16
H index
28
i10 index
1097
Citations
Centre for Econometrics and Applied Research | 16 H index 28 i10 index 1097 Citations RESEARCH PRODUCTION: 134 Articles 82 Papers 2 Chapters RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Afees Adebare Salisu. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Working Papers / University of Pretoria, Department of Economics | 43 |
Working Papers / Centre for Econometric and Allied Research, University of Ibadan | 35 |
MPRA Paper / University Library of Munich, Germany | 3 |
Year | Title of citing document | |
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2021 | Tail Behaviour of the Nifty-50 Stocks during Crises Periods. (2021). , Srilakshminarayana. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:25:y:2021:i:4:p:115-151. Full description at Econpapers || Download paper | |
2021 | Time-Gap effects of crude oil prices on the foreign exchange rates: Evidence from Nigeria. (2021). Anietie, Jeremiah ; Nkoro, Emeka ; John, Nenubari Ikue. In: Bussecon Review of Social Sciences (2687-2285). RePEc:adi:bsrsss:v:3:y:2021:i:3:p:31-44. Full description at Econpapers || Download paper | |
2021 | Do REITs Hedge against Inflation? Evidence from an African Emerging Market. (2021). Chiwuzie, Augustina ; Oyedokun, Tunbosun Biodun ; Amidu, Abdul-Rasheed ; Gbadegesin, Job Taiwo ; Dabara, Daniel Ibrahim. In: AfRES. RePEc:afr:wpaper:2021-033. Full description at Econpapers || Download paper | |
2022 | Volatility and asymmetric analysis of Indian indices during Covid-19 pandemic period. (2022). Shibu, N S ; Banu, Shameem S. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(630):y:2022:i:1(630):p:215-222. Full description at Econpapers || Download paper | |
2021 | A REVIEW ON THE RELATIONSHIP BETWEEN OIL PRICES AND STOCK PRICES IN TURKEY: NEW EVIDENCES FROM FOURIER APPROACH. (2021). Songur, Mehmet. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:6:y:2021:i:1:p:101-111. Full description at Econpapers || Download paper | |
2021 | Cov?d-19 Krizinin Petrol Fiyatlar? Üzerine Etkisi. (2021). Kulolu, Ayhan. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:6:y:2021:i:3:p:710-727. Full description at Econpapers || Download paper | |
2021 | . Full description at Econpapers || Download paper | |
2021 | Fears for COVID-19: The crash risk of stock market. (2020). Dai, Peng-Fei ; Duc, Toan Luu ; Liu, Zhifeng. In: Papers. RePEc:arx:papers:2009.08030. Full description at Econpapers || Download paper | |
2021 | Mining the Relationship Between COVID-19 Sentiment and Market Performance. (2021). Chen, Jeffery ; Xia, Ziyuan. In: Papers. RePEc:arx:papers:2101.02587. Full description at Econpapers || Download paper | |
2021 | Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19. (2021). , Joakimwesterlund ; Narayan, Paresh ; Karavias, Yiannis ; Westerlund, Joakim. In: Papers. RePEc:arx:papers:2111.03035. Full description at Econpapers || Download paper | |
2021 | An Investigation of the Impact of COVID-19 Non-Pharmaceutical Interventions and Economic Support Policies on Foreign Exchange Markets with Explainable AI Techniques. (2021). Fan, Xiuyi ; Fu, Hsuan ; Yalcin, Mehmet Orcun ; Liu, Siyuan. In: Papers. RePEc:arx:papers:2111.14620. Full description at Econpapers || Download paper | |
2021 | Is the Stock Market Efficient? Evidence from Nonlinear Unit Root Tests for Nigeria. (2021). Lawal, Adedoyin Isola ; Ojeka-John, Rachael ; Lawal-Adedoyin, Bukola ; Asaleye, Abiola John ; Oseni, Ezekiel. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2021:p:384-395. Full description at Econpapers || Download paper | |
2021 | Did Bubble Activity Intensify During COVID-19?. (2021). Narayan, Paresh Kumar. In: Asian Economics Letters. RePEc:ayb:jrnael:12. Full description at Econpapers || Download paper | |
2021 | Economic Policy Uncertainty in Times of COVID-19 Pandemic. (2021). Iyke, Bernard Njindan. In: Asian Economics Letters. RePEc:ayb:jrnael:13. Full description at Econpapers || Download paper | |
2021 | How Do Pandemics Affect Government Expenditures?. (2021). Chang, Chun-Ping ; Fu, Qiang. In: Asian Economics Letters. RePEc:ayb:jrnael:27. Full description at Econpapers || Download paper | |
2021 | Asymmetric Link Between COVID-19 and Fossil Energy Prices. (2021). Su, Chi-Wei ; Wang, Kai-Hua. In: Asian Economics Letters. RePEc:ayb:jrnael:30. Full description at Econpapers || Download paper | |
2021 | Can Uncertainty Due to Pandemic Predict Asia-Pacific Energy Stock Markets?. (2021). Oyewole, Oluwatomisin ; Fasanya, Ismail O ; Oliyide, Johnson A. In: Asian Economics Letters. RePEc:ayb:jrnael:34. Full description at Econpapers || Download paper | |
2021 | Tail Risks and Stock Return Predictability - Evidence From Asia-Pacific. (2021). Ogbonna, Ahamuefula ; Olubusoye, Olusanya E. In: Asian Economics Letters. RePEc:ayb:jrnael:40. Full description at Econpapers || Download paper | |
2021 | Can Tail Risk Predict Asia-Pacific Exchange Rates Out of Sample?. (2021). Adediran, Idris A. In: Asian Economics Letters. RePEc:ayb:jrnael:42. Full description at Econpapers || Download paper | |
2021 | Testing the Asymmetric Response of China’s Stock Returns to Oil Price Dynamics - Does Fear of COVID-19 Matter?. (2021). Owuru, Joel Ede. In: Asian Economics Letters. RePEc:ayb:jrnael:43. Full description at Econpapers || Download paper | |
2021 | Hedging Global and Country-Specific Geopolitical Risks With South Korean Stocks - A Predictability Approach. (2021). Lasisi, Lukman A ; Olaniran, Abeeb O ; Oloko, Tirimisiyu F. In: Asian Economics Letters. RePEc:ayb:jrnael:44. Full description at Econpapers || Download paper | |
2021 | Oil Price-Stock Market Nexus During the COVID-19 Pandemic - Evidence From China. (2021). Kong, Dongmin ; Shi, Zheng. In: Energy RESEARCH LETTERS. RePEc:ayb:jrnerl:33. Full description at Econpapers || Download paper | |
2021 | Impacts of Epidemics on Energy Security - An Empirical Analysis. (2021). Deng, Pei-Dong ; Zhao, Xin-Xin. In: Energy RESEARCH LETTERS. RePEc:ayb:jrnerl:38. Full description at Econpapers || Download paper | |
2021 | The Dynamics of Oil Prices, Exchange Rates, and the Stock Market Under COVID-19 Uncertainty - Evidence From India. (2021). Kumar, Sanjiv ; Prabheesh, K P. In: Energy RESEARCH LETTERS. RePEc:ayb:jrnerl:41. Full description at Econpapers || Download paper | |
2021 | Oil Price-Stock Market Nexus During the COVID-19 Pandemic - Evidence From China. (2021). Shi, Zheng ; Kong, Dongmin. In: Energy RESEARCH LETTERS. RePEc:ayb:jrnerl:47. Full description at Econpapers || Download paper | |
2021 | ARE FISCAL DEFICITS INFLATIONARY IN NIGERIA? NEW EVIDENCE FROM BOUNDS TESTING TO COINTEGRATION WITH STRUCTURAL BREAKS. (2021). Adetokunbo, Abiodun ; Fajobi, Ayinke ; Fasanya, Ismail O. In: Economic Annals. RePEc:beo:journl:v:66:y:2021:i:228:p:123-148. Full description at Econpapers || Download paper | |
2022 | Forecasting Unemployment in Russia Using Machine Learning Methods. (2022). Dzhunkeev, Urmat. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:81:y:2022:i:1:p:73-87. Full description at Econpapers || Download paper | |
2021 | On the asymmetric effects of changes in crude oil prices on economic growth: New evidence from Chinas 31 provinces. (2021). Baek, Jungho ; Nam, Soojoong ; Lu, Guimin. In: Australian Economic Papers. RePEc:bla:ausecp:v:60:y:2021:i:2:p:328-360. Full description at Econpapers || Download paper | |
2022 | The resilience of green firms in the twirl of COVID?19: Evidence from S&P500 Carbon Efficiency Index with a Fourier approach. (2022). Menegaki, Angeliki N ; Bulut, Umit ; Koak, Emrah. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:31:y:2022:i:1:p:32-45. Full description at Econpapers || Download paper | |
2021 | Green Bonds as Hedging Assets before and after COVID: A Comparative Study between the US and China. (2021). Zhou, Peng ; Guo, Dong. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2021/28. Full description at Econpapers || Download paper | |
2021 | Exchange Rate Parities and Taylor Rule Deviations. (2021). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8961. Full description at Econpapers || Download paper | |
2021 | The Covid-19 Pandemic and the Degree of Persistence of US Stock Prices and Bond Yields. (2021). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Poza, Carlos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8976. Full description at Econpapers || Download paper | |
2021 | Testing for UIP: Nonlinearities, Monetary Announcements and Interest Rate Expectations. (2021). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9027. Full description at Econpapers || Download paper | |
2021 | The Covid-19 Pandemic, Policy Responses and Stock Markets in the G20. (2021). Spagnolo, Nicola ; Kang, Woo-Young ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9299. Full description at Econpapers || Download paper | |
2021 | US Policy Responses to the Covid-19 Pandemic and Sectoral Stock Indices: A Fractional Integration Approach. (2021). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Aikins, Emmanuel Joel. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9386. Full description at Econpapers || Download paper | |
2022 | Cryptocurrencies, Technology Stocks, Covid-19 and US Policy Responses: A Fractional Integration Analysis. (2022). Gil-Alana, Luis A ; Caporale, Guglielmo Maria ; Aikins, Emmanuel Joel. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9624. Full description at Econpapers || Download paper | |
2022 | Forecasting Inflation with a Zero Lower Bound or Negative Interest Rates: Evidence from Point and Density Forecasts. (2022). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9687. Full description at Econpapers || Download paper | |
2021 | The Effect of Macroeconomic Uncertainty on Housing Returns and Volatility: Evidence from US State-Level Data. (2021). GUPTA, RANGAN ; van Eyden, Renee ; André, Christophe ; Sheng, Xin ; Andre, Christophe. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2021_008. Full description at Econpapers || Download paper | |
2021 | Fear of the Coronavirus and Cryptocurrencies returns. (2021). Hadhri, Sinda. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00507. Full description at Econpapers || Download paper | |
2021 | Dynamic Relationships between Oil Price, Inflation and Economic Growth: A VARMA, GARCH-in-mean, asymmetric BEKK Model for Turkey. (2021). Bozma, Gurkan. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00827. Full description at Econpapers || Download paper | |
2021 | COVID-19 Cases, Media Attention and Social Mood. (2021). Kapar, Burcu ; Buigut, Steven. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2021-04-8. Full description at Econpapers || Download paper | |
2021 | Oil Price Volatility Models during Coronavirus Crisis: Testing with Appropriate Models Using Further Univariate GARCH and Monte Carlo Simulation Models. (2021). Hadhek, Zouhaier ; Bouazizi, Tarek ; Lassoued, Mongi. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-35. Full description at Econpapers || Download paper | |
2021 | Electricity Consumption and Manufacturing Sector Performance: Evidence from Nigeria. (2021). Owolabi, Akinyomade O ; Oladipo, Adenike Omowumi ; Inegbedion, Henry Egbezien ; Lawal, Adedoyin Isola ; Asaleye, Abiola John ; Igbolekwu, Chisaa Onyekachi ; Samuel, Olayemi Moses. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-04-24. Full description at Econpapers || Download paper | |
2021 | Oil Price and Leverage for Mining Sector Companies in Indonesia. (2021). Razak, A ; Siahaan, Matdio ; Budiasih, Yanti ; Rasyid, Iqbal M ; Endri, Endri ; Sudjono, Sudjono. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-04-4. Full description at Econpapers || Download paper | |
2022 | Relationship Between Geopolitical Risk In Major Oil Producing Countries and Oil Price. (2022). Thomas, Wai Kee ; Alpha, Tin Hei. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-05-14. Full description at Econpapers || Download paper | |
2022 | Iraqi Stock Exchange Reactions to the Oil price, Covid-19 Aftermath, and the Saudi Stock Exchange Movements pre-during Vaccination Program. (2022). Al-Delawi, Amjad Saber ; Asaad, Zeravan Abdulmuhsen. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-05-3. Full description at Econpapers || Download paper | |
2021 | Predictivity of tourism demand data. (2021). Law, Rob ; Vu, Huyquan ; Muskat, Birgit ; Li, Gang ; Zhang, Yishuo. In: Annals of Tourism Research. RePEc:eee:anture:v:89:y:2021:i:c:s0160738321001122. Full description at Econpapers || Download paper | |
2022 | Did COVID-19 tourism sector supports alleviate investor fear?. (2022). Oxley, Les ; Hu, Yang ; Hou, Yang ; Corbet, Shaen. In: Annals of Tourism Research. RePEc:eee:anture:v:95:y:2022:i:c:s0160738322000858. Full description at Econpapers || Download paper | |
2021 | Forecasting residential electricity consumption using a hybrid machine learning model with online search data. (2021). Chi, Hong ; Gao, Feng ; Shao, Xueyan . In: Applied Energy. RePEc:eee:appene:v:300:y:2021:i:c:s0306261921007947. Full description at Econpapers || Download paper | |
2021 | A nonlinear ARDL model of inflation dynamics in the Philippine economy. (2021). Tatlonghari, Virgilio M ; Isabelle, Jeanette ; Deluna, Roperto S. In: Journal of Asian Economics. RePEc:eee:asieco:v:76:y:2021:i:c:s1049007821001019. Full description at Econpapers || Download paper | |
2022 | The pricing of China stock index options based on monetary policy uncertainty. (2022). Wang, Haijie ; Chang, Chun-Ping ; Ma, Chao ; Niu, Jing. In: Journal of Asian Economics. RePEc:eee:asieco:v:81:y:2022:i:c:s1049007822000616. Full description at Econpapers || Download paper | |
2021 | Financial news and CDS spreads. (2021). Bannigidadmath, Deepa ; Narayan, Paresh Kumar. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:29:y:2021:i:c:s2214635020303774. Full description at Econpapers || Download paper | |
2021 | Do opinion polls on government preference influence stock returns?. (2021). Narayan, Seema. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s221463502100037x. Full description at Econpapers || Download paper | |
2021 | Economic news and the cross-section of commodity futures returns. (2021). Narayan, Paresh Kumar ; Bannigidadmath, Deepa. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:31:y:2021:i:c:s2214635021000848. Full description at Econpapers || Download paper | |
2022 | Journal of Behavioral and Experimental Finance: A bibliometric overview. (2022). Goyal, Nisha ; Rao, Sandeep ; Kumar, Satish. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:34:y:2022:i:c:s2214635022000181. Full description at Econpapers || Download paper | |
2022 | Changes in social behavior and impacts of the COVID-19 pandemic on regional housing markets: Independence and risk. (2022). Tsai, I-Chun ; I-Chun Tsai, . In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:35:y:2022:i:c:s2214635022000454. Full description at Econpapers || Download paper | |
2021 | The effect of COVID-19 on long memory in returns and volatility of cryptocurrency and stock markets. (2021). Bekiros, Stelios ; Lahmiri, Salim. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:151:y:2021:i:c:s0960077921005750. Full description at Econpapers || Download paper | |
2022 | Empirical study and model simulation of global stock market dynamics during COVID-19. (2022). Li, Jiangcheng ; Jiang, Xiongfei ; Xiong, Long ; Zhang, Jiu ; Ma, Jiahao ; Zheng, BO ; Jin, Lifu. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:159:y:2022:i:c:s0960077922003484. Full description at Econpapers || Download paper | |
2021 | The nexus between financial inclusion and economic development: Comparison of old and new EU member countries. (2021). TAGHIZADEH-HESARY, Farhad ; Paramati, Sudharshan Reddy ; Kale, Seenaiah ; Huang, Ruixian. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:1-15. Full description at Econpapers || Download paper | |
2021 | Systemic risk and economic policy uncertainty: International evidence from the crude oil market. (2021). Yang, Lu ; Hamori, Shigeyuki. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:142-158. Full description at Econpapers || Download paper | |
2021 | An assessment of how COVID-19 changed the global equity market. (2021). Ky, Van ; Ming, Tee Chwee ; Bach, Dinh Hoang ; Nguyen, Dat Thanh. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:480-491. Full description at Econpapers || Download paper | |
2021 | Analyzing causality between epidemics and oil prices: Role of the stock market. (2021). Gong, Qiang ; Jang, Chyi-Lu ; Chang, Chun-Ping ; Sui, BO. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:70:y:2021:i:c:p:148-158. Full description at Econpapers || Download paper | |
2021 | A new look at the oil price-exchange rate nexus: Asymmetric evidence from selected OPEC member countries. (2021). Baek, Jungho. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:70:y:2021:i:c:p:172-181. Full description at Econpapers || Download paper | |
2021 | Identifying the influence of natural disasters on technological innovation. (2021). Zheng, Mingbo ; Chang, Chun-Ping ; Li, Chunyan ; Chen, Yin-E, . In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:70:y:2021:i:c:p:22-36. Full description at Econpapers || Download paper | |
2021 | The economics of COVID-19 pandemic: A survey. (2021). Prabheesh, K P ; Padhan, Rakesh. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:70:y:2021:i:c:p:220-237. Full description at Econpapers || Download paper | |
2021 | Oil price shocks and inflation rate persistence: A Fractional Cointegration VAR approach. (2021). Ogbonna, Ahamuefula ; Lakhani, Noman ; Adedeji, Abdulfatai A ; Oloko, Tirimisiyu F. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:70:y:2021:i:c:p:259-275. Full description at Econpapers || Download paper | |
2021 | Economic policy uncertainty and China’s growth-at-risk. (2021). Deng, Xiang ; Zhu, Zixiang ; Cheng, Xiang ; Gu, Xin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:70:y:2021:i:c:p:452-467. Full description at Econpapers || Download paper | |
2021 | Systemic risk spillover across global and country stock markets during the COVID-19 pandemic. (2021). Jalkh, Naji ; Bouri, Elie ; Al-Fayoumi, Nedal ; Abuzayed, Bana. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:71:y:2021:i:c:p:180-197. Full description at Econpapers || Download paper | |
2021 | COVID-19 research outcomes: An agenda for future research. (2021). Narayan, Paresh Kumar. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:71:y:2021:i:c:p:439-445. Full description at Econpapers || Download paper | |
2021 | Human capital, innovation, and inclusive growth in sub-Saharan African Region. (2021). Adedeji, Abdulfatai ; Onitekun, Olumide ; Oyinlola, Mutiu A. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:72:y:2021:i:c:p:609-625. Full description at Econpapers || Download paper | |
2021 | Contagion and portfolio management in times of COVID-19. (2021). karamti, chiraz ; Belhassine, Olfa. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:72:y:2021:i:c:p:73-86. Full description at Econpapers || Download paper | |
2022 | Oil price, US stock market and the US business conditions in the era of COVID-19 pandemic outbreak. (2022). Managi, Shunsuke ; ben Lahouel, Bechir ; ben Mabrouk, Nejah ; ben Zaied, Younes ; Yousfi, Mohamed. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:129-139. Full description at Econpapers || Download paper | |
2022 | Dynamic and frequency spillovers between green bonds, oil and G7 stock markets: Implications for risk management. (2022). Kang, Sanghoon ; Vo, Xuan Vinh ; Naeem, Muhammad Abubakr ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:331-344. Full description at Econpapers || Download paper | |
2022 | The impacts of COVID-19 crisis on spillovers between the oil and stock markets: Evidence from the largest oil importers and exporters. (2022). Ali, Syed Riaz Mahmood ; Kang, Sanghoon ; Rahman, Mishkatur ; Anik, Kaysul Islam ; Mensi, Walid ; Mahmood, Syed Riaz. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:345-372. Full description at Econpapers || Download paper | |
2022 | COVID-19 pandemic’s impact on intraday volatility spillover between oil, gold, and stock markets. (2022). Kang, Sanghoon ; Vo, Xuan Vinh ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:702-715. Full description at Econpapers || Download paper | |
2022 | The diversifying role of socially responsible investments during the COVID-19 crisis: A risk management and portfolio performance analysis. (2022). Lopez, Raquel ; Esparcia, Carlos ; Diaz, Antonio. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:39-60. Full description at Econpapers || Download paper | |
2022 | Testing for no cointegration in vector autoregressions with estimated degree of fractional integration. (2022). Demetrescu, Matei ; Salish, Nazarii ; Kusin, Vladimir. In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s0264999321002832. Full description at Econpapers || Download paper | |
2022 | Firm-level short selling and the local COVID-19 pandemic: Evidence from China. (2022). Wei, QU ; Ma, Xinru ; He, Jingbin. In: Economic Modelling. RePEc:eee:ecmode:v:113:y:2022:i:c:s0264999322001420. Full description at Econpapers || Download paper | |
2021 | Spillovers between sovereign CDS and exchange rate markets: The role of market fear. (2021). Feng, Qianqian ; Li, Jian Ping ; Liu, Chang ; Sun, Xiaolei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301960. Full description at Econpapers || Download paper | |
2021 | The effects of exchange rate fluctuations on the stock market and the affecting mechanisms: Evidence from BRICS countries. (2021). Zhang, Shuguang ; Wang, Xiangning ; Huang, Qian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302254. Full description at Econpapers || Download paper | |
2021 | The asymmetric effect of crude oil prices on stock prices in major international financial markets. (2021). Liu, Yan ; Jiang, Wei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302382. Full description at Econpapers || Download paper | |
2021 | Is there one safe-haven for various turbulences? The evidence from gold, Bitcoin and Ether. (2021). Kliber, Agata ; Będowska-Sójka, Barbara ; Bdowska-Sojka, Barbara. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000243. Full description at Econpapers || Download paper | |
2021 | Risk spillover from crude oil prices to GCC stock market returns: New evidence during the COVID-19 outbreak. (2021). Al-Fayoumi, Nedal ; Abuzayed, Bana. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821000978. Full description at Econpapers || Download paper | |
2021 | How can investors build a better portfolio in small open economies? Evidence from Asia’s Four Little Dragons. (2021). Yoon, Seong-Min ; Li, Changhong ; Dong, Xiyong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001200. Full description at Econpapers || Download paper | |
2021 | Economic policy uncertainty and stock market returns: New evidence. (2021). Liang, Chao ; Chen, Zhonglu ; Wang, Jianqiong ; Xu, Yongan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001418. Full description at Econpapers || Download paper | |
2021 | COVID-19 stringency measures and foreign investment: An early assessment. (2021). Giofre', Maela. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001492. Full description at Econpapers || Download paper | |
2022 | Network analysis on Bitcoin arbitrage opportunities. (2022). Šapkauskienė, Alfreda ; Bruzg, Rasa. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001704. Full description at Econpapers || Download paper | |
2022 | Time and frequency connectedness and portfolio diversification between cryptocurrencies and renewable energy stock markets during COVID-19. (2022). Meng, Qiaoyu ; Li, Zijian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001728. Full description at Econpapers || Download paper | |
2022 | The influence of international oil price fluctuation on the exchange rate of countries along the “Belt and Road”. (2022). GENG, Xueqing ; Guo, Kun ; Wang, Yijing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001911. Full description at Econpapers || Download paper | |
2022 | Dynamic volatility spillovers between industries in the US stock market: Evidence from the COVID-19 pandemic and Black Monday. (2022). Choi, Sun-Yong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002102. Full description at Econpapers || Download paper | |
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2022 | Revisiting the safe haven role of Gold across time and frequencies during the COVID-19 pandemic. (2022). Jareño, Francisco ; Umar, Zaghum ; Jareo, Francisco ; Esparcia, Carlos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000328. Full description at Econpapers || Download paper | |
2021 | Inflation synchronization among the G7and China: The important role of oil inflation. (2021). Sousa, Ricardo ; Elsayed, Ahmed H ; Hammoudeh, Shawkat. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002383. Full description at Econpapers || Download paper | |
2021 | Oil price uncertainty, CSR and institutional quality: A cross-country evidence. (2021). Nguyen, Dat ; Bach, Dinh Hoang ; Tee, Chwee Ming ; Tran, Vuong Thao. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002450. Full description at Econpapers || Download paper | |
2021 | The nexus, downside risk and asset allocation between oil and Islamic stock markets: A cross-country analysis. (2021). Hadhri, Sinda. In: Energy Economics. RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321003364. Full description at Econpapers || Download paper | |
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2021 | Terrorist attacks and energy firms crash risk in stock markets: Evidence from China. (2021). Xiang, Junyi ; Xiong, Mengxu ; Kong, Dongmin. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003601. Full description at Econpapers || Download paper | |
2021 | Linkages between the international crude oil market and the Chinese stock market: A BEKK-GARCH-AFD approach. (2021). Li, Jingyu ; Qian, Tao ; Liu, Ranran ; Xie, Qiwei. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003704. Full description at Econpapers || Download paper | |
2021 | The risk spillover effect of the COVID-19 pandemic on energy sector: Evidence from China. (2021). Fang, YI ; Xu, Xuchuan ; Li, Xiao-Lin ; Si, Deng-Kui. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003832. Full description at Econpapers || Download paper | |
2021 | Dynamic and frequency-domain risk spillovers among oil, gold, and foreign exchange markets: Evidence from implied volatility. (2021). Chen, Jinyu ; Huang, Jianbai ; Ding, Qian. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003960. Full description at Econpapers || Download paper | |
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2020 | Constructing a Global Fear Index for the COVID-19 Pandemic In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 28 |
2021 | Asymmetric and Time-Varying Behavior of Exchange Rate and Interest Rate Differential in Emerging Markets In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 1 |
2021 | How Do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 2 |
2019 | How do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch.(2019) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2021 | Oil Price and Exchange Rate Behaviour of the BRICS In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 5 |
2022 | Out-of- Sample Stock Return Predictability of Alternative COVID-19 Indices In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 0 |
2022 | A Note on the COVID-19 Shock and Real GDP in Emerging Economies In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 1 |
2022 | Commodity Prices and Forecastability of International Stock Returns over a Century: Sentiments versus Fundamentals with Focus on South Africa In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 1 |
2020 | Modeling Exchange rate -interest rate differential nexus in BRICS: The role asymmetry and structural breaks In: Economics and Business Letters. [Full Text][Citation analysis] | article | 0 |
2010 | Aid-Macroeconomic Policy Environment and Growth:Evidence From Sub-Saharan Africa In: Pakistan Journal of Applied Economics. [Full Text][Citation analysis] | article | 10 |
2020 | Pandemics and cryptocurrencies In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2020 | To “ECO” or not to “ECO”? Evidence for the single currency agenda of ECOWAS In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2019 | A Moving Average Heterogeneous Autoregressive Model for Forecasting the Realized Volatility of the US Stock Market: Evidence from Over a Century of Data In: Working Papers. [Citation analysis] | paper | 4 |
2022 | A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market: Evidence from over a century of data.(2022) In: International Journal of Finance & Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
2020 | Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility in the United Kingdom In: Working Papers. [Citation analysis] | paper | 1 |
2021 | Dynamic effects of monetary policy shocks on macroeconomic volatility in the United Kingdom.(2021) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
2020 | A Note on Uncertainty due to Infectious Diseases and Output Growth of the United States: A Mixed-Frequency Forecasting Experiment In: Working Papers. [Citation analysis] | paper | 2 |
2022 | A NOTE ON UNCERTAINTY DUE TO INFECTIOUS DISEASES AND OUTPUT GROWTH OF THE UNITED STATES: A MIXED-FREQUENCY FORECASTING EXPERIMENT.(2022) In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
2020 | Forecasting Oil Volatility Using a GARCH-MIDAS Approach: The Role of Global Economic Conditions In: Working Papers. [Citation analysis] | paper | 3 |
2020 | Point and Density Forecasting of Macroeconomic and Financial Uncertainties of the United States In: Working Papers. [Citation analysis] | paper | 0 |
2020 | Oil Price and Exchange Rate Behaviour of the BRICS for Over a Century In: Working Papers. [Citation analysis] | paper | 2 |
2020 | Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty In: Working Papers. [Citation analysis] | paper | 1 |
2020 | Stock Markets and Exchange Rate Behaviour of the BRICS In: Working Papers. [Citation analysis] | paper | 2 |
2021 | Stock markets and exchange rate behavior of the BRICS.(2021) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
2021 | Uncertainty and Predictability of Real Housing Returns in the United Kingdom: A Regional Analysis In: Working Papers. [Citation analysis] | paper | 1 |
2022 | Uncertainty and predictability of real housing returns in the United Kingdom: A regional analysis.(2022) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
2021 | Forecasting US Output Growth with Large Information Sets In: Working Papers. [Citation analysis] | paper | 0 |
2021 | El Nino and Forecastability of Oil-Price Realized Volatility In: Working Papers. [Citation analysis] | paper | 1 |
2021 | Tail Risks and Forecastability of Stock Returns of Advanced Economies: Evidence from Centuries of Data In: Working Papers. [Citation analysis] | paper | 3 |
2021 | Predictability of Tail Risks of Canada and the U.S. Over a Century: The Role of Spillovers and Oil Tail Risks In: Working Papers. [Citation analysis] | paper | 0 |
2021 | Gold and the Global Financial Cycle In: Working Papers. [Citation analysis] | paper | 1 |
2021 | The Effect of US Uncertainty Shock on International Equity Markets: The Role of the Global Financial Cycle In: Working Papers. [Citation analysis] | paper | 0 |
2021 | Commodity Prices and Forecastability of South African Stock Returns Over a Century: Sentiments versus Fundamentals In: Working Papers. [Citation analysis] | paper | 0 |
2021 | A Note on the COVID-19 Shock and Real GDP in Emerging Economies: A Counterfactual Analysis from the Threshold-Augmented Global Vector Autoregressive Model In: Working Papers. [Citation analysis] | paper | 0 |
2021 | The Effect of Oil Uncertainty Shock on Real GDP of 33 Countries: A Global VAR Approach In: Working Papers. [Citation analysis] | paper | 1 |
2021 | Firm-level Business Uncertainty and the Predictability of the Aggregate U.S. Stock Market Volatility during the COVID-19 Pandemic In: Working Papers. [Citation analysis] | paper | 0 |
2021 | The Effect of Oil Price Uncertainty Shock on International Equity Markets: Evidence from a GVAR Model In: Working Papers. [Citation analysis] | paper | 1 |
2021 | Climate Risks and U.S. Stock-Market Tail Risks: A Forecasting Experiment Using over a Century of Data In: Working Papers. [Citation analysis] | paper | 0 |
2022 | Testing the Forecasting Power of Global Economic Conditions for the Volatility of International REITs using a GARCH-MIDAS Approach In: Working Papers. [Citation analysis] | paper | 0 |
2022 | Bitcoin Prices and the Realized Volatility of US Sectoral Stock Returns In: Working Papers. [Citation analysis] | paper | 0 |
2022 | Policy Uncertainty and Stock Market Volatility Revisited: The Predictive Role of Signal Quality In: Working Papers. [Citation analysis] | paper | 0 |
2022 | Predictability of Economic Slowdowns in Advanced Countries over Eight Centuries: The Role of Climate Risks In: Working Papers. [Citation analysis] | paper | 0 |
2019 | Dynamic spillovers between stock and money markets in Nigeria: A VARMA-GARCH approach In: Review of Economic Analysis. [Full Text][Citation analysis] | article | 0 |
2018 | The U.S. Shale Oil Revolution and the Behavior of Commodity Prices In: Econometric Research in Finance. [Full Text][Citation analysis] | article | 4 |
2014 | Determinants of a Successful Regional Trade Agreement in West Africa In: Advances in African Economic, Social and Political Development. [Citation analysis] | chapter | 1 |
2021 | COVID-19 pandemic and the crude oil market risk: hedging options with non-energy financial innovations In: Financial Innovation. [Full Text][Citation analysis] | article | 6 |
2022 | Oil price uncertainty and real exchange rate in a global VAR framework: a note In: Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
2020 | Improving Nigeria’s Inflation Forecast with Oil Price: The Role of Estimators In: Journal of Quantitative Economics. [Full Text][Citation analysis] | article | 2 |
2022 | Assessing the hedging potential of gold and other precious metals against uncertainty due to epidemics and pandemics In: Quality & Quantity: International Journal of Methodology. [Full Text][Citation analysis] | article | 0 |
2022 | The U.S. Nonfarm Payroll and the out-of-sample predictability of output growth for over six decades In: Quality & Quantity: International Journal of Methodology. [Full Text][Citation analysis] | article | 0 |
2023 | The effect of oil uncertainty shock on real GDP of 33 countries: a global VAR approach In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
2022 | Historical geopolitical risk and the behaviour of stock returns in advanced economies In: The European Journal of Finance. [Full Text][Citation analysis] | article | 0 |
2015 | Modelling spillovers between stock market and FX market: evidence for Nigeria In: Journal of African Business. [Full Text][Citation analysis] | article | 10 |
2016 | Testing the Martingale Difference Hypothesis (MDH) with Structural Breaks: Evidence from Foreign Exchanges of Nigeria and South Africa In: Journal of African Business. [Full Text][Citation analysis] | article | 3 |
2021 | Improving forecasting accuracy of the Phillips curve in OECD countries: The role of commodity prices In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 1 |
2022 | A firm level analysis of asymmetric response of U.S. stock returns to exchange rate movements In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 0 |
2022 | The behaviour of U.S. stocks to financial and health risks In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 0 |
2019 | Can urban coffee consumption help predict US inflation? In: Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
2021 | Stock?induced Google trends and the predictability of sectoral stock returns In: Journal of Forecasting. [Full Text][Citation analysis] | article | 4 |
2021 | Point and density forecasting of macroeconomic and financial uncertainties of the USA In: Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
2022 | Mixed?frequency forecasting of crude oil volatility based on the information content of global economic conditions In: Journal of Forecasting. [Full Text][Citation analysis] | article | 1 |
2023 | Geopolitical risk and global financial cycle: Some forecasting experiments In: Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
2021 | THE EFFECTS OF U.S. MONETARY POLICY UNCERTAINTY SHOCK ON INTERNATIONAL EQUITY MARKETS In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] | article | 0 |
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