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 1 2 3 65 2 5 9 201
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 91
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 3 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 2 5 13 98
A multi-factor predictive model for oil-US stock nexus with persistence, endogeneity and conditional heteroscedasticity effects 0 0 0 44 0 1 3 108
A new look at the stock price-exchange rate nexus 0 0 0 50 0 1 3 133
A new procedure for pre-testing the distribution properties of Stock returns 0 0 0 36 1 1 1 38
A sectoral analysis of asymmetric nexus between oil and stock 0 0 0 44 0 1 3 90
Analysing the distribution properties of Bitcoin returns 0 0 0 112 0 0 0 188
Are daily agricultural grains prices stationary? New evidence from GARCH-based unit root tests 0 0 0 25 0 2 2 62
Assessing the safe haven property of the gold market during COVID-19 pandemic 0 0 1 26 2 2 6 67
Bitcoin Prices and the Realized Volatility of US Sectoral Stock Returns 0 0 0 34 0 0 9 23
Climate Risks and U.S. Stock-Market Tail Risks: A Forecasting Experiment Using over a Century of Data 0 0 0 0 2 3 11 62
Commodity Prices and Forecastability of South African Stock Returns Over a Century: Sentiments versus Fundamentals 0 0 0 22 0 1 7 52
Could this be a fiction? Bitcoin forecasts most tradable currency pairs better than ARFIMA 0 0 0 52 2 3 5 168
Does the choice of estimator matter for forecasting? A revisit 0 0 1 77 0 0 3 102
Does time-variation matter in the stochastic volatility components for G7 stock returns 0 0 0 57 0 0 2 55
Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility in the United Kingdom 0 0 0 40 1 1 3 89
Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor versus National Factor in a GARCH-MIDAS Model 1 3 3 3 1 5 5 5
El Nino and Forecastability of Oil-Price Realized Volatility 0 0 0 0 0 1 3 52
Energy consumption and economic growth in oil importing and oil exporting countries: A Panel ARDL approach 0 0 5 91 2 3 25 276
Exchange Rate Predictability with Nine Alternative Models for BRICS Countries 0 0 0 23 2 4 12 97
Financial Turbulence, Systemic Risk and the Predictability of Stock Market Volatility 0 0 0 23 1 2 6 84
Firm-level Business Uncertainty and the Predictability of the Aggregate U.S. Stock Market Volatility during the COVID-19 Pandemic 0 0 0 17 2 2 6 38
Forecasting CO2 emissions: Does the choice of estimator matter? 0 0 1 59 0 1 4 113
Forecasting GDP of OPEC: The role of oil price 0 0 1 83 0 1 4 185
Forecasting GDP with energy series: ADL-MIDAS vs. Linear Time Series Models 2 4 14 122 8 12 56 572
Forecasting Oil Price over 150 Years: The Role of Tail Risks 0 0 0 29 0 1 6 89
Forecasting Oil Volatility Using a GARCH-MIDAS Approach: The Role of Global Economic Conditions 0 0 0 27 5 11 25 193
Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty 0 0 2 37 0 5 8 113
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 3 5 40
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 2 2 9 58
Forecasting US Output Growth with Large Information Sets 0 0 0 0 0 1 2 72
Forecasting the return volatility of European equity markets under different market conditions:A GARCH-MIDAS approach 1 1 1 60 1 1 1 102
Forecasting the return volatility of energy prices: A GARCH MIDAS approach 1 2 5 89 2 3 10 155
Geopolitical Risk and Forecastability of Tail Risk in the Oil Market: Evidence from Over a Century of Monthly Data 0 0 0 5 1 1 5 45
Geopolitical Risks and Historical Exchange Rate Volatility of the BRICS 0 0 0 7 1 3 20 95
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 31
Global Financial Cycle and the Predictability of Oil Market Volatility: Evidence from a GARCH-MIDAS Model 0 0 0 18 2 4 8 100
Gold and the Global Financial Cycle 0 0 0 0 3 8 34 121
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 2 2 2
How do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch 0 0 0 29 0 1 2 146
Improving the Predictive ability of oil for inflation: An ADL-MIDAS Approach 0 1 1 60 0 1 2 129
Improving the predictability of commodity prices in US inflation: The role of coffee price 0 1 5 58 1 4 11 111
Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty 0 0 0 15 1 2 11 119
Modeling the residential electricity demand in the US 0 0 0 43 0 0 0 63
Modeling the spillovers between stock market and money market in Nigeria 0 0 0 104 0 0 3 143
Modelling Return and Volatility Spillovers in Global Foreign Exchange Markets 0 0 2 57 0 1 5 131
Modelling oil price-inflation nexus: The role of asymmetries and structural breaks 1 1 5 86 2 3 10 213
Modelling stock price-exchange rate nexus in OECD countries - A new perspective 0 0 0 58 1 1 3 142
OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning 0 0 0 18 1 2 4 70
Oil Price and Exchange Rate Behaviour of the BRICS for Over a Century 0 0 0 14 1 1 3 46
Oil Shocks and State-Level Stock Market Volatility of the United States: A GARCH-MIDAS Approach 0 0 0 0 1 26 26 26
Oil Shocks and Stock Market Volatility of the BRICS: A GARCH-MIDAS Approach 0 0 0 36 0 2 4 96
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 1 12
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 5 15 75
Out-of-Sample Predictability of Gold Market Volatility: The Role of US Nonfarm Payroll 0 0 0 12 0 0 0 36
Pandemics and cryptocurrencies 0 0 0 15 1 1 8 32
Point and Density Forecasting of Macroeconomic and Financial Uncertainties of the United States 0 0 0 28 1 1 3 81
Policy Uncertainty and Stock Market Volatility Revisited: The Predictive Role of Signal Quality 0 0 0 25 0 3 12 41
Predictability of Economic Slowdowns in Advanced Countries over Eight Centuries: The Role of Climate Risks 0 0 0 0 0 0 7 29
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 1 1 2 39
Predicting US CPI-Inflation in the presence of asymmetries, persistence, endogeneity, and conditional heteroscedasticity 0 0 0 44 0 1 1 99
Predicting US Inflation: Evidence from a New Approach 0 0 3 64 0 0 4 147
Predicting exchange rate with commodity prices: The role of structural breaks and asymmetries 0 0 2 77 1 1 7 195
Predicting the stock prices of G7 countries with Bitcoin prices 0 0 2 80 0 0 5 218
Revisiting the forecasting accuracy of Phillips curve: the role of oil price 0 0 0 49 1 2 3 149
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 1 6 85
Tail Risks and Forecastability of Stock Returns of Advanced Economies: Evidence from Centuries of Data 0 0 0 22 0 0 6 54
Technological Shocks and Stock Market Volatility Over a Century: A GARCH-MIDAS Approach 0 0 53 53 3 10 46 46
Testing for spillovers in Naira exchange rates: The role of electioneering& global financial crisis 0 0 0 24 0 2 9 118
Testing for time-varying stochastic volatility in Bitcoin returns 0 0 0 67 0 1 3 94
Testing the Forecasting Power of Global Economic Conditions for the Volatility of International REITs using a GARCH-MIDAS Approach 0 0 0 23 0 2 16 72
The (Asymmetric) Effect of El Nino and La Nina on Gold and Silver Prices in a GVAR Model 0 0 0 0 0 1 22 86
The Effect of Oil Price Uncertainty Shock on International Equity Markets: Evidence from a GVAR Model 0 0 0 10 0 3 7 36
The Effect of Oil Uncertainty Shock on Real GDP of 33 Countries: A Global VAR Approach 0 0 0 11 2 4 10 53
The Effect of US Uncertainty Shock on International Equity Markets: The Role of the Global Financial Cycle 0 0 0 12 1 1 2 29
The Financial US Uncertainty Spillover Multiplier: Evidence from a GVAR Model 0 0 0 18 0 0 3 60
The Role of Global Economic Conditions in Forecasting Gold Market Volatility: Evidence from a GARCH-MIDAS Approach 0 0 0 27 3 3 3 99
The impact of crude oil prices on stock prices of oil firms: Should upstream-downstream dichotomy in supply chain be ignored? 0 1 1 59 0 4 5 285
To “ECO” or not to “ECO”? Evidence for the single currency agenda of ECOWAS 0 0 1 5 1 2 5 16
US shale oil and the behaviour of commodity prices 0 0 0 39 0 0 0 107
US stocks in the presence of oil price risk: Large cap vs. Small cap 0 0 0 17 0 0 1 66
Uncertainty and Predictability of Real Housing Returns in the United Kingdom: A Regional Analysis 0 0 0 20 0 0 4 63
United we stand, divided we fall: A PANICCA test evidence for stock exchanges in OECD 0 0 0 36 0 0 2 161
You are what you eat: The role of oil price in Nigeria inflation forecast 0 2 3 99 0 2 7 221
Total Working Papers 7 18 115 3,117 69 198 653 8,843
1 registered items for which data could not be found


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparative Assessment of the Global Effects of US Monetary and Fiscal Policy Uncertainty Shocks 0 0 1 9 0 0 7 35
A NOTE ON UNCERTAINTY DUE TO INFECTIOUS DISEASES AND OUTPUT GROWTH OF THE UNITED STATES: A MIXED-FREQUENCY FORECASTING EXPERIMENT 0 0 0 0 0 0 3 4
A New Index for Measuring Uncertainty Due to the COVID-19 Pandemic 0 1 1 5 1 2 2 22
A Note on the COVID-19 Shock and Real GDP in Emerging Economies 0 1 5 14 0 2 8 27
A firm level analysis of asymmetric response of U.S. stock returns to exchange rate movements 0 0 2 2 1 1 5 9
A firm-level analysis of the upstream-downstream dichotomy in the oil-stock nexus 0 0 1 8 0 3 5 97
A fractional cointegration VAR analysis of Islamic stocks: A global perspective 0 0 1 15 0 0 20 116
A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market: Evidence from over a century of data 0 1 4 6 0 2 9 13
A sectoral analysis of asymmetric nexus between oil price and stock returns 0 1 5 15 0 2 6 60
A small macroeconometric model of the Nigerian economy 0 0 0 106 0 1 10 344
A test for inflation persistence in Nigeria using fractional integration & fractional cointegration techniques 0 0 0 14 1 1 3 73
A test for the contributions of urban and rural inflation to inflation persistence in Nigeria 1 2 2 2 1 3 5 5
Aid-Macroeconomic Policy Environment and Growth:Evidence From Sub-Saharan Africa 0 0 1 31 1 1 2 92
Analysis of asymmetric response of exchange rate to interest rate differentials: The case of African Big 4 0 0 3 6 3 3 11 36
Analysis of the asymmetric response of exchange rate to interest rate differentials: Evidence from the MINT countries 0 0 0 40 1 1 3 108
Another look at the energy-growth nexus: New insights from MIDAS regressions 0 1 3 19 0 1 5 83
Assessing the hedging potential of gold and other precious metals against uncertainty due to epidemics and pandemics 0 0 3 3 0 0 6 8
Assessing the inflation hedging of gold and palladium in OECD countries 0 1 1 11 0 1 9 68
Assessing the inflation hedging potential of coal and iron ore in Australia 0 0 1 11 0 0 2 81
Assessing the safe haven property of the gold market during COVID-19 pandemic 0 0 0 7 0 0 3 30
Asymmetric and Time-Varying Behavior of Exchange Rate and Interest Rate Differential in Emerging Markets 0 0 0 4 0 1 3 8
COVID-19 pandemic and financial innovations 1 1 2 2 1 1 2 2
COVID-19 pandemic and the crude oil market risk: hedging options with non-energy financial innovations 0 0 0 6 0 0 3 39
Can agricultural commodity prices predict Nigeria's inflation? 0 0 3 28 0 4 11 102
Can urban coffee consumption help predict US inflation? 0 0 0 6 0 1 1 30
Climate Change, Technology Shocks and the US Equity Real Estate Investment Trusts (REITs) 0 0 0 0 0 0 0 0
Climate Policy Uncertainty and Crude Oil Market Volatility 1 2 8 8 3 8 41 41
Climate Risk Measures - A Review 0 0 4 4 0 2 13 13
Climate change and fossil fuel prices: A GARCH-MIDAS analysis 1 1 1 1 1 2 2 2
Climate risk and gold 0 0 0 0 0 0 0 0
Climate risks and U.S. stock‐market tail risks: A forecasting experiment using over a century of data 0 1 4 4 2 5 8 8
Commodity Prices and Forecastability of International Stock Returns over a Century: Sentiments versus Fundamentals with Focus on South Africa 0 0 1 1 0 1 2 4
Comparative Performance of Volatility Models for Oil Price 0 0 0 91 0 0 1 289
Constructing a Global Fear Index for the COVID-19 Pandemic 0 4 16 39 0 7 50 169
Disentangled oil shocks and stock market volatility in Nigeria and South Africa: A GARCH-MIDAS approach 0 0 0 0 0 0 0 0
Do Epidemics and Pandemics Have Predictive Content for Exchange Rate Movements? Evidence for Asian Economies 0 0 0 2 0 0 0 11
Dynamic effects of monetary policy shocks on macroeconomic volatility in the United Kingdom 1 1 1 3 1 1 3 7
Dynamic spillovers between stock and money markets in Nigeria: A VARMA-GARCH approach 0 1 1 5 0 1 2 17
Economic Growth, Exchange Rate and Remittance Nexus: Evidence from Africa 1 1 2 5 1 1 4 11
Examining Rational Bubbles in Oil Prices: Evidence From Frequency Domain Estimates 0 0 0 10 0 0 0 61
Exchange rate predictability with nine alternative models for BRICS countries 0 0 1 4 0 2 10 18
FOREIGN CAPITAL FLOWS, FINANCIAL DEVELOPMENT AND GROWTH IN SUB-SAHARAN AFRICA 0 2 3 133 1 5 9 339
Financial turbulence, systemic risk and the predictability of stock market volatility 0 0 1 3 1 2 12 25
Firm-level business uncertainty and the predictability of the aggregate U.S. stock market volatility during the COVID-19 pandemic 0 0 0 0 0 0 2 2
Firm-specific news and the predictability of Consumer stocks in Vietnam 0 0 1 5 0 1 3 15
Forecasting oil prices over 150 years: The role of tail risks 0 0 1 2 0 0 3 6
Forecasting output growth of advanced economies over eight centuries: The role of gold market volatility as a proxy of global uncertainty 0 0 1 2 0 5 9 13
Forecasting stock-market tail risk and connectedness in advanced economies over a century: The role of gold-to-silver and gold-to-platinum price ratios 0 0 1 2 1 1 11 12
Further application of Narayan and Liu (2015) unit root model for trending time series 1 1 3 86 2 4 15 260
Geopolitical Risk and the Return Volatility of Islamic Stocks in Indonesia and Malaysia - A GARCH-MIDAS Approach 0 0 1 7 0 0 3 20
Geopolitical risk and forecastability of tail risk in the oil market: Evidence from over a century of monthly data 2 2 3 8 2 2 5 23
Geopolitical risk and global financial cycle: Some forecasting experiments 0 0 6 6 1 1 15 15
Geopolitical risk and stock market volatility in emerging markets: A GARCH – MIDAS approach 1 4 10 10 3 10 23 25
Geopolitical risks and historical exchange rate volatility of the BRICS 0 2 7 25 1 4 15 63
Global evidence of the COVID-19 shock on real equity prices and real exchange rates: A counterfactual analysis with a threshold-augmented GVAR model 0 0 0 1 0 0 3 9
Global financial cycle and the predictability of oil market volatility: Evidence from a GARCH-MIDAS model 0 1 2 5 1 3 7 19
Gold and US sectoral stocks during COVID-19 pandemic 0 0 0 4 0 1 3 31
Gold and tail risks 0 0 0 0 0 1 1 1
Gold as a hedge against oil shocks: Evidence from new datasets for oil shocks 1 1 1 20 1 2 6 66
Google trends and the predictability of precious metals 0 1 6 23 0 2 17 148
Hedging against risks associated with travel and tourism stocks during COVID‐19 pandemic: The role of gold 0 0 0 0 1 3 4 4
Hedging oil price risk with gold during COVID-19 pandemic 0 0 1 5 1 3 11 35
Historical geopolitical risk and the behaviour of stock returns in advanced economies 2 2 11 14 3 3 23 31
How Do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch 0 0 1 2 1 1 3 7
Improving Nigeria’s Inflation Forecast with Oil Price: The Role of Estimators 0 0 1 11 1 2 6 52
Improving forecasting accuracy of the Phillips curve in OECD countries: The role of commodity prices 1 1 2 8 1 1 4 24
Improving the predictability of stock returns with Bitcoin prices 1 1 7 31 1 2 11 117
Improving the predictability of the oil–US stock nexus: The role of macroeconomic variables 0 0 0 56 0 0 1 144
Is uemoa trade creating? an empirical investigation 0 0 0 28 0 1 3 97
Islamic Stock indices and COVID-19 pandemic 0 1 1 2 0 3 8 11
MODELLING ROAD TRAFFIC CRASHES USING SPATIAL AUTOREGRESSIVE MODEL WITH ADDITIONAL ENDOGENOUS VARIABLE 0 0 0 2 0 1 1 32
Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty 0 0 7 10 1 3 31 47
Mixed‐frequency forecasting of crude oil volatility based on the information content of global economic conditions 0 0 2 8 0 1 9 24
Modeling Exchange rate -interest rate differential nexus in BRICS: The role asymmetry and structural breaks 0 0 0 4 0 1 1 6
Modeling energy demand: Some emerging issues 0 0 2 56 0 0 3 179
Modeling oil price–US stock nexus: A VARMA–BEKK–AGARCH approach 1 1 5 80 2 6 20 280
Modeling returns and volatility transmission between oil price and US–Nigeria exchange rate 0 0 2 105 0 6 11 361
Modelling Oil Price Volatility with the Beta-Skew-t-EGARCH Framework 0 0 1 71 0 0 1 193
Modelling Road Traffic Crashes Using Spatial Autoregressive Model With Additional Endogenous Variable 0 0 0 0 0 1 2 3
Modelling oil price volatility before, during and after the global financial crisis 0 0 0 21 0 0 0 80
Modelling oil price volatility with structural breaks 1 1 4 150 1 2 9 487
Modelling oil price-inflation nexus: The role of asymmetries 1 6 15 98 5 16 48 264
Modelling spillovers between stock market and FX market: evidence for Nigeria 0 0 0 14 0 0 1 48
Modelling stock price–exchange rate nexus in OECD countries: A new perspective 2 2 4 27 4 11 18 128
Modelling the Demand for Money in Sub-Saharan Africa (SSA) 1 2 9 204 1 3 12 508
Mortgage asymmetric pricing, cash rate and international funding cost: Australian evidence 1 1 1 4 2 2 3 41
New evidence for the inflation hedging potential of US stock returns 0 1 2 10 0 1 5 34
OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning 0 0 0 1 0 1 3 9
Oil Price Uncertainty Shocks and Global Equity Markets: Evidence from a GVAR Model 4 8 9 9 5 9 14 21
Oil Price and Exchange Rate Behaviour of the BRICS 0 0 3 10 0 0 6 22
Oil price and the Bitcoin market 1 2 4 4 3 6 12 12
Oil price uncertainty and real exchange rate in a global VAR framework: a note 0 2 3 4 1 5 15 22
Oil shocks and stock market volatility of the BRICS: A GARCH-MIDAS approach 0 0 4 34 0 4 19 102
Oil tail risk and the tail risk of the US Dollar exchange rates 0 0 1 5 0 0 2 12
Oil tail risks and the forecastability of the realized variance of oil-price: Evidence from over 150 years of data 0 0 3 4 0 0 5 10
Oil tail risks and the realized variance of consumer prices in advanced economies 0 0 0 0 0 0 0 0
Oil-growth nexus in Nigeria: An ADL-MIDAS approach 1 2 2 2 1 4 6 8
Oil-price uncertainty and the U.K. unemployment rate: A forecasting experiment with random forests using 150 years of data 0 0 2 4 0 4 8 13
Out-of- Sample Stock Return Predictability of Alternative COVID-19 Indices 0 0 4 5 0 0 4 7
Out-of-sample predictability of gold market volatility: The role of US Nonfarm Payroll 0 0 0 0 0 1 4 14
Pandemics and the Asia-Pacific Islamic Stocks 0 0 1 17 0 1 8 61
Point and density forecasting of macroeconomic and financial uncertainties of the USA 0 0 1 2 0 0 1 7
Policy uncertainty and stock market volatility revisited: The predictive role of signal quality 3 3 3 3 7 7 7 7
Predictability of economic slowdowns in advanced countries over eight centuries: The role of climate risks 0 0 1 1 1 1 4 4
Predictability of tail risks of Canada and the U.S. Over a Century: The role of spillovers and oil tail Risks☆ 0 0 0 3 0 0 0 8
Predicting US inflation: Evidence from a new approach 0 0 1 21 1 2 7 128
Predicting exchange rate with commodity prices: New evidence from Westerlund and Narayan (2015) estimator with structural breaks and asymmetries 0 0 2 17 0 1 5 79
Predicting stock returns in the presence of COVID-19 pandemic: The role of health news 0 1 6 57 1 4 22 165
REVISED SMALL MACRO-ECONOMETRIC MODEL OF THE NIGERIAN ECONOMY 0 0 4 69 3 6 19 168
Revisiting oil-stock nexus during COVID-19 pandemic: Some preliminary results 0 0 5 21 0 0 11 100
Revisiting the forecasting accuracy of Phillips curve: The role of oil price 0 0 1 16 1 2 7 106
Revisiting the oil price and stock market nexus: A nonlinear Panel ARDL approach 6 8 27 256 10 24 66 587
Special Issue on Forecasting Asian Markets 0 0 0 5 0 0 2 25
Stock markets and exchange rate behavior of the BRICS 0 0 4 11 0 1 9 22
Stock returns and interest rate differential in high and low interest rate environments 1 1 4 4 2 3 6 6
Stock returns-inflation nexus in Africa during tranquil and crisis periods: New evidence 0 0 0 11 0 0 1 44
Stock‐induced Google trends and the predictability of sectoral stock returns 0 1 4 23 1 3 10 59
THE EFFECTS OF U.S. MONETARY POLICY UNCERTAINTY SHOCK ON INTERNATIONAL EQUITY MARKETS 1 1 10 17 2 3 35 67
Tail risks and forecastability of stock returns of advanced economies: evidence from centuries of data* 0 0 0 0 1 1 1 1
Technology Shocks and the Efficiency of Equity Markets in the Developed and Emerging Economies: A Global VAR Approach 0 0 0 0 0 2 2 2
Testing for asymmetries in the predictive model for oil price-inflation nexus 0 0 0 31 0 0 0 92
Testing for heteroskedasticity and spatial correlation in a two way random effects model 0 0 0 33 0 0 3 132
Testing for martingale difference hypothesis with structural breaks: Evidence from AsiaePacific foreign exchange markets 0 0 0 9 0 0 0 41
Testing for spillovers in naira exchange rates: The role of electioneering & global financial crisis 0 0 0 6 0 0 2 72
Testing for unemployment persistence in Nigeria 1 1 3 4 2 4 14 16
Testing the Martingale Difference Hypothesis (MDH) with Structural Breaks: Evidence from Foreign Exchanges of Nigeria and South Africa 0 0 0 5 0 0 0 37
Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach 1 1 4 4 1 2 8 8
Testing the predictability of commodity prices in stock returns of G7 countries: Evidence from a new approach 0 0 3 6 0 0 8 32
The (Asymmetric) effect of El Niño and La Niña on gold and silver prices in a GVAR model 0 0 1 1 0 1 7 9
The COVID-19 global fear index and the predictability of commodity price returns 0 0 0 7 0 1 2 42
The U.S. Nonfarm Payroll and the out-of-sample predictability of output growth for over six decades 0 0 0 0 0 0 1 1
The U.S. Shale Oil Revolution and the Behavior of Commodity Prices 0 1 1 8 0 1 1 38
The behavior of exchange rate and stock returns in high and low interest rate environments 0 0 0 7 0 0 2 23
The behaviour of U.S. stocks to financial and health risks 0 0 0 0 0 1 1 2
The effect of oil uncertainty shock on real GDP of 33 countries: a global VAR approach 0 0 2 2 0 0 6 6
The financial US uncertainty spillover multiplier: Evidence from a GVAR model 0 1 2 2 1 2 6 6
The heterogeneous behaviour of the inflation hedging property of cocoa 1 1 3 10 1 2 9 50
The inflation hedging properties of gold, stocks and real estate: A comparative analysis 0 0 7 40 3 7 37 219
The predictive power of Bitcoin prices for the realized volatility of US stock sector returns 0 0 2 2 0 0 3 3
The return volatility of cryptocurrencies during the COVID-19 pandemic: Assessing the news effect 0 0 1 1 0 0 8 8
The role of global economic conditions in forecasting gold market volatility: Evidence from a GARCH-MIDAS approach 0 0 2 14 0 2 10 63
The transmission of monetary policy in emerging economies during tranquil and turbulent periods 0 2 2 9 1 4 4 35
Trade creation and trade diversion in West African Monetary Zone (WAMZ) 0 0 3 134 0 1 9 513
Transition risk, physical risk, and the realized volatility of oil and natural gas prices 0 0 0 0 0 1 2 2
US Stock return predictability with high dimensional models 0 0 1 2 0 0 4 7
US stocks in the presence of oil price risk: Large cap vs. Small cap 0 1 2 10 0 1 3 47
Uncertainty Due to Infectious Diseases and Energy Market Volatility 0 0 3 13 1 3 10 44
Uncertainty and predictability of real housing returns in the United Kingdom: A regional analysis 0 0 2 2 0 0 4 6
Uncertainty due to pandemics and epidemics and the behavior of Travel & Leisure stocks in the UK, the USA and Europe 0 0 0 0 0 0 2 2
Unit root modeling for trending stock market series 0 0 0 33 0 0 3 98
United we stand, divided we fall: A PANICCA test evidence for stock exchanges in OECD 0 1 3 10 0 1 7 69
Volatility spillovers and hedging effectiveness between health and tourism stocks: Empirical evidence from the US 1 1 1 5 1 1 2 14
Youth unemployment in Nigeria: nature, causes and solutions 13 36 62 62 169 475 748 748
Total Journal Articles 56 128 422 3,018 277 783 1,938 10,855
6 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 0 13
Forecasting the Return Volatility of Energy Prices: A GARCH-MIDAS Approach 0 1 4 15 0 1 7 40
Total Chapters 0 1 4 15 0 1 7 53


Statistics updated 2023-12-04