| 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 |
3 |
4 |
7 |
213 |
| A Moving Average Heterogeneous Autoregressive Model for Forecasting the Realized Volatility of the US Stock Market: Evidence from Over a Century of Data |
0 |
0 |
0 |
60 |
2 |
4 |
7 |
101 |
| A Note on Uncertainty due to Infectious Diseases and Output Growth of the United States: A Mixed-Frequency Forecasting Experiment |
0 |
0 |
0 |
17 |
1 |
2 |
2 |
56 |
| A Note on the COVID-19 Shock and Real GDP in Emerging Economies: A Counterfactual Analysis from the Threshold-Augmented Global Vector Autoregressive Model |
0 |
0 |
0 |
9 |
6 |
9 |
17 |
123 |
| A multi-factor predictive model for oil-US stock nexus with persistence, endogeneity and conditional heteroscedasticity effects |
0 |
0 |
0 |
45 |
2 |
7 |
7 |
118 |
| A new look at the stock price-exchange rate nexus |
0 |
0 |
0 |
50 |
3 |
7 |
9 |
143 |
| A new procedure for pre-testing the distribution properties of Stock returns |
0 |
0 |
0 |
36 |
2 |
3 |
4 |
43 |
| A news-based economic policy uncertainty index for Nigeria |
0 |
0 |
1 |
4 |
0 |
3 |
7 |
18 |
| A sectoral analysis of asymmetric nexus between oil and stock |
0 |
0 |
0 |
44 |
2 |
2 |
3 |
93 |
| An Index for Climate-Induced Migration Uncertainty |
0 |
0 |
1 |
15 |
5 |
6 |
9 |
22 |
| Analysing the distribution properties of Bitcoin returns |
0 |
0 |
1 |
114 |
4 |
5 |
17 |
209 |
| Are daily agricultural grains prices stationary? New evidence from GARCH-based unit root tests |
0 |
0 |
0 |
25 |
1 |
1 |
1 |
65 |
| Assessing the safe haven property of the gold market during COVID-19 pandemic |
0 |
1 |
2 |
30 |
1 |
6 |
14 |
83 |
| Bitcoin Prices and the Realized Volatility of US Sectoral Stock Returns |
0 |
0 |
0 |
34 |
1 |
3 |
8 |
34 |
| Climate Policy Uncertainty and the Forecastability of Inflation |
0 |
3 |
32 |
32 |
12 |
23 |
46 |
46 |
| Climate Risks and Prediction of Sectoral REITs Volatility: International Evidence |
0 |
1 |
2 |
9 |
2 |
6 |
25 |
38 |
| Climate Risks and U.S. Stock-Market Tail Risks: A Forecasting Experiment Using over a Century of Data |
0 |
0 |
0 |
0 |
3 |
5 |
10 |
83 |
| Commodity Prices and Forecastability of South African Stock Returns Over a Century: Sentiments versus Fundamentals |
0 |
0 |
0 |
22 |
2 |
5 |
10 |
70 |
| Could this be a fiction? Bitcoin forecasts most tradable currency pairs better than ARFIMA |
0 |
0 |
0 |
52 |
2 |
3 |
5 |
178 |
| Does the choice of estimator matter for forecasting? A revisit |
0 |
0 |
0 |
78 |
2 |
5 |
8 |
115 |
| Does time-variation matter in the stochastic volatility components for G7 stock returns |
0 |
0 |
0 |
57 |
4 |
5 |
5 |
60 |
| Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility in the United Kingdom |
0 |
0 |
0 |
40 |
1 |
3 |
5 |
95 |
| Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor versus National Factor in a GARCH-MIDAS Model |
0 |
0 |
0 |
3 |
2 |
5 |
10 |
20 |
| Economic Policy Uncertainty and Bank-Level Stock Returns Volatility of the United States: A Mixed-Frequency Perspective |
0 |
2 |
13 |
24 |
4 |
14 |
35 |
47 |
| El Nino and Forecastability of Oil-Price Realized Volatility |
0 |
0 |
0 |
0 |
2 |
3 |
4 |
59 |
| Energy Market Uncertainties and Exchange Rate Volatility: A GARCH-MIDAS Approach |
0 |
0 |
0 |
10 |
1 |
3 |
9 |
22 |
| Energy Market Uncertainties and Gold Return Volatility: A GARCH-MIDAS Approach |
0 |
0 |
0 |
2 |
4 |
5 |
7 |
14 |
| Energy Market Uncertainties and US State-Level Stock Market Volatility: A GARCH-MIDAS Approach |
0 |
0 |
0 |
11 |
0 |
6 |
10 |
18 |
| Energy consumption and economic growth in oil importing and oil exporting countries: A Panel ARDL approach |
0 |
0 |
0 |
94 |
1 |
1 |
4 |
288 |
| Energy-Related Uncertainty and International Stock Market Volatility |
0 |
0 |
0 |
7 |
1 |
5 |
13 |
32 |
| Exchange Rate Predictability with Nine Alternative Models for BRICS Countries |
0 |
0 |
0 |
23 |
2 |
5 |
9 |
110 |
| Exchange Rate Variability in Nigeria: Drivers and Remedial Monetary Policy |
0 |
2 |
9 |
9 |
7 |
17 |
25 |
25 |
| Financial Turbulence, Systemic Risk and the Predictability of Stock Market Volatility |
0 |
0 |
0 |
23 |
7 |
11 |
18 |
111 |
| Financial stress and exchange rate volatility in Sub-Saharan Africa: Evidence from new datasets |
0 |
0 |
8 |
8 |
2 |
8 |
27 |
27 |
| Firm-level Business Uncertainty and the Predictability of the Aggregate U.S. Stock Market Volatility during the COVID-19 Pandemic |
0 |
0 |
0 |
17 |
1 |
5 |
10 |
49 |
| Forecasting CO2 emissions: Does the choice of estimator matter? |
0 |
0 |
0 |
59 |
2 |
7 |
11 |
125 |
| Forecasting GDP of OPEC: The role of oil price |
0 |
0 |
1 |
84 |
2 |
6 |
16 |
203 |
| Forecasting GDP with energy series: ADL-MIDAS vs. Linear Time Series Models |
1 |
4 |
11 |
147 |
4 |
16 |
43 |
659 |
| Forecasting Natural Gas Futures Price Volatility of the United States: National versus State-Level Climate Concern Indexes |
0 |
0 |
0 |
0 |
2 |
4 |
4 |
4 |
| Forecasting Oil Price Volatility of the United States: The Role of State-Level Climate Concern Indexes |
0 |
0 |
0 |
0 |
7 |
12 |
12 |
12 |
| Forecasting Oil Price over 150 Years: The Role of Tail Risks |
0 |
0 |
0 |
29 |
2 |
5 |
15 |
109 |
| Forecasting Oil Volatility Using a GARCH-MIDAS Approach: The Role of Global Economic Conditions |
0 |
0 |
0 |
27 |
8 |
20 |
42 |
256 |
| Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty |
0 |
0 |
0 |
37 |
1 |
2 |
5 |
119 |
| Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty |
0 |
0 |
0 |
9 |
0 |
2 |
4 |
45 |
| Forecasting Spot and Futures Price Volatility of Agricultural Commodities: The Role of Climate-Related Migration Uncertainty |
0 |
0 |
24 |
24 |
14 |
29 |
79 |
79 |
| 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 |
0 |
0 |
3 |
4 |
5 |
70 |
| Forecasting US Output Growth with Large Information Sets |
0 |
0 |
0 |
0 |
2 |
5 |
7 |
80 |
| Forecasting the return volatility of European equity markets under different market conditions:A GARCH-MIDAS approach |
0 |
0 |
1 |
61 |
0 |
0 |
3 |
108 |
| Forecasting the return volatility of energy prices: A GARCH MIDAS approach |
0 |
0 |
1 |
93 |
2 |
4 |
10 |
172 |
| Geopolitical Risk and Forecastability of Tail Risk in the Oil Market: Evidence from Over a Century of Monthly Data |
0 |
0 |
0 |
5 |
2 |
6 |
17 |
64 |
| Geopolitical Risks and Historical Exchange Rate Volatility of the BRICS |
0 |
0 |
0 |
7 |
4 |
11 |
41 |
170 |
| Geopolitical Risks and Oil Returns Volatility: A GARCH-MIDAS Approach |
0 |
0 |
0 |
7 |
2 |
5 |
20 |
38 |
| 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 |
7 |
1 |
2 |
3 |
35 |
| Global Financial Cycle and the Predictability of Oil Market Volatility: Evidence from a GARCH-MIDAS Model |
0 |
0 |
0 |
18 |
0 |
1 |
6 |
111 |
| Gold and the Global Financial Cycle |
0 |
0 |
0 |
0 |
3 |
5 |
11 |
137 |
| Gold market volatility and REITs' returns during tranquil and turbulent episodes |
1 |
1 |
2 |
5 |
3 |
7 |
12 |
18 |
| Housing Market Variables and Predictability of State-Level Stock Market Volatility of the United States: Evidence from a GARCH-MIDAS Approach |
0 |
0 |
0 |
0 |
4 |
6 |
12 |
29 |
| How do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch |
0 |
0 |
0 |
29 |
3 |
7 |
9 |
155 |
| Improving the Predictive ability of oil for inflation: An ADL-MIDAS Approach |
1 |
2 |
3 |
68 |
6 |
10 |
14 |
153 |
| Improving the predictability of commodity prices in US inflation: The role of coffee price |
0 |
1 |
1 |
59 |
1 |
2 |
8 |
123 |
| International monetary policy spillovers between Japan and the Rest of the World: A GVAR Framework |
0 |
0 |
2 |
2 |
1 |
4 |
8 |
8 |
| Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty |
0 |
0 |
0 |
15 |
2 |
6 |
11 |
136 |
| Migration fears and exchange rate volatility in France, Germany, and the UK: A GARCH-MIDAS framework |
0 |
0 |
5 |
5 |
2 |
3 |
16 |
16 |
| Modeling the residential electricity demand in the US |
0 |
0 |
0 |
45 |
3 |
5 |
6 |
71 |
| Modeling the spillovers between stock market and money market in Nigeria |
0 |
0 |
1 |
105 |
1 |
6 |
9 |
154 |
| Modelling Return and Volatility Spillovers in Global Foreign Exchange Markets |
0 |
0 |
1 |
60 |
1 |
3 |
7 |
143 |
| Modelling oil price-inflation nexus: The role of asymmetries and structural breaks |
0 |
0 |
3 |
93 |
3 |
8 |
14 |
236 |
| Modelling stock price-exchange rate nexus in OECD countries - A new perspective |
0 |
0 |
0 |
58 |
3 |
18 |
21 |
164 |
| OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning |
0 |
0 |
0 |
18 |
1 |
2 |
4 |
76 |
| Oil Price Returns Skewness and Forecastability of International Stock Returns Over One Century of Data |
0 |
0 |
0 |
7 |
2 |
2 |
5 |
21 |
| Oil Price and Exchange Rate Behaviour of the BRICS for Over a Century |
0 |
0 |
0 |
14 |
2 |
8 |
11 |
59 |
| Oil Shocks and State-Level Stock Market Volatility of the United States: A GARCH-MIDAS Approach |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
41 |
| Oil Shocks and Stock Market Volatility of the BRICS: A GARCH-MIDAS Approach |
0 |
0 |
0 |
36 |
1 |
3 |
6 |
104 |
| Oil Tail Risks and the Forecastability of the Realized Variance of Oil-Price: Evidence from Over 150 Years of Data |
0 |
0 |
0 |
13 |
3 |
4 |
5 |
19 |
| Oil-Price Uncertainty and the U.K. Unemployment Rate: A Forecasting Experiment with Random Forests Using 150 Years of Data |
0 |
0 |
0 |
26 |
2 |
6 |
10 |
90 |
| Out-of-Sample Predictability of Gold Market Volatility: The Role of US Nonfarm Payroll |
0 |
0 |
0 |
12 |
0 |
2 |
7 |
47 |
| Pandemics and cryptocurrencies |
0 |
0 |
2 |
17 |
1 |
3 |
9 |
43 |
| Point and Density Forecasting of Macroeconomic and Financial Uncertainties of the United States |
0 |
0 |
0 |
28 |
2 |
4 |
8 |
92 |
| Policy Uncertainty and Stock Market Volatility Revisited: The Predictive Role of Signal Quality |
0 |
0 |
0 |
25 |
3 |
5 |
12 |
59 |
| Predictability of Economic Slowdowns in Advanced Countries over Eight Centuries: The Role of Climate Risks |
0 |
0 |
0 |
0 |
2 |
4 |
4 |
35 |
| Predictability of Tail Risks of Canada and the U.S. Over a Century: The Role of Spillovers and Oil Tail Risks |
0 |
0 |
0 |
8 |
0 |
4 |
7 |
49 |
| Predicting US CPI-Inflation in the presence of asymmetries, persistence, endogeneity, and conditional heteroscedasticity |
0 |
0 |
1 |
46 |
2 |
5 |
8 |
110 |
| Predicting US Inflation: Evidence from a New Approach |
0 |
0 |
0 |
65 |
3 |
5 |
9 |
159 |
| Predicting exchange rate with commodity prices: The role of structural breaks and asymmetries |
0 |
0 |
0 |
77 |
2 |
5 |
10 |
208 |
| Predicting the stock prices of G7 countries with Bitcoin prices |
0 |
0 |
1 |
81 |
4 |
5 |
22 |
244 |
| Revisiting the forecasting accuracy of Phillips curve: the role of oil price |
0 |
0 |
0 |
49 |
1 |
2 |
3 |
155 |
| Statistical Modelling of Second Round Qualification at FIFA World Cup Tournaments |
0 |
0 |
0 |
55 |
0 |
3 |
3 |
188 |
| Stock Markets and Exchange Rate Behaviour of the BRICS |
0 |
0 |
0 |
22 |
1 |
3 |
4 |
93 |
| Supply Disruptions and Predictability of Oil Returns Volatility: A GARCH-MIDAS Approach |
0 |
0 |
0 |
0 |
3 |
9 |
59 |
59 |
| Tail Risks and Forecastability of Stock Returns of Advanced Economies: Evidence from Centuries of Data |
0 |
0 |
0 |
22 |
1 |
2 |
5 |
60 |
| Technological Shocks and Stock Market Volatility Over a Century: A GARCH-MIDAS Approach |
0 |
0 |
0 |
53 |
1 |
3 |
9 |
66 |
| Testing for spillovers in Naira exchange rates: The role of electioneering& global financial crisis |
0 |
1 |
1 |
25 |
0 |
5 |
6 |
124 |
| Testing for time-varying stochastic volatility in Bitcoin returns |
0 |
0 |
0 |
68 |
4 |
9 |
16 |
114 |
| Testing the Forecasting Power of Global Economic Conditions for the Volatility of International REITs using a GARCH-MIDAS Approach |
0 |
0 |
0 |
23 |
1 |
3 |
6 |
81 |
| The (Asymmetric) Effect of El Nino and La Nina on Gold and Silver Prices in a GVAR Model |
0 |
0 |
0 |
0 |
0 |
2 |
5 |
101 |
| The Effect of Oil Price Uncertainty Shock on International Equity Markets: Evidence from a GVAR Model |
0 |
0 |
0 |
10 |
2 |
6 |
11 |
49 |
| The Effect of Oil Uncertainty Shock on Real GDP of 33 Countries: A Global VAR Approach |
0 |
0 |
0 |
11 |
3 |
4 |
5 |
63 |
| The Effect of US Uncertainty Shock on International Equity Markets: The Role of the Global Financial Cycle |
0 |
0 |
0 |
12 |
1 |
3 |
5 |
36 |
| The Financial US Uncertainty Spillover Multiplier: Evidence from a GVAR Model |
0 |
0 |
0 |
18 |
0 |
1 |
2 |
69 |
| The Role of Global Economic Conditions in Forecasting Gold Market Volatility: Evidence from a GARCH-MIDAS Approach |
0 |
0 |
0 |
27 |
0 |
3 |
10 |
110 |
| The impact of crude oil prices on stock prices of oil firms: Should upstream-downstream dichotomy in supply chain be ignored? |
0 |
1 |
4 |
67 |
8 |
9 |
17 |
306 |
| The international spillover effects of US Quality of Political Signals: A Global VAR approach |
0 |
0 |
4 |
4 |
3 |
7 |
11 |
11 |
| To “ECO” or not to “ECO”? Evidence for the single currency agenda of ECOWAS |
0 |
0 |
0 |
7 |
2 |
13 |
18 |
38 |
| Transition to inflation targeting monetary policy framework in Nigeria |
0 |
2 |
37 |
37 |
9 |
20 |
43 |
43 |
| US shale oil and the behaviour of commodity prices |
0 |
0 |
0 |
39 |
2 |
2 |
5 |
112 |
| US stocks in the presence of oil price risk: Large cap vs. Small cap |
0 |
0 |
1 |
18 |
1 |
3 |
6 |
72 |
| Uncertainty and Predictability of Real Housing Returns in the United Kingdom: A Regional Analysis |
0 |
0 |
0 |
20 |
0 |
1 |
3 |
68 |
| United we stand, divided we fall: A PANICCA test evidence for stock exchanges in OECD |
0 |
0 |
3 |
40 |
0 |
1 |
10 |
173 |
| You are what you eat: The role of oil price in Nigeria inflation forecast |
0 |
0 |
2 |
102 |
3 |
4 |
10 |
234 |
| Total Working Papers |
3 |
21 |
181 |
3,433 |
265 |
622 |
1,322 |
10,711 |
| 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 |
2 |
14 |
3 |
6 |
13 |
61 |
| A GLOBAL VAR ANALYSIS OF GLOBAL AND REGIONAL SHOCK SPILLOVERS TO WEST AFRICAN COUNTRIES |
0 |
0 |
5 |
6 |
2 |
4 |
11 |
15 |
| A NOTE ON PUBLIC DEBT-PRIVATE INVESTMENT NEXUS IN EMERGING ECONOMIES |
0 |
1 |
2 |
5 |
1 |
3 |
7 |
29 |
| A NOTE ON UNCERTAINTY DUE TO INFECTIOUS DISEASES AND OUTPUT GROWTH OF THE UNITED STATES: A MIXED-FREQUENCY FORECASTING EXPERIMENT |
0 |
0 |
0 |
1 |
2 |
4 |
4 |
12 |
| A New Index for Measuring Uncertainty Due to the COVID-19 Pandemic |
0 |
0 |
0 |
5 |
2 |
3 |
5 |
30 |
| A Note on the COVID-19 Shock and Real GDP in Emerging Economies |
0 |
0 |
1 |
19 |
1 |
1 |
5 |
38 |
| A firm level analysis of asymmetric response of U.S. stock returns to exchange rate movements |
0 |
0 |
0 |
3 |
0 |
2 |
4 |
15 |
| A firm-level analysis of the upstream-downstream dichotomy in the oil-stock nexus |
0 |
1 |
2 |
11 |
2 |
5 |
9 |
108 |
| A fractional cointegration VAR analysis of Islamic stocks: A global perspective |
0 |
0 |
1 |
16 |
3 |
7 |
12 |
130 |
| A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market: Evidence from over a century of data |
0 |
0 |
0 |
7 |
6 |
8 |
10 |
27 |
| A news-based economic policy uncertainty index for Nigeria |
0 |
0 |
2 |
2 |
2 |
3 |
14 |
14 |
| A sectoral analysis of asymmetric nexus between oil price and stock returns |
0 |
0 |
1 |
17 |
2 |
3 |
8 |
71 |
| A small macroeconometric model of the Nigerian economy |
0 |
0 |
0 |
108 |
1 |
3 |
6 |
356 |
| A test for inflation persistence in Nigeria using fractional integration & fractional cointegration techniques |
0 |
1 |
3 |
19 |
2 |
8 |
15 |
96 |
| A test for the contributions of urban and rural inflation to inflation persistence in Nigeria |
0 |
0 |
1 |
7 |
0 |
2 |
7 |
21 |
| Aid-Macroeconomic Policy Environment and Growth:Evidence From Sub-Saharan Africa |
0 |
0 |
1 |
32 |
0 |
3 |
6 |
99 |
| Analysis of asymmetric response of exchange rate to interest rate differentials: The case of African Big 4 |
0 |
0 |
0 |
6 |
2 |
4 |
6 |
46 |
| Analysis of the asymmetric response of exchange rate to interest rate differentials: Evidence from the MINT countries |
0 |
0 |
2 |
44 |
3 |
6 |
12 |
129 |
| Another look at the energy-growth nexus: New insights from MIDAS regressions |
1 |
3 |
5 |
27 |
4 |
12 |
18 |
107 |
| Assessing the hedging potential of gold and other precious metals against uncertainty due to epidemics and pandemics |
1 |
2 |
3 |
7 |
5 |
10 |
15 |
28 |
| Assessing the inflation hedging of gold and palladium in OECD countries |
0 |
1 |
1 |
13 |
4 |
7 |
12 |
83 |
| Assessing the inflation hedging potential of coal and iron ore in Australia |
0 |
0 |
0 |
11 |
1 |
2 |
7 |
89 |
| Assessing the safe haven property of the gold market during COVID-19 pandemic |
0 |
4 |
6 |
14 |
1 |
13 |
29 |
65 |
| Asymmetric and Time-Varying Behavior of Exchange Rate and Interest Rate Differential in Emerging Markets |
0 |
0 |
0 |
8 |
2 |
3 |
7 |
22 |
| CAPITAL FLIGHT-GROWTH NEXUS IN SUBSAHARAN AFRICA - THE ROLE OF MACROECONOMIC UNCERTAINTY |
0 |
0 |
0 |
0 |
1 |
3 |
3 |
3 |
| CENTRAL BANK INDEPENDENCE AND PRICE STABILITY UNDER ALTERNATIVE POLITICAL REGIMES: A GLOBAL EVIDENCE |
0 |
0 |
3 |
6 |
4 |
5 |
11 |
24 |
| COVID-19 pandemic and financial innovations |
0 |
0 |
0 |
2 |
2 |
3 |
5 |
9 |
| COVID-19 pandemic and the crude oil market risk: hedging options with non-energy financial innovations |
0 |
0 |
0 |
6 |
0 |
3 |
4 |
45 |
| Can agricultural commodity prices predict Nigeria's inflation? |
0 |
0 |
4 |
36 |
1 |
7 |
14 |
127 |
| Can urban coffee consumption help predict US inflation? |
0 |
0 |
0 |
7 |
3 |
3 |
6 |
38 |
| Climate Change, Technology Shocks and the US Equity Real Estate Investment Trusts (REITs) |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
2 |
| Climate Policy Uncertainty and Crude Oil Market Volatility |
0 |
0 |
2 |
15 |
4 |
5 |
18 |
74 |
| Climate Policy Uncertainty and Stock Market Volatility |
1 |
2 |
5 |
13 |
6 |
14 |
30 |
53 |
| Climate Risk Measures - A Review |
0 |
0 |
2 |
10 |
3 |
4 |
8 |
38 |
| Climate change and fossil fuel prices: A GARCH-MIDAS analysis |
0 |
2 |
4 |
12 |
1 |
9 |
25 |
41 |
| Climate change-stock return volatility nexus in advanced economies: the role of technology shocks |
0 |
1 |
5 |
5 |
1 |
6 |
21 |
22 |
| Climate risk and gold |
0 |
0 |
0 |
2 |
0 |
2 |
5 |
11 |
| Climate risks and U.S. stock‐market tail risks: A forecasting experiment using over a century of data |
0 |
0 |
1 |
9 |
0 |
2 |
5 |
29 |
| Climate risks and the REITs market |
0 |
2 |
8 |
8 |
6 |
12 |
26 |
26 |
| Commodity Prices and Forecastability of International Stock Returns over a Century: Sentiments versus Fundamentals with Focus on South Africa |
0 |
0 |
0 |
1 |
4 |
6 |
9 |
15 |
| Commodity Risk and Forecastability of International Stock Returns: The Role of Oil Returns Skewness |
0 |
0 |
2 |
2 |
3 |
7 |
17 |
17 |
| Comparative Performance of Volatility Models for Oil Price |
0 |
0 |
0 |
91 |
0 |
2 |
3 |
295 |
| Constructing a Global Fear Index for the COVID-19 Pandemic |
0 |
0 |
1 |
50 |
0 |
2 |
10 |
222 |
| Conventional and unconventional shadow rates and the US state-level stock returns: Evidence from non-stationary heterogeneous panels |
0 |
0 |
0 |
0 |
3 |
5 |
9 |
11 |
| Disentangled oil shocks and stock market volatility in Nigeria and South Africa: A GARCH-MIDAS approach |
0 |
0 |
4 |
5 |
2 |
3 |
12 |
18 |
| Do Epidemics and Pandemics Have Predictive Content for Exchange Rate Movements? Evidence for Asian Economies |
0 |
0 |
0 |
3 |
0 |
2 |
5 |
19 |
| Dynamic effects of monetary policy shocks on macroeconomic volatility in the United Kingdom |
0 |
0 |
0 |
3 |
2 |
6 |
8 |
18 |
| Dynamic spillovers between stock and money markets in Nigeria: A VARMA-GARCH approach |
0 |
0 |
1 |
11 |
0 |
0 |
3 |
33 |
| EVIDENCE ON MONETARY POLICY TRANSMISSION DURING TRANQUIL AND TURBULENT PERIODS |
0 |
0 |
0 |
0 |
2 |
3 |
6 |
7 |
| EXCHANGE RATE AND INTEREST RATE DIFFERENTIAL IN G7 ECONOMIES |
0 |
0 |
0 |
0 |
1 |
8 |
12 |
17 |
| Economic Growth, Exchange Rate and Remittance Nexus: Evidence from Africa |
0 |
0 |
1 |
6 |
4 |
5 |
11 |
23 |
| Energy Market Uncertainties and Gold Return Volatility: A GARCH–MIDAS Approach |
1 |
3 |
3 |
3 |
2 |
6 |
6 |
6 |
| Energy market uncertainties and exchange rate volatility: A GARCH-MIDAS approach |
0 |
0 |
1 |
1 |
5 |
10 |
16 |
19 |
| Energy-related uncertainty and international stock market volatility |
0 |
1 |
2 |
3 |
5 |
8 |
19 |
22 |
| Examining Rational Bubbles in Oil Prices: Evidence From Frequency Domain Estimates |
0 |
0 |
1 |
11 |
1 |
3 |
5 |
66 |
| Exchange rate and housing affordability in OECD countries |
1 |
3 |
4 |
4 |
3 |
12 |
16 |
16 |
| Exchange rate predictability with nine alternative models for BRICS countries |
0 |
0 |
1 |
7 |
2 |
5 |
12 |
38 |
| FINANCIAL STABILITY AND INCOME GROWTH IN EMERGING MARKETS |
0 |
0 |
0 |
4 |
0 |
2 |
6 |
37 |
| FOREIGN CAPITAL FLOWS, FINANCIAL DEVELOPMENT AND GROWTH IN SUB-SAHARAN AFRICA |
0 |
2 |
4 |
138 |
4 |
10 |
20 |
367 |
| Financial turbulence, systemic risk and the predictability of stock market volatility |
0 |
1 |
3 |
9 |
2 |
6 |
14 |
46 |
| Firm-level business uncertainty and the predictability of the aggregate U.S. stock market volatility during the COVID-19 pandemic |
0 |
1 |
1 |
2 |
0 |
3 |
5 |
8 |
| Firm-specific news and the predictability of Consumer stocks in Vietnam |
0 |
0 |
1 |
6 |
1 |
2 |
6 |
22 |
| Forecasting expenditure components in Nigeria |
0 |
0 |
1 |
3 |
0 |
2 |
4 |
16 |
| Forecasting oil prices over 150 years: The role of tail risks |
0 |
0 |
0 |
2 |
1 |
2 |
5 |
18 |
| Forecasting output growth of advanced economies over eight centuries: The role of gold market volatility as a proxy of global uncertainty |
0 |
0 |
0 |
3 |
4 |
6 |
9 |
24 |
| Forecasting spot and futures price volatility of agricultural commodities: The role of climate-related migration uncertainty |
0 |
0 |
0 |
0 |
7 |
7 |
7 |
7 |
| 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 |
0 |
2 |
0 |
0 |
3 |
17 |
| Further application of Narayan and Liu (2015) unit root model for trending time series |
0 |
0 |
0 |
86 |
3 |
4 |
9 |
273 |
| Geopolitical Risk and the Return Volatility of Islamic Stocks in Indonesia and Malaysia - A GARCH-MIDAS Approach |
2 |
3 |
11 |
24 |
10 |
16 |
36 |
70 |
| Geopolitical risk and forecastability of tail risk in the oil market: Evidence from over a century of monthly data |
0 |
1 |
1 |
10 |
3 |
5 |
11 |
35 |
| Geopolitical risk and global financial cycle: Some forecasting experiments |
0 |
1 |
5 |
17 |
0 |
1 |
12 |
42 |
| Geopolitical risk and stock market volatility in emerging markets: A GARCH – MIDAS approach |
2 |
3 |
21 |
46 |
13 |
38 |
118 |
221 |
| Geopolitical risk, climate risk and financial innovation in the energy market |
0 |
0 |
3 |
3 |
1 |
5 |
9 |
9 |
| Geopolitical risks and historical exchange rate volatility of the BRICS |
2 |
3 |
7 |
41 |
3 |
7 |
24 |
112 |
| Global economic contraction, climate change and the gold market volatility: A GARCH‐MIDAS approach |
0 |
0 |
3 |
3 |
2 |
2 |
9 |
10 |
| 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 |
4 |
6 |
16 |
| Global financial cycle and the predictability of oil market volatility: Evidence from a GARCH-MIDAS model |
0 |
1 |
2 |
11 |
3 |
5 |
7 |
37 |
| Gold and US sectoral stocks during COVID-19 pandemic |
0 |
1 |
1 |
5 |
2 |
6 |
10 |
46 |
| Gold and tail risks |
0 |
0 |
1 |
6 |
5 |
9 |
13 |
22 |
| Gold as a hedge against oil shocks: Evidence from new datasets for oil shocks |
0 |
0 |
0 |
20 |
2 |
4 |
8 |
78 |
| Gold market volatility and REITs' returns during tranquil and turbulent episodes |
0 |
0 |
1 |
3 |
12 |
15 |
24 |
29 |
| Google trends and the predictability of precious metals |
0 |
0 |
2 |
29 |
4 |
8 |
18 |
171 |
| HEALTH CRISIS AND CURRENCY RISK: FRESH EVIDENCE FROM NEW DATA SETS |
0 |
0 |
0 |
0 |
3 |
3 |
4 |
4 |
| Hedging against risks associated with travel and tourism stocks during COVID‐19 pandemic: The role of gold |
0 |
0 |
1 |
2 |
3 |
10 |
16 |
27 |
| Hedging oil price risk with gold during COVID-19 pandemic |
1 |
1 |
1 |
7 |
3 |
7 |
10 |
48 |
| Historical geopolitical risk and the behaviour of stock returns in advanced economies |
1 |
5 |
15 |
54 |
7 |
16 |
53 |
123 |
| How Do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch |
0 |
0 |
0 |
2 |
2 |
5 |
6 |
13 |
| INDIA AND THE REST OF THE WORLD: ANALYSES OF INTERNATIONAL MONETARY POLICY SPILLOVERS |
0 |
0 |
0 |
0 |
3 |
4 |
8 |
12 |
| Improving Nigeria’s Inflation Forecast with Oil Price: The Role of Estimators |
0 |
0 |
0 |
13 |
0 |
2 |
6 |
64 |
| Improving forecasting accuracy of the Phillips curve in OECD countries: The role of commodity prices |
0 |
0 |
0 |
8 |
11 |
11 |
12 |
37 |
| Improving the predictability of stock returns with Bitcoin prices |
0 |
0 |
2 |
34 |
2 |
6 |
14 |
138 |
| Improving the predictability of the oil–US stock nexus: The role of macroeconomic variables |
0 |
0 |
0 |
57 |
0 |
1 |
3 |
150 |
| Is uemoa trade creating? an empirical investigation |
1 |
2 |
2 |
31 |
2 |
5 |
6 |
104 |
| Islamic Stock indices and COVID-19 pandemic |
0 |
2 |
3 |
6 |
0 |
5 |
11 |
26 |
| MODELLING ROAD TRAFFIC CRASHES USING SPATIAL AUTOREGRESSIVE MODEL WITH ADDITIONAL ENDOGENOUS VARIABLE |
0 |
0 |
0 |
2 |
0 |
1 |
1 |
33 |
| Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty |
0 |
1 |
1 |
13 |
2 |
9 |
14 |
74 |
| Mixed‐frequency forecasting of crude oil volatility based on the information content of global economic conditions |
0 |
0 |
1 |
9 |
0 |
3 |
13 |
40 |
| Modeling Exchange rate -interest rate differential nexus in BRICS: The role asymmetry and structural breaks |
0 |
0 |
0 |
5 |
1 |
3 |
3 |
11 |
| Modeling energy demand: Some emerging issues |
0 |
0 |
1 |
61 |
0 |
0 |
4 |
187 |
| Modeling oil price–US stock nexus: A VARMA–BEKK–AGARCH approach |
0 |
1 |
3 |
94 |
2 |
9 |
18 |
323 |
| Modeling returns and volatility transmission between oil price and US–Nigeria exchange rate |
0 |
1 |
3 |
108 |
1 |
5 |
8 |
373 |
| Modelling Oil Price Volatility with the Beta-Skew-t-EGARCH Framework |
0 |
0 |
0 |
72 |
0 |
1 |
2 |
197 |
| Modelling Road Traffic Crashes Using Spatial Autoregressive Model With Additional Endogenous Variable |
0 |
0 |
0 |
1 |
2 |
4 |
6 |
10 |
| Modelling oil price volatility before, during and after the global financial crisis |
0 |
0 |
0 |
21 |
0 |
0 |
3 |
87 |
| Modelling oil price volatility with structural breaks |
0 |
0 |
2 |
153 |
2 |
4 |
10 |
507 |
| Modelling oil price-inflation nexus: The role of asymmetries |
0 |
0 |
4 |
111 |
0 |
3 |
22 |
319 |
| Modelling spillovers between stock market and FX market: evidence for Nigeria |
0 |
0 |
0 |
14 |
3 |
4 |
6 |
57 |
| Modelling stock price–exchange rate nexus in OECD countries: A new perspective |
0 |
0 |
3 |
34 |
2 |
4 |
14 |
152 |
| Modelling the Demand for Money in Sub-Saharan Africa (SSA) |
0 |
1 |
3 |
209 |
2 |
4 |
9 |
526 |
| Mortgage asymmetric pricing, cash rate and international funding cost: Australian evidence |
0 |
0 |
1 |
6 |
2 |
5 |
7 |
57 |
| New evidence for the inflation hedging potential of US stock returns |
0 |
0 |
0 |
10 |
0 |
1 |
4 |
41 |
| OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning |
0 |
0 |
0 |
1 |
1 |
2 |
3 |
16 |
| Oil Price Uncertainty Shocks and Global Equity Markets: Evidence from a GVAR Model |
0 |
0 |
0 |
14 |
7 |
8 |
11 |
40 |
| Oil Price and Exchange Rate Behaviour of the BRICS |
0 |
0 |
2 |
12 |
0 |
2 |
5 |
30 |
| Oil price and the Bitcoin market |
0 |
1 |
2 |
15 |
62 |
81 |
114 |
165 |
| Oil price uncertainty and real exchange rate in a global VAR framework: a note |
0 |
0 |
1 |
10 |
1 |
4 |
9 |
40 |
| Oil shocks and state-level stock market volatility of the United States: a GARCH-MIDAS approach |
0 |
0 |
1 |
1 |
5 |
8 |
11 |
13 |
| Oil shocks and stock market volatility of the BRICS: A GARCH-MIDAS approach |
0 |
2 |
4 |
38 |
1 |
4 |
14 |
125 |
| Oil tail risk and the tail risk of the US Dollar exchange rates |
0 |
0 |
0 |
6 |
1 |
2 |
4 |
18 |
| Oil tail risks and the forecastability of the realized variance of oil-price: Evidence from over 150 years of data |
0 |
0 |
0 |
4 |
0 |
1 |
1 |
12 |
| Oil tail risks and the realized variance of consumer prices in advanced economies |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
1 |
| Oil-growth nexus in Nigeria: An ADL-MIDAS approach |
0 |
0 |
1 |
6 |
1 |
3 |
6 |
22 |
| Oil-price uncertainty and the U.K. unemployment rate: A forecasting experiment with random forests using 150 years of data |
0 |
0 |
1 |
7 |
3 |
5 |
9 |
28 |
| Out-of- Sample Stock Return Predictability of Alternative COVID-19 Indices |
0 |
0 |
1 |
6 |
0 |
0 |
4 |
12 |
| Out-of-sample predictability of gold market volatility: The role of US Nonfarm Payroll |
0 |
0 |
1 |
4 |
2 |
2 |
6 |
26 |
| PALM OIL PRICE–EXCHANGE RATE NEXUS IN INDONESIA AND MALAYSIA |
0 |
0 |
3 |
3 |
0 |
6 |
11 |
13 |
| Pandemics and the Asia-Pacific Islamic Stocks |
0 |
0 |
0 |
18 |
1 |
5 |
5 |
80 |
| Point and density forecasting of macroeconomic and financial uncertainties of the USA |
0 |
0 |
0 |
2 |
0 |
1 |
3 |
10 |
| Policy uncertainty and stock market volatility revisited: The predictive role of signal quality |
2 |
3 |
6 |
15 |
11 |
17 |
25 |
50 |
| Predictability of economic slowdowns in advanced countries over eight centuries: The role of climate risks |
0 |
0 |
1 |
4 |
2 |
5 |
8 |
16 |
| Predictability of tail risks of Canada and the U.S. Over a Century: The role of spillovers and oil tail Risks☆ |
0 |
0 |
0 |
4 |
0 |
1 |
1 |
12 |
| Predicting US inflation: Evidence from a new approach |
0 |
1 |
2 |
25 |
2 |
6 |
9 |
145 |
| Predicting exchange rate with commodity prices: New evidence from Westerlund and Narayan (2015) estimator with structural breaks and asymmetries |
0 |
1 |
1 |
20 |
1 |
6 |
13 |
96 |
| Predicting stock returns in the presence of COVID-19 pandemic: The role of health news |
0 |
0 |
0 |
57 |
2 |
6 |
13 |
178 |
| REVISED SMALL MACRO-ECONOMETRIC MODEL OF THE NIGERIAN ECONOMY |
0 |
2 |
6 |
81 |
1 |
10 |
19 |
211 |
| Revisiting oil-stock nexus during COVID-19 pandemic: Some preliminary results |
0 |
0 |
2 |
25 |
0 |
1 |
5 |
114 |
| Revisiting the forecasting accuracy of Phillips curve: The role of oil price |
0 |
0 |
1 |
18 |
4 |
9 |
14 |
123 |
| Revisiting the oil price and stock market nexus: A nonlinear Panel ARDL approach |
1 |
5 |
24 |
310 |
7 |
12 |
60 |
720 |
| Sectoral Corporate Profits and Long‐Run Stock Return Volatility in the United States: A GARCH‐MIDAS Approach |
0 |
0 |
4 |
4 |
3 |
4 |
11 |
11 |
| Spatial Analysis of Road Traffic Crashes in Oyo State of Nigeria |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
| Special Issue on Forecasting Asian Markets |
0 |
0 |
0 |
5 |
1 |
2 |
4 |
31 |
| Stock markets and exchange rate behavior of the BRICS |
0 |
0 |
2 |
14 |
3 |
10 |
18 |
42 |
| Stock returns and interest rate differential in high and low interest rate environments |
0 |
1 |
4 |
15 |
3 |
7 |
17 |
34 |
| Stock returns-inflation nexus in Africa during tranquil and crisis periods: New evidence |
0 |
0 |
0 |
16 |
1 |
1 |
3 |
55 |
| Stock‐induced Google trends and the predictability of sectoral stock returns |
1 |
1 |
6 |
36 |
8 |
11 |
25 |
95 |
| THE COVID-19 PANDEMIC AND IMPLICATIONS FOR MONETARY POLICY IN NIGERIA: A SIMULATION STUDY |
0 |
0 |
0 |
1 |
0 |
3 |
15 |
27 |
| THE EFFECTS OF U.S. MONETARY POLICY UNCERTAINTY SHOCK ON INTERNATIONAL EQUITY MARKETS |
0 |
0 |
0 |
19 |
1 |
2 |
6 |
81 |
| Tail risks and forecastability of stock returns of advanced economies: evidence from centuries of data* |
0 |
0 |
0 |
3 |
1 |
4 |
7 |
17 |
| Technological shocks and stock market volatility over a century |
0 |
0 |
1 |
1 |
2 |
9 |
15 |
19 |
| Technology Shocks and the Efficiency of Equity Markets in the Developed and Emerging Economies: A Global VAR Approach |
0 |
0 |
0 |
2 |
1 |
4 |
7 |
13 |
| Technology shocks and crude oil market connection: The role of climate change |
1 |
1 |
2 |
6 |
6 |
7 |
10 |
17 |
| Testing for asymmetries in the predictive model for oil price-inflation nexus |
0 |
0 |
0 |
31 |
2 |
5 |
8 |
102 |
| Testing for heteroskedasticity and spatial correlation in a two way random effects model |
0 |
0 |
1 |
35 |
0 |
1 |
5 |
138 |
| Testing for martingale difference hypothesis with structural breaks: Evidence from AsiaePacific foreign exchange markets |
0 |
0 |
1 |
10 |
3 |
4 |
7 |
50 |
| Testing for spillovers in naira exchange rates: The role of electioneering & global financial crisis |
0 |
0 |
0 |
7 |
1 |
3 |
6 |
79 |
| Testing for unemployment persistence in Nigeria |
0 |
0 |
0 |
7 |
3 |
4 |
4 |
25 |
| Testing the Martingale Difference Hypothesis (MDH) with Structural Breaks: Evidence from Foreign Exchanges of Nigeria and South Africa |
0 |
0 |
1 |
6 |
1 |
3 |
6 |
47 |
| Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach |
0 |
0 |
0 |
7 |
1 |
4 |
8 |
30 |
| Testing the predictability of commodity prices in stock returns of G7 countries: Evidence from a new approach |
0 |
0 |
1 |
7 |
3 |
4 |
5 |
38 |
| The (Asymmetric) effect of El Niño and La Niña on gold and silver prices in a GVAR model |
0 |
0 |
0 |
5 |
0 |
2 |
4 |
21 |
| The COVID-19 global fear index and the predictability of commodity price returns |
0 |
0 |
0 |
7 |
1 |
3 |
4 |
49 |
| The Effect of US Uncertainty Shock on International Equity Markets: The Role of the Global Financial Cycle |
0 |
1 |
1 |
1 |
0 |
2 |
3 |
3 |
| The U.S. Nonfarm Payroll and the out-of-sample predictability of output growth for over six decades |
0 |
0 |
1 |
1 |
1 |
2 |
5 |
9 |
| The U.S. Shale Oil Revolution and the Behavior of Commodity Prices |
0 |
0 |
0 |
10 |
0 |
1 |
2 |
42 |
| The behavior of exchange rate and stock returns in high and low interest rate environments |
1 |
4 |
10 |
18 |
3 |
13 |
30 |
59 |
| The behaviour of U.S. stocks to financial and health risks |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
| The effect of oil uncertainty shock on real GDP of 33 countries: a global VAR approach |
0 |
0 |
2 |
8 |
0 |
0 |
8 |
20 |
| The financial US uncertainty spillover multiplier: Evidence from a GVAR model |
0 |
1 |
1 |
4 |
1 |
4 |
6 |
16 |
| The heterogeneous behaviour of the inflation hedging property of cocoa |
0 |
0 |
0 |
11 |
1 |
3 |
7 |
60 |
| The inflation hedging properties of gold, stocks and real estate: A comparative analysis |
2 |
4 |
10 |
52 |
10 |
15 |
47 |
283 |
| The predictive power of Bitcoin prices for the realized volatility of US stock sector returns |
0 |
0 |
1 |
3 |
0 |
1 |
6 |
13 |
| The return volatility of cryptocurrencies during the COVID-19 pandemic: Assessing the news effect |
0 |
0 |
0 |
1 |
0 |
3 |
5 |
20 |
| The role of global economic conditions in forecasting gold market volatility: Evidence from a GARCH-MIDAS approach |
0 |
1 |
5 |
21 |
1 |
4 |
10 |
85 |
| The transmission of monetary policy in emerging economies during tranquil and turbulent periods |
0 |
1 |
1 |
11 |
1 |
4 |
7 |
48 |
| 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 |
2 |
4 |
5 |
5 |
| Trade creation and trade diversion in West African Monetary Zone (WAMZ) |
0 |
2 |
3 |
141 |
7 |
13 |
16 |
534 |
| Transition risk, physical risk, and the realized volatility of oil and natural gas prices |
0 |
0 |
3 |
5 |
0 |
5 |
14 |
24 |
| US Stock return predictability with high dimensional models |
0 |
0 |
0 |
3 |
0 |
1 |
4 |
12 |
| US stocks in the presence of oil price risk: Large cap vs. Small cap |
0 |
0 |
2 |
13 |
1 |
2 |
7 |
56 |
| Uncertainty Due to Infectious Diseases and Energy Market Volatility |
0 |
0 |
1 |
14 |
1 |
8 |
15 |
61 |
| Uncertainty and predictability of real housing returns in the United Kingdom: A regional analysis |
0 |
0 |
0 |
2 |
1 |
3 |
6 |
12 |
| 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 |
1 |
2 |
5 |
| Unit root modeling for trending stock market series |
0 |
0 |
0 |
33 |
0 |
2 |
35 |
134 |
| United we stand, divided we fall: A PANICCA test evidence for stock exchanges in OECD |
0 |
0 |
0 |
12 |
0 |
2 |
2 |
73 |
| Volatility spillovers and hedging effectiveness between health and tourism stocks: Empirical evidence from the US |
1 |
1 |
1 |
6 |
6 |
9 |
12 |
27 |
| Youth unemployment in Nigeria: nature, causes and solutions |
2 |
5 |
29 |
190 |
29 |
54 |
210 |
1,999 |
| Total Journal Articles |
25 |
96 |
361 |
3,857 |
485 |
1,058 |
2,331 |
15,509 |
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