realized volatility of oil and natural gas prices |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
| US Stock return predictability with high dimensional models |
0 |
0 |
1 |
2 |
0 |
0 |
4 |
7 |
| US stocks in the presence of oil price risk: Large cap vs. Small cap |
0 |
1 |
2 |
10 |
0 |
1 |
3 |
47 |
| Uncertainty Due to Infectious Diseases and Energy Market Volatility |
0 |
0 |
3 |
13 |
1 |
3 |
10 |
44 |
| Uncertainty and predictability of real housing returns in the United Kingdom: A regional analysis |
0 |
0 |
2 |
2 |
0 |
0 |
4 |
6 |
| Uncertainty due to pandemics and epidemics and the behavior of Travel & Leisure stocks in the UK, the USA and Europe |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
| Unit root modeling for trending stock market series |
0 |
0 |
0 |
33 |
0 |
0 |
3 |
98 |
| United we stand, divided we fall: A PANICCA test evidence for stock exchanges in OECD |
0 |
1 |
3 |
10 |
0 |
1 |
7 |
69 |
| Volatility spillovers and hedging effectiveness between health and tourism stocks: Empirical evidence from the US |
1 |
1 |
1 |
5 |
1 |
1 |
2 |
14 |
| Youth unemployment in Nigeria: nature, causes and solutions |
13 |
36 |
62 |
62 |
169 |
475 |
748 |
748 |
| Total Journal Articles |
56 |
128 |
422 |
3,018 |
277 |
783 |
1,938 |
10,855 |
LogEc is hosted by the
Örebro University School of Business.