Access Statistics for Afees Adebare Salisu

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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 1 69 0 0 3 208
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 1 1 3 97
A Note on Uncertainty due to Infectious Diseases and Output Growth of the United States: A Mixed-Frequency Forecasting Experiment 0 0 0 17 0 0 0 54
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 0 4 7 113
A multi-factor predictive model for oil-US stock nexus with persistence, endogeneity and conditional heteroscedasticity effects 0 0 0 45 0 0 1 111
A new look at the stock price-exchange rate nexus 0 0 0 50 0 0 2 135
A new procedure for pre-testing the distribution properties of Stock returns 0 0 0 36 0 0 2 40
A news-based economic policy uncertainty index for Nigeria 0 0 2 4 1 1 4 14
A sectoral analysis of asymmetric nexus between oil and stock 0 0 0 44 0 0 1 91
An Index for Climate-Induced Migration Uncertainty 0 0 0 14 0 1 3 15
Analysing the distribution properties of Bitcoin returns 0 1 1 114 3 5 11 203
Are daily agricultural grains prices stationary? New evidence from GARCH-based unit root tests 0 0 0 25 0 0 1 64
Assessing the safe haven property of the gold market during COVID-19 pandemic 0 1 3 29 0 3 8 75
Bitcoin Prices and the Realized Volatility of US Sectoral Stock Returns 0 0 0 34 0 3 5 31
Climate Risks and Prediction of Sectoral REITs Volatility: International Evidence 0 0 8 8 3 11 31 31
Climate Risks and U.S. Stock-Market Tail Risks: A Forecasting Experiment Using over a Century of Data 0 0 0 0 0 2 4 76
Commodity Prices and Forecastability of South African Stock Returns Over a Century: Sentiments versus Fundamentals 0 0 0 22 0 0 8 65
Could this be a fiction? Bitcoin forecasts most tradable currency pairs better than ARFIMA 0 0 0 52 0 0 5 173
Does the choice of estimator matter for forecasting? A revisit 0 0 0 78 1 1 1 108
Does time-variation matter in the stochastic volatility components for G7 stock returns 0 0 0 57 0 0 0 55
Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility in the United Kingdom 0 0 0 40 0 0 3 92
Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor versus National Factor in a GARCH-MIDAS Model 0 0 0 3 2 2 8 14
Economic Policy Uncertainty and Bank-Level Stock Returns Volatility of the United States: A Mixed-Frequency Perspective 0 2 18 18 0 7 29 29
El Nino and Forecastability of Oil-Price Realized Volatility 0 0 0 0 0 0 1 55
Energy Market Uncertainties and Exchange Rate Volatility: A GARCH-MIDAS Approach 0 0 0 10 1 1 5 16
Energy Market Uncertainties and Gold Return Volatility: A GARCH-MIDAS Approach 0 0 1 2 0 0 7 8
Energy Market Uncertainties and US State-Level Stock Market Volatility: A GARCH-MIDAS Approach 0 0 1 11 0 0 5 11
Energy consumption and economic growth in oil importing and oil exporting countries: A Panel ARDL approach 0 0 2 94 0 0 5 287
Energy-Related Uncertainty and International Stock Market Volatility 0 0 0 7 0 1 5 24
Exchange Rate Predictability with Nine Alternative Models for BRICS Countries 0 0 0 23 0 0 3 103
Exchange Rate Variability in Nigeria: Drivers and Remedial Monetary Policy 1 1 1 1 2 2 2 2
Financial Turbulence, Systemic Risk and the Predictability of Stock Market Volatility 0 0 0 23 0 3 11 100
Financial stress and exchange rate volatility in Sub-Saharan Africa: Evidence from new datasets 0 0 8 8 2 6 16 16
Firm-level Business Uncertainty and the Predictability of the Aggregate U.S. Stock Market Volatility during the COVID-19 Pandemic 0 0 0 17 0 0 1 40
Forecasting CO2 emissions: Does the choice of estimator matter? 0 0 0 59 0 0 3 116
Forecasting GDP of OPEC: The role of oil price 0 1 1 84 1 3 10 195
Forecasting GDP with energy series: ADL-MIDAS vs. Linear Time Series Models 1 4 8 140 4 10 34 637
Forecasting Oil Price over 150 Years: The Role of Tail Risks 0 0 0 29 1 4 10 102
Forecasting Oil Volatility Using a GARCH-MIDAS Approach: The Role of Global Economic Conditions 0 0 0 27 1 6 18 229
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 1 2 43
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 0 2 3 117
Forecasting Spot and Futures Price Volatility of Agricultural Commodities: The Role of Climate-Related Migration Uncertainty 0 24 24 24 5 41 41 41
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 0 1 2 66
Forecasting US Output Growth with Large Information Sets 0 0 0 0 0 1 2 75
Forecasting the return volatility of European equity markets under different market conditions:A GARCH-MIDAS approach 0 0 0 60 0 0 0 105
Forecasting the return volatility of energy prices: A GARCH MIDAS approach 0 0 1 93 1 4 6 167
Geopolitical Risk and Forecastability of Tail Risk in the Oil Market: Evidence from Over a Century of Monthly Data 0 0 0 5 1 4 10 57
Geopolitical Risks and Historical Exchange Rate Volatility of the BRICS 0 0 0 7 1 7 38 156
Geopolitical Risks and Oil Returns Volatility: A GARCH-MIDAS Approach 0 0 2 7 2 6 20 29
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 0 0 2 33
Global Financial Cycle and the Predictability of Oil Market Volatility: Evidence from a GARCH-MIDAS Model 0 0 0 18 0 0 5 108
Gold and the Global Financial Cycle 0 0 0 0 0 1 5 130
Gold market volatility and REITs' returns during tranquil and turbulent episodes 0 0 3 4 0 1 9 10
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 1 2 13 23
How do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch 0 0 0 29 1 1 1 147
Improving the Predictive ability of oil for inflation: An ADL-MIDAS Approach 0 1 3 66 0 2 6 141
Improving the predictability of commodity prices in US inflation: The role of coffee price 0 0 0 58 0 0 8 121
International monetary policy spillovers between Japan and the Rest of the World: A GVAR Framework 0 0 1 1 0 1 3 3
Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty 0 0 0 15 1 2 8 130
Migration fears and exchange rate volatility in France, Germany, and the UK: A GARCH-MIDAS framework 0 0 4 4 0 1 8 8
Modeling the residential electricity demand in the US 0 0 0 45 0 0 1 66
Modeling the spillovers between stock market and money market in Nigeria 0 0 1 105 0 0 2 147
Modelling Return and Volatility Spillovers in Global Foreign Exchange Markets 0 1 1 60 1 4 5 140
Modelling oil price-inflation nexus: The role of asymmetries and structural breaks 0 1 4 93 1 2 9 228
Modelling stock price-exchange rate nexus in OECD countries - A new perspective 0 0 0 58 0 1 2 144
OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning 0 0 0 18 0 0 2 74
Oil Price Returns Skewness and Forecastability of International Stock Returns Over One Century of Data 0 0 0 7 0 1 3 19
Oil Price and Exchange Rate Behaviour of the BRICS for Over a Century 0 0 0 14 0 0 2 50
Oil Shocks and State-Level Stock Market Volatility of the United States: A GARCH-MIDAS Approach 0 0 0 0 0 0 5 40
Oil Shocks and Stock Market Volatility of the BRICS: A GARCH-MIDAS Approach 0 0 0 36 1 1 2 99
Oil Tail Risks and the Forecastability of the Realized Variance of Oil-Price: Evidence from Over 150 Years of Data 0 0 0 13 0 0 3 15
Oil-Price Uncertainty and the U.K. Unemployment Rate: A Forecasting Experiment with Random Forests Using 150 Years of Data 0 0 0 26 0 1 6 83
Out-of-Sample Predictability of Gold Market Volatility: The Role of US Nonfarm Payroll 0 0 0 12 0 2 5 44
Pandemics and cryptocurrencies 1 2 2 17 1 3 6 39
Point and Density Forecasting of Macroeconomic and Financial Uncertainties of the United States 0 0 0 28 1 1 2 85
Policy Uncertainty and Stock Market Volatility Revisited: The Predictive Role of Signal Quality 0 0 0 25 0 3 7 52
Predictability of Economic Slowdowns in Advanced Countries over Eight Centuries: The Role of Climate Risks 0 0 0 0 0 0 0 31
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 0 1 42
Predicting US CPI-Inflation in the presence of asymmetries, persistence, endogeneity, and conditional heteroscedasticity 0 1 1 46 0 1 2 104
Predicting US Inflation: Evidence from a New Approach 0 0 0 65 0 2 2 152
Predicting exchange rate with commodity prices: The role of structural breaks and asymmetries 0 0 0 77 0 1 3 200
Predicting the stock prices of G7 countries with Bitcoin prices 0 1 1 81 1 3 8 228
Revisiting the forecasting accuracy of Phillips curve: the role of oil price 0 0 0 49 0 0 1 153
Statistical Modelling of Second Round Qualification at FIFA World Cup Tournaments 0 0 0 55 0 0 0 185
Stock Markets and Exchange Rate Behaviour of the BRICS 0 0 0 22 0 0 2 90
Supply Disruptions and Predictability of Oil Returns Volatility: A GARCH-MIDAS Approach 0 0 0 0 2 13 47 47
Tail Risks and Forecastability of Stock Returns of Advanced Economies: Evidence from Centuries of Data 0 0 0 22 1 1 1 56
Technological Shocks and Stock Market Volatility Over a Century: A GARCH-MIDAS Approach 0 0 0 53 2 4 10 63
Testing for spillovers in Naira exchange rates: The role of electioneering& global financial crisis 0 0 0 24 0 0 1 119
Testing for time-varying stochastic volatility in Bitcoin returns 0 0 1 68 0 1 6 100
Testing the Forecasting Power of Global Economic Conditions for the Volatility of International REITs using a GARCH-MIDAS Approach 0 0 0 23 0 0 3 77
The (Asymmetric) Effect of El Nino and La Nina on Gold and Silver Prices in a GVAR Model 0 0 0 0 0 3 6 99
The Effect of Oil Price Uncertainty Shock on International Equity Markets: Evidence from a GVAR Model 0 0 0 10 0 2 4 42
The Effect of Oil Uncertainty Shock on Real GDP of 33 Countries: A Global VAR Approach 0 0 0 11 0 0 3 59
The Effect of US Uncertainty Shock on International Equity Markets: The Role of the Global Financial Cycle 0 0 0 12 0 0 2 33
The Financial US Uncertainty Spillover Multiplier: Evidence from a GVAR Model 0 0 0 18 0 0 3 67
The Role of Global Economic Conditions in Forecasting Gold Market Volatility: Evidence from a GARCH-MIDAS Approach 0 0 0 27 0 2 4 104
The impact of crude oil prices on stock prices of oil firms: Should upstream-downstream dichotomy in supply chain be ignored? 0 2 4 65 0 5 7 294
The international spillover effects of US Quality of Political Signals: A Global VAR approach 1 1 3 3 1 1 3 3
To “ECO” or not to “ECO”? Evidence for the single currency agenda of ECOWAS 0 0 0 7 0 1 3 23
Transition to inflation targeting monetary policy framework in Nigeria 0 0 30 30 2 5 13 13
US shale oil and the behaviour of commodity prices 0 0 0 39 0 0 1 108
US stocks in the presence of oil price risk: Large cap vs. Small cap 0 0 1 18 1 1 2 68
Uncertainty and Predictability of Real Housing Returns in the United Kingdom: A Regional Analysis 0 0 0 20 0 0 2 66
United we stand, divided we fall: A PANICCA test evidence for stock exchanges in OECD 0 1 2 38 0 2 5 167
You are what you eat: The role of oil price in Nigeria inflation forecast 0 0 2 102 1 1 5 227
Total Working Papers 4 45 146 3,357 52 223 680 9,890


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 1 4 14 1 3 11 54
A GLOBAL VAR ANALYSIS OF GLOBAL AND REGIONAL SHOCK SPILLOVERS TO WEST AFRICAN COUNTRIES 1 1 4 5 1 1 7 8
A NOTE ON PUBLIC DEBT-PRIVATE INVESTMENT NEXUS IN EMERGING ECONOMIES 0 0 0 3 0 1 2 24
A NOTE ON UNCERTAINTY DUE TO INFECTIOUS DISEASES AND OUTPUT GROWTH OF THE UNITED STATES: A MIXED-FREQUENCY FORECASTING EXPERIMENT 0 0 0 1 0 0 1 8
A New Index for Measuring Uncertainty Due to the COVID-19 Pandemic 0 0 0 5 0 0 3 27
A Note on the COVID-19 Shock and Real GDP in Emerging Economies 0 0 2 19 0 0 4 35
A firm level analysis of asymmetric response of U.S. stock returns to exchange rate movements 0 0 0 3 1 1 1 12
A firm-level analysis of the upstream-downstream dichotomy in the oil-stock nexus 0 1 2 10 0 2 6 103
A fractional cointegration VAR analysis of Islamic stocks: A global perspective 0 0 1 16 1 1 7 123
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 0 0 3 19
A news-based economic policy uncertainty index for Nigeria 0 0 1 1 1 3 6 6
A sectoral analysis of asymmetric nexus between oil price and stock returns 0 1 2 17 1 2 6 67
A small macroeconometric model of the Nigerian economy 0 0 0 108 2 2 2 352
A test for inflation persistence in Nigeria using fractional integration & fractional cointegration techniques 0 0 2 18 2 2 11 88
A test for the contributions of urban and rural inflation to inflation persistence in Nigeria 0 0 3 7 2 2 8 18
Aid-Macroeconomic Policy Environment and Growth:Evidence From Sub-Saharan Africa 0 0 0 31 1 1 1 94
Analysis of asymmetric response of exchange rate to interest rate differentials: The case of African Big 4 0 0 0 6 0 0 2 42
Analysis of the asymmetric response of exchange rate to interest rate differentials: Evidence from the MINT countries 0 1 2 43 1 3 8 121
Another look at the energy-growth nexus: New insights from MIDAS regressions 0 0 0 22 1 4 5 93
Assessing the hedging potential of gold and other precious metals against uncertainty due to epidemics and pandemics 0 0 1 5 0 2 5 16
Assessing the inflation hedging of gold and palladium in OECD countries 0 0 0 12 0 1 3 74
Assessing the inflation hedging potential of coal and iron ore in Australia 0 0 0 11 1 1 4 86
Assessing the safe haven property of the gold market during COVID-19 pandemic 0 1 1 9 2 8 14 47
Asymmetric and Time-Varying Behavior of Exchange Rate and Interest Rate Differential in Emerging Markets 0 0 1 8 1 1 6 19
CENTRAL BANK INDEPENDENCE AND PRICE STABILITY UNDER ALTERNATIVE POLITICAL REGIMES: A GLOBAL EVIDENCE 1 1 5 5 1 1 6 15
COVID-19 pandemic and financial innovations 0 0 0 2 0 0 3 6
COVID-19 pandemic and the crude oil market risk: hedging options with non-energy financial innovations 0 0 0 6 0 1 2 42
Can agricultural commodity prices predict Nigeria's inflation? 0 3 4 35 0 4 9 118
Can urban coffee consumption help predict US inflation? 0 0 1 7 0 0 4 34
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 1 2 2 15 2 4 10 65
Climate Policy Uncertainty and Stock Market Volatility 0 0 9 11 1 4 28 33
Climate Risk Measures - A Review 0 0 3 10 0 0 9 33
Climate change and fossil fuel prices: A GARCH-MIDAS analysis 0 0 7 10 1 3 20 27
Climate change-stock return volatility nexus in advanced economies: the role of technology shocks 1 2 2 2 2 7 11 11
Climate risk and gold 0 0 1 2 0 1 5 8
Climate risks and U.S. stock‐market tail risks: A forecasting experiment using over a century of data 0 0 1 8 0 2 6 26
Climate risks and the REITs market 1 3 3 3 3 7 10 10
Commodity Prices and Forecastability of International Stock Returns over a Century: Sentiments versus Fundamentals with Focus on South Africa 0 0 0 1 0 0 3 8
Commodity Risk and Forecastability of International Stock Returns: The Role of Oil Returns Skewness 1 1 1 1 2 3 8 8
Comparative Performance of Volatility Models for Oil Price 0 0 0 91 0 1 3 293
Constructing a Global Fear Index for the COVID-19 Pandemic 1 1 6 50 2 3 19 219
Conventional and unconventional shadow rates and the US state-level stock returns: Evidence from non-stationary heterogeneous panels 0 0 0 0 1 1 5 5
Disentangled oil shocks and stock market volatility in Nigeria and South Africa: A GARCH-MIDAS approach 0 2 2 3 0 4 5 10
Do Epidemics and Pandemics Have Predictive Content for Exchange Rate Movements? Evidence for Asian Economies 0 0 0 3 0 0 4 17
Dynamic effects of monetary policy shocks on macroeconomic volatility in the United Kingdom 0 0 0 3 0 0 1 10
Dynamic spillovers between stock and money markets in Nigeria: A VARMA-GARCH approach 0 1 3 11 0 1 6 32
EVIDENCE ON MONETARY POLICY TRANSMISSION DURING TRANQUIL AND TURBULENT PERIODS 0 0 0 0 0 0 2 2
EXCHANGE RATE AND INTEREST RATE DIFFERENTIAL IN G7 ECONOMIES 0 0 0 0 1 2 8 9
Economic Growth, Exchange Rate and Remittance Nexus: Evidence from Africa 0 0 1 6 0 1 4 16
Energy market uncertainties and exchange rate volatility: A GARCH-MIDAS approach 0 0 1 1 1 2 8 8
Energy-related uncertainty and international stock market volatility 0 0 1 1 0 1 8 9
Examining Rational Bubbles in Oil Prices: Evidence From Frequency Domain Estimates 0 1 1 11 0 1 2 63
Exchange rate and housing affordability in OECD countries 0 0 0 0 1 2 3 3
Exchange rate predictability with nine alternative models for BRICS countries 0 0 1 7 0 2 4 30
FINANCIAL STABILITY AND INCOME GROWTH IN EMERGING MARKETS 0 0 0 4 2 2 4 35
FOREIGN CAPITAL FLOWS, FINANCIAL DEVELOPMENT AND GROWTH IN SUB-SAHARAN AFRICA 0 0 3 136 0 1 9 353
Financial turbulence, systemic risk and the predictability of stock market volatility 1 1 2 7 1 2 8 37
Firm-level business uncertainty and the predictability of the aggregate U.S. stock market volatility during the COVID-19 pandemic 0 0 1 1 0 0 2 4
Firm-specific news and the predictability of Consumer stocks in Vietnam 0 0 0 5 1 2 3 18
Forecasting expenditure components in Nigeria 0 0 2 3 0 1 12 14
Forecasting oil prices over 150 years: The role of tail risks 0 0 0 2 1 1 8 15
Forecasting output growth of advanced economies over eight centuries: The role of gold market volatility as a proxy of global uncertainty 0 0 1 3 0 1 4 18
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 2 2 2 16
Further application of Narayan and Liu (2015) unit root model for trending time series 0 0 0 86 1 2 5 267
Geopolitical Risk and the Return Volatility of Islamic Stocks in Indonesia and Malaysia - A GARCH-MIDAS Approach 0 0 8 18 0 4 18 48
Geopolitical risk and forecastability of tail risk in the oil market: Evidence from over a century of monthly data 0 0 0 9 1 3 4 28
Geopolitical risk and global financial cycle: Some forecasting experiments 0 0 5 16 0 3 16 41
Geopolitical risk and stock market volatility in emerging markets: A GARCH – MIDAS approach 0 3 27 43 5 28 96 168
Geopolitical risk, climate risk and financial innovation in the energy market 0 1 2 2 0 2 3 3
Geopolitical risks and historical exchange rate volatility of the BRICS 0 1 7 38 1 4 23 103
Global economic contraction, climate change and the gold market volatility: A GARCH‐MIDAS approach 1 3 3 3 1 5 7 7
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 1 1 3 12
Global financial cycle and the predictability of oil market volatility: Evidence from a GARCH-MIDAS model 0 0 2 10 0 0 6 31
Gold and US sectoral stocks during COVID-19 pandemic 0 0 0 4 0 0 8 40
Gold and tail risks 0 0 4 5 0 0 7 11
Gold as a hedge against oil shocks: Evidence from new datasets for oil shocks 0 0 0 20 0 2 5 73
Gold market volatility and REITs' returns during tranquil and turbulent episodes 0 0 2 2 0 3 12 12
Google trends and the predictability of precious metals 0 0 2 28 1 1 7 159
HEALTH CRISIS AND CURRENCY RISK: FRESH EVIDENCE FROM NEW DATA SETS 0 0 0 0 0 0 0 0
Hedging against risks associated with travel and tourism stocks during COVID‐19 pandemic: The role of gold 0 0 2 2 0 1 9 15
Hedging oil price risk with gold during COVID-19 pandemic 0 0 1 6 0 0 5 41
Historical geopolitical risk and the behaviour of stock returns in advanced economies 0 3 20 48 2 14 42 97
How Do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch 0 0 0 2 0 0 0 7
INDIA AND THE REST OF THE WORLD: ANALYSES OF INTERNATIONAL MONETARY POLICY SPILLOVERS 0 0 0 0 0 3 7 7
Improving Nigeria’s Inflation Forecast with Oil Price: The Role of Estimators 0 0 1 13 1 3 8 62
Improving forecasting accuracy of the Phillips curve in OECD countries: The role of commodity prices 0 0 0 8 0 0 0 25
Improving the predictability of stock returns with Bitcoin prices 0 0 2 33 2 2 6 129
Improving the predictability of the oil–US stock nexus: The role of macroeconomic variables 0 0 0 57 1 1 2 149
Is uemoa trade creating? an empirical investigation 0 0 0 29 0 0 0 98
Islamic Stock indices and COVID-19 pandemic 0 0 0 3 1 2 4 19
MODELLING ROAD TRAFFIC CRASHES USING SPATIAL AUTOREGRESSIVE MODEL WITH ADDITIONAL ENDOGENOUS VARIABLE 0 0 0 2 0 0 0 32
Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty 0 0 0 12 1 2 10 64
Mixed‐frequency forecasting of crude oil volatility based on the information content of global economic conditions 1 1 1 9 1 1 7 32
Modeling Exchange rate -interest rate differential nexus in BRICS: The role asymmetry and structural breaks 0 0 0 5 0 0 1 8
Modeling energy demand: Some emerging issues 0 0 2 61 0 0 5 187
Modeling oil price–US stock nexus: A VARMA–BEKK–AGARCH approach 0 1 7 92 1 5 18 313
Modeling returns and volatility transmission between oil price and US–Nigeria exchange rate 1 1 2 107 1 1 4 367
Modelling Oil Price Volatility with the Beta-Skew-t-EGARCH Framework 0 0 1 72 0 0 1 195
Modelling Road Traffic Crashes Using Spatial Autoregressive Model With Additional Endogenous Variable 0 0 1 1 0 0 2 5
Modelling oil price volatility before, during and after the global financial crisis 0 0 0 21 0 2 7 87
Modelling oil price volatility with structural breaks 0 0 3 153 0 1 7 502
Modelling oil price-inflation nexus: The role of asymmetries 1 2 6 111 2 9 27 312
Modelling spillovers between stock market and FX market: evidence for Nigeria 0 0 0 14 0 2 4 53
Modelling stock price–exchange rate nexus in OECD countries: A new perspective 0 2 2 33 1 5 9 143
Modelling the Demand for Money in Sub-Saharan Africa (SSA) 0 1 3 208 0 1 8 520
Mortgage asymmetric pricing, cash rate and international funding cost: Australian evidence 0 0 1 6 1 1 5 52
New evidence for the inflation hedging potential of US stock returns 0 0 0 10 1 1 3 39
OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning 0 0 0 1 0 0 1 14
Oil Price Uncertainty Shocks and Global Equity Markets: Evidence from a GVAR Model 0 0 0 14 1 1 2 30
Oil Price and Exchange Rate Behaviour of the BRICS 0 0 2 12 0 0 4 28
Oil price and the Bitcoin market 0 1 3 14 3 15 43 74
Oil price uncertainty and real exchange rate in a global VAR framework: a note 0 1 2 10 0 4 5 35
Oil shocks and state-level stock market volatility of the United States: a GARCH-MIDAS approach 0 1 1 1 0 2 5 5
Oil shocks and stock market volatility of the BRICS: A GARCH-MIDAS approach 0 1 2 36 1 5 12 119
Oil tail risk and the tail risk of the US Dollar exchange rates 0 0 0 6 0 1 3 16
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 0 0 11
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 1 3 6 0 3 7 19
Oil-price uncertainty and the U.K. unemployment rate: A forecasting experiment with random forests using 150 years of data 0 0 2 7 0 1 5 21
Out-of- Sample Stock Return Predictability of Alternative COVID-19 Indices 0 0 1 6 0 0 5 12
Out-of-sample predictability of gold market volatility: The role of US Nonfarm Payroll 0 0 1 4 0 2 6 24
PALM OIL PRICE–EXCHANGE RATE NEXUS IN INDONESIA AND MALAYSIA 0 0 1 1 0 0 5 5
Pandemics and the Asia-Pacific Islamic Stocks 0 0 0 18 0 0 7 75
Point and density forecasting of macroeconomic and financial uncertainties of the USA 0 0 0 2 0 1 2 9
Policy uncertainty and stock market volatility revisited: The predictive role of signal quality 0 0 3 11 1 1 8 30
Predictability of economic slowdowns in advanced countries over eight centuries: The role of climate risks 0 0 2 4 0 0 3 10
Predictability of tail risks of Canada and the U.S. Over a Century: The role of spillovers and oil tail Risks☆ 0 0 1 4 0 0 2 11
Predicting US inflation: Evidence from a new approach 0 1 2 24 0 2 4 139
Predicting exchange rate with commodity prices: New evidence from Westerlund and Narayan (2015) estimator with structural breaks and asymmetries 0 0 0 19 1 3 6 88
Predicting stock returns in the presence of COVID-19 pandemic: The role of health news 0 0 0 57 0 3 5 170
REVISED SMALL MACRO-ECONOMETRIC MODEL OF THE NIGERIAN ECONOMY 1 2 6 79 3 5 17 201
Revisiting oil-stock nexus during COVID-19 pandemic: Some preliminary results 0 0 2 24 0 0 10 112
Revisiting the forecasting accuracy of Phillips curve: The role of oil price 0 1 1 18 1 2 3 112
Revisiting the oil price and stock market nexus: A nonlinear Panel ARDL approach 2 9 28 304 4 16 68 701
Sectoral Corporate Profits and Long‐Run Stock Return Volatility in the United States: A GARCH‐MIDAS Approach 1 3 4 4 1 4 6 6
Spatial Analysis of Road Traffic Crashes in Oyo State of Nigeria 0 0 0 0 0 0 0 0
Special Issue on Forecasting Asian Markets 0 0 0 5 1 1 1 28
Stock markets and exchange rate behavior of the BRICS 0 1 2 13 1 2 6 29
Stock returns and interest rate differential in high and low interest rate environments 1 1 8 14 2 2 15 25
Stock returns-inflation nexus in Africa during tranquil and crisis periods: New evidence 0 0 1 16 0 0 4 54
Stock‐induced Google trends and the predictability of sectoral stock returns 0 3 6 34 2 5 13 80
THE COVID-19 PANDEMIC AND IMPLICATIONS FOR MONETARY POLICY IN NIGERIA: A SIMULATION STUDY 0 0 1 1 2 5 15 24
THE EFFECTS OF U.S. MONETARY POLICY UNCERTAINTY SHOCK ON INTERNATIONAL EQUITY MARKETS 0 0 0 19 1 1 4 78
Tail risks and forecastability of stock returns of advanced economies: evidence from centuries of data* 0 0 0 3 1 1 6 13
Technological shocks and stock market volatility over a century 0 0 1 1 1 3 9 9
Technology Shocks and the Efficiency of Equity Markets in the Developed and Emerging Economies: A Global VAR Approach 0 0 0 2 0 1 3 7
Technology shocks and crude oil market connection: The role of climate change 1 1 2 5 1 1 5 9
Testing for asymmetries in the predictive model for oil price-inflation nexus 0 0 0 31 0 1 4 96
Testing for heteroskedasticity and spatial correlation in a two way random effects model 0 0 0 34 0 0 2 135
Testing for martingale difference hypothesis with structural breaks: Evidence from AsiaePacific foreign exchange markets 0 0 0 9 0 0 4 45
Testing for spillovers in naira exchange rates: The role of electioneering & global financial crisis 0 0 1 7 0 0 3 75
Testing for unemployment persistence in Nigeria 0 0 0 7 0 0 0 21
Testing the Martingale Difference Hypothesis (MDH) with Structural Breaks: Evidence from Foreign Exchanges of Nigeria and South Africa 0 1 1 6 0 1 2 43
Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach 0 0 0 7 1 1 5 23
Testing the predictability of commodity prices in stock returns of G7 countries: Evidence from a new approach 0 0 1 7 0 0 1 34
The (Asymmetric) effect of El Niño and La Niña on gold and silver prices in a GVAR model 0 0 1 5 0 0 3 18
The COVID-19 global fear index and the predictability of commodity price returns 0 0 0 7 0 0 2 45
The Effect of US Uncertainty Shock on International Equity Markets: The Role of the Global Financial Cycle 0 0 0 0 0 1 1 1
The U.S. Nonfarm Payroll and the out-of-sample predictability of output growth for over six decades 0 0 0 0 0 0 0 4
The U.S. Shale Oil Revolution and the Behavior of Commodity Prices 0 0 1 10 0 0 2 41
The behavior of exchange rate and stock returns in high and low interest rate environments 1 1 3 11 1 3 11 36
The behaviour of U.S. stocks to financial and health risks 0 0 0 0 0 0 1 3
The effect of oil uncertainty shock on real GDP of 33 countries: a global VAR approach 1 1 3 8 1 1 5 16
The financial US uncertainty spillover multiplier: Evidence from a GVAR model 0 0 0 3 0 0 0 10
The heterogeneous behaviour of the inflation hedging property of cocoa 0 0 0 11 0 1 3 56
The inflation hedging properties of gold, stocks and real estate: A comparative analysis 0 1 4 46 3 14 28 260
The predictive power of Bitcoin prices for the realized volatility of US stock sector returns 0 0 1 3 0 2 5 10
The return volatility of cryptocurrencies during the COVID-19 pandemic: Assessing the news effect 0 0 0 1 0 2 6 17
The role of global economic conditions in forecasting gold market volatility: Evidence from a GARCH-MIDAS approach 0 0 3 18 0 1 6 78
The transmission of monetary policy in emerging economies during tranquil and turbulent periods 0 0 0 10 0 2 4 44
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 1 1
Trade creation and trade diversion in West African Monetary Zone (WAMZ) 0 0 2 138 0 0 3 519
Transition risk, physical risk, and the realized volatility of oil and natural gas prices 1 1 2 4 2 2 10 16
US Stock return predictability with high dimensional models 0 0 0 3 1 1 1 9
US stocks in the presence of oil price risk: Large cap vs. Small cap 0 0 2 13 0 1 4 53
Uncertainty Due to Infectious Diseases and Energy Market Volatility 0 0 1 14 2 2 9 53
Uncertainty and predictability of real housing returns in the United Kingdom: A regional analysis 0 0 0 2 1 2 3 9
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 4
Unit root modeling for trending stock market series 0 0 0 33 0 8 32 131
United we stand, divided we fall: A PANICCA test evidence for stock exchanges in OECD 0 0 1 12 0 0 1 71
Volatility spillovers and hedging effectiveness between health and tourism stocks: Empirical evidence from the US 0 0 0 5 0 0 1 16
Youth unemployment in Nigeria: nature, causes and solutions 0 5 51 182 7 21 521 1,925
Total Journal Articles 21 80 373 3,704 118 387 1,826 14,133
3 registered items for which data could not be found


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Determinants of a Successful Regional Trade Agreement in West Africa 0 0 0 0 0 0 3 21
Forecasting the Return Volatility of Energy Prices: A GARCH-MIDAS Approach 0 0 1 19 0 0 3 48
Total Chapters 0 0 1 19 0 0 6 69


Statistics updated 2025-08-05