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 2 69 0 2 4 208
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 0 0 2 96
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 1 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 0 1 3 13
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 1 1 3 15
Analysing the distribution properties of Bitcoin returns 1 1 1 114 2 3 8 200
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 1 1 3 29 1 4 8 75
Bitcoin Prices and the Realized Volatility of US Sectoral Stock Returns 0 0 0 34 3 5 5 31
Climate Risks and Prediction of Sectoral REITs Volatility: International Evidence 0 0 8 8 3 9 28 28
Climate Risks and U.S. Stock-Market Tail Risks: A Forecasting Experiment Using over a Century of Data 0 0 0 0 1 2 5 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 0 0 0 107
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 0 1 7 12
Economic Policy Uncertainty and Bank-Level Stock Returns Volatility of the United States: A Mixed-Frequency Perspective 1 5 18 18 3 13 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 0 0 5 15
Energy Market Uncertainties and Gold Return Volatility: A GARCH-MIDAS Approach 0 0 2 2 0 0 8 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 3 94 0 0 7 287
Energy-Related Uncertainty and International Stock Market Volatility 0 0 0 7 0 2 7 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 0 0 0 0 0 0 0 0
Financial Turbulence, Systemic Risk and the Predictability of Stock Market Volatility 0 0 0 23 2 3 11 100
Financial stress and exchange rate volatility in Sub-Saharan Africa: Evidence from new datasets 0 0 8 8 2 4 14 14
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 0 4 9 194
Forecasting GDP with energy series: ADL-MIDAS vs. Linear Time Series Models 2 3 8 139 3 9 31 633
Forecasting Oil Price over 150 Years: The Role of Tail Risks 0 0 0 29 2 4 9 101
Forecasting Oil Volatility Using a GARCH-MIDAS Approach: The Role of Global Economic Conditions 0 0 0 27 2 8 17 228
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 3 3 117
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 1 1 2 43
Forecasting Spot and Futures Price Volatility of Agricultural Commodities: The Role of Climate-Related Migration Uncertainty 6 24 24 24 6 36 36 36
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 2 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 3 3 6 166
Geopolitical Risk and Forecastability of Tail Risk in the Oil Market: Evidence from Over a Century of Monthly Data 0 0 0 5 1 5 9 56
Geopolitical Risks and Historical Exchange Rate Volatility of the BRICS 0 0 0 7 1 11 39 155
Geopolitical Risks and Oil Returns Volatility: A GARCH-MIDAS Approach 0 0 7 7 2 6 27 27
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 2 5 130
Gold market volatility and REITs' returns during tranquil and turbulent episodes 0 0 4 4 0 1 10 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 0 3 15 22
How do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch 0 0 0 29 0 0 0 146
Improving the Predictive ability of oil for inflation: An ADL-MIDAS Approach 1 1 3 66 2 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 1 1 1 1 2 3 3
Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty 0 0 0 15 1 2 8 129
Migration fears and exchange rate volatility in France, Germany, and the UK: A GARCH-MIDAS framework 0 0 4 4 1 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 3 5 139
Modelling oil price-inflation nexus: The role of asymmetries and structural breaks 0 1 5 93 0 1 9 227
Modelling stock price-exchange rate nexus in OECD countries - A new perspective 0 0 0 58 1 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 2 3 19
Oil Price and Exchange Rate Behaviour of the BRICS for Over a Century 0 0 0 14 0 1 3 50
Oil Shocks and State-Level Stock Market Volatility of the United States: A GARCH-MIDAS Approach 0 0 0 0 0 2 5 40
Oil Shocks and Stock Market Volatility of the BRICS: A GARCH-MIDAS Approach 0 0 0 36 0 0 1 98
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 1 1 6 83
Out-of-Sample Predictability of Gold Market Volatility: The Role of US Nonfarm Payroll 0 0 0 12 0 2 6 44
Pandemics and cryptocurrencies 1 1 1 16 2 4 5 38
Point and Density Forecasting of Macroeconomic and Financial Uncertainties of the United States 0 0 0 28 0 0 1 84
Policy Uncertainty and Stock Market Volatility Revisited: The Predictive Role of Signal Quality 0 0 0 25 2 3 8 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 2 2 104
Predicting US Inflation: Evidence from a New Approach 0 0 0 65 1 2 3 152
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 1 1 1 81 2 2 7 227
Revisiting the forecasting accuracy of Phillips curve: the role of oil price 0 0 0 49 0 1 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 4 12 45 45
Tail Risks and Forecastability of Stock Returns of Advanced Economies: Evidence from Centuries of Data 0 0 0 22 0 0 0 55
Technological Shocks and Stock Market Volatility Over a Century: A GARCH-MIDAS Approach 0 0 0 53 1 3 9 61
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 1 3 77
The (Asymmetric) Effect of El Nino and La Nina on Gold and Silver Prices in a GVAR Model 0 0 0 0 1 3 6 99
The Effect of Oil Price Uncertainty Shock on International Equity Markets: Evidence from a GVAR Model 0 0 0 10 1 3 5 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 4 67
The Role of Global Economic Conditions in Forecasting Gold Market Volatility: Evidence from a GARCH-MIDAS Approach 0 0 0 27 0 3 4 104
The impact of crude oil prices on stock prices of oil firms: Should upstream-downstream dichotomy in supply chain be ignored? 2 2 4 65 4 5 7 294
The international spillover effects of US Quality of Political Signals: A Global VAR approach 0 1 2 2 0 1 2 2
To “ECO” or not to “ECO”? Evidence for the single currency agenda of ECOWAS 0 0 0 7 1 1 3 23
Transition to inflation targeting monetary policy framework in Nigeria 0 0 30 30 3 4 11 11
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 0 0 1 67
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 1 3 5 167
You are what you eat: The role of oil price in Nigeria inflation forecast 0 1 3 102 0 1 5 226
Total Working Papers 16 47 154 3,353 71 229 665 9,838


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 0 2 10 53
A GLOBAL VAR ANALYSIS OF GLOBAL AND REGIONAL SHOCK SPILLOVERS TO WEST AFRICAN COUNTRIES 0 0 3 4 0 0 6 7
A NOTE ON PUBLIC DEBT-PRIVATE INVESTMENT NEXUS IN EMERGING ECONOMIES 0 0 0 3 0 2 3 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 0 0 1 11
A firm-level analysis of the upstream-downstream dichotomy in the oil-stock nexus 1 1 2 10 2 2 6 103
A fractional cointegration VAR analysis of Islamic stocks: A global perspective 0 0 1 16 0 0 6 122
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 1 5 19
A news-based economic policy uncertainty index for Nigeria 0 0 1 1 1 2 5 5
A sectoral analysis of asymmetric nexus between oil price and stock returns 1 1 2 17 1 1 5 66
A small macroeconometric model of the Nigerian economy 0 0 0 108 0 0 1 350
A test for inflation persistence in Nigeria using fractional integration & fractional cointegration techniques 0 1 2 18 0 1 9 86
A test for the contributions of urban and rural inflation to inflation persistence in Nigeria 0 0 3 7 0 0 7 16
Aid-Macroeconomic Policy Environment and Growth:Evidence From Sub-Saharan Africa 0 0 0 31 0 0 1 93
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 0 2 7 120
Another look at the energy-growth nexus: New insights from MIDAS regressions 0 0 0 22 1 3 5 92
Assessing the hedging potential of gold and other precious metals against uncertainty due to epidemics and pandemics 0 1 1 5 2 3 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 0 0 3 85
Assessing the safe haven property of the gold market during COVID-19 pandemic 0 1 1 9 2 8 12 45
Asymmetric and Time-Varying Behavior of Exchange Rate and Interest Rate Differential in Emerging Markets 0 0 1 8 0 0 5 18
CENTRAL BANK INDEPENDENCE AND PRICE STABILITY UNDER ALTERNATIVE POLITICAL REGIMES: A GLOBAL EVIDENCE 0 0 4 4 0 0 6 14
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? 2 3 5 35 3 5 10 118
Can urban coffee consumption help predict US inflation? 0 0 1 7 0 1 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 0 1 1 14 1 3 8 63
Climate Policy Uncertainty and Stock Market Volatility 0 1 11 11 3 4 32 32
Climate Risk Measures - A Review 0 0 4 10 0 0 12 33
Climate change and fossil fuel prices: A GARCH-MIDAS analysis 0 1 7 10 1 4 20 26
Climate change-stock return volatility nexus in advanced economies: the role of technology shocks 0 1 1 1 3 6 9 9
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 2 8 1 2 7 26
Climate risks and the REITs market 1 2 2 2 3 7 7 7
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 0 0 0 0 0 2 6 6
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 0 0 5 49 1 1 19 217
Conventional and unconventional shadow rates and the US state-level stock returns: Evidence from non-stationary heterogeneous panels 0 0 0 0 0 0 4 4
Disentangled oil shocks and stock market volatility in Nigeria and South Africa: A GARCH-MIDAS approach 1 2 2 3 3 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 4 11 0 1 9 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 8
Economic Growth, Exchange Rate and Remittance Nexus: Evidence from Africa 0 1 1 6 0 2 4 16
Energy market uncertainties and exchange rate volatility: A GARCH-MIDAS approach 0 1 1 1 1 3 7 7
Energy-related uncertainty and international stock market volatility 0 0 1 1 0 1 9 9
Examining Rational Bubbles in Oil Prices: Evidence From Frequency Domain Estimates 1 1 1 11 1 1 2 63
Exchange rate and housing affordability in OECD countries 0 0 0 0 1 1 2 2
Exchange rate predictability with nine alternative models for BRICS countries 0 0 1 7 2 2 4 30
FINANCIAL STABILITY AND INCOME GROWTH IN EMERGING MARKETS 0 0 0 4 0 0 2 33
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 0 0 1 6 1 1 7 36
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 1 2 17
Forecasting expenditure components in Nigeria 0 0 3 3 1 1 13 14
Forecasting oil prices over 150 years: The role of tail risks 0 0 0 2 0 0 7 14
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 0 0 0 14
Further application of Narayan and Liu (2015) unit root model for trending time series 0 0 0 86 1 2 4 266
Geopolitical Risk and the Return Volatility of Islamic Stocks in Indonesia and Malaysia - A GARCH-MIDAS Approach 0 1 8 18 4 5 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 2 3 27
Geopolitical risk and global financial cycle: Some forecasting experiments 0 1 5 16 0 5 17 41
Geopolitical risk and stock market volatility in emerging markets: A GARCH – MIDAS approach 2 11 27 43 14 41 94 163
Geopolitical risk, climate risk and financial innovation in the energy market 0 2 2 2 1 3 3 3
Geopolitical risks and historical exchange rate volatility of the BRICS 1 1 7 38 1 5 23 102
Global economic contraction, climate change and the gold market volatility: A GARCH‐MIDAS approach 1 2 2 2 1 5 6 6
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 2 11
Global financial cycle and the predictability of oil market volatility: Evidence from a GARCH-MIDAS model 0 0 2 10 0 0 8 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 1 2 5 73
Gold market volatility and REITs' returns during tranquil and turbulent episodes 0 0 2 2 1 4 12 12
Google trends and the predictability of precious metals 0 0 3 28 0 2 7 158
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 1 2 2 0 2 9 15
Hedging oil price risk with gold during COVID-19 pandemic 0 0 1 6 0 1 5 41
Historical geopolitical risk and the behaviour of stock returns in advanced economies 0 4 20 48 6 14 42 95
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 2 3 7 7
Improving Nigeria’s Inflation Forecast with Oil Price: The Role of Estimators 0 0 1 13 0 3 7 61
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 0 0 4 127
Improving the predictability of the oil–US stock nexus: The role of macroeconomic variables 0 0 0 57 0 0 2 148
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 1 3 18
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 0 2 9 63
Mixed‐frequency forecasting of crude oil volatility based on the information content of global economic conditions 0 0 0 8 0 1 7 31
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 1 5 187
Modeling oil price–US stock nexus: A VARMA–BEKK–AGARCH approach 0 1 7 92 2 6 17 312
Modeling returns and volatility transmission between oil price and US–Nigeria exchange rate 0 1 1 106 0 1 3 366
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 1 2 5
Modelling oil price volatility before, during and after the global financial crisis 0 0 0 21 2 2 7 87
Modelling oil price volatility with structural breaks 0 2 3 153 0 4 8 502
Modelling oil price-inflation nexus: The role of asymmetries 0 1 6 110 1 8 26 310
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 1 2 2 33 3 4 8 142
Modelling the Demand for Money in Sub-Saharan Africa (SSA) 0 2 4 208 0 3 9 520
Mortgage asymmetric pricing, cash rate and international funding cost: Australian evidence 0 0 1 6 0 0 4 51
New evidence for the inflation hedging potential of US stock returns 0 0 0 10 0 0 2 38
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 0 0 1 29
Oil Price and Exchange Rate Behaviour of the BRICS 0 2 2 12 0 2 4 28
Oil price and the Bitcoin market 0 1 3 14 7 15 42 71
Oil price uncertainty and real exchange rate in a global VAR framework: a note 0 1 2 10 1 4 6 35
Oil shocks and state-level stock market volatility of the United States: a GARCH-MIDAS approach 1 1 1 1 2 2 5 5
Oil shocks and stock market volatility of the BRICS: A GARCH-MIDAS approach 1 1 2 36 1 4 12 118
Oil tail risk and the tail risk of the US Dollar exchange rates 0 0 0 6 1 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 1 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 1 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 2 4 1 2 7 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 1 1 2 9
Policy uncertainty and stock market volatility revisited: The predictive role of signal quality 0 1 3 11 0 1 7 29
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 0 2 5 87
Predicting stock returns in the presence of COVID-19 pandemic: The role of health news 0 0 0 57 3 3 5 170
REVISED SMALL MACRO-ECONOMETRIC MODEL OF THE NIGERIAN ECONOMY 1 1 5 78 1 2 18 198
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 0 2 2 111
Revisiting the oil price and stock market nexus: A nonlinear Panel ARDL approach 4 9 30 302 7 19 71 697
Sectoral Corporate Profits and Long‐Run Stock Return Volatility in the United States: A GARCH‐MIDAS Approach 1 2 3 3 1 3 5 5
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 0 0 0 27
Stock markets and exchange rate behavior of the BRICS 0 1 2 13 0 2 5 28
Stock returns and interest rate differential in high and low interest rate environments 0 0 7 13 0 3 13 23
Stock returns-inflation nexus in Africa during tranquil and crisis periods: New evidence 0 0 1 16 0 0 6 54
Stock‐induced Google trends and the predictability of sectoral stock returns 2 3 6 34 2 3 12 78
THE COVID-19 PANDEMIC AND IMPLICATIONS FOR MONETARY POLICY IN NIGERIA: A SIMULATION STUDY 0 0 1 1 1 4 15 22
THE EFFECTS OF U.S. MONETARY POLICY UNCERTAINTY SHOCK ON INTERNATIONAL EQUITY MARKETS 0 0 0 19 0 0 4 77
Tail risks and forecastability of stock returns of advanced economies: evidence from centuries of data* 0 0 0 3 0 0 5 12
Technological shocks and stock market volatility over a century 0 1 1 1 0 3 8 8
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 0 0 2 4 0 0 5 8
Testing for asymmetries in the predictive model for oil price-inflation nexus 0 0 0 31 0 2 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 1 3 75
Testing for unemployment persistence in Nigeria 0 0 1 7 0 0 1 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 3 43
Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach 0 0 0 7 0 0 5 22
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 2 5 0 1 4 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 1 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 2 10 0 0 3 41
The behavior of exchange rate and stock returns in high and low interest rate environments 0 0 2 10 1 3 10 35
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 0 0 2 7 0 0 4 15
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 1 1 3 56
The inflation hedging properties of gold, stocks and real estate: A comparative analysis 0 1 4 46 7 14 26 257
The predictive power of Bitcoin prices for the realized volatility of US stock sector returns 0 1 1 3 2 3 5 10
The return volatility of cryptocurrencies during the COVID-19 pandemic: Assessing the news effect 0 0 0 1 1 2 6 17
The role of global economic conditions in forecasting gold market volatility: Evidence from a GARCH-MIDAS approach 0 1 3 18 0 2 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 1 3 519
Transition risk, physical risk, and the realized volatility of oil and natural gas prices 0 0 2 3 0 1 9 14
US Stock return predictability with high dimensional models 0 0 0 3 0 0 0 8
US stocks in the presence of oil price risk: Large cap vs. Small cap 0 1 2 13 0 2 4 53
Uncertainty Due to Infectious Diseases and Energy Market Volatility 0 0 1 14 0 2 7 51
Uncertainty and predictability of real housing returns in the United Kingdom: A regional analysis 0 0 0 2 1 1 2 8
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 24 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 2 6 60 182 8 36 587 1,918
Total Journal Articles 24 92 381 3,683 132 409 1,854 14,015
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 2025-07-04