Content
2019
- 065 Revisiting the accuracy of inflation forecasts in Nigeria: the oil price –exchange rate perspectives
by Elias A. Udeaja & Kazeem Isah - 064 Modelling returns and volatility connectedness between food prices and exchange rate in Nigeria
by Lateef O. Akanni - 063 The Jolly Ride of International Reserves and Commodity Prices: Evidence from Predictive Models
by Ibrahim D. Raheem & Kazeem Isah
2018
- 062 Does time-variation matter in the stochastic volatility components for G7 stock returns
by Afees A. Salisu & Ahamuefula Ephraim Ogbonna - 062 Does time-variation matter in the stochastic volatility components for G7 stock returns
by Afees A. Salisu & Ahamuefula Ephraim Ogbonna - 060 Testing for time-varying stochastic volatility in Bitcoin returns
by Afees A. Salisu & Idris Adediran - 059 Exchange rate dynamics and stock market performance in Nigeria: Evidence from a Nonlinear ARDL Approach
by Mutiu A. Oyinlola & Tirimisyu F. Oloko - 058 Analysing the distribution properties of Bitcoin returns
by Afees A. Salisu & Aviral Kumar Tiwari & Ibrahim D. Raheem - 057 A new procedure for pre-testing the distribution properties of Stock returns
by Afees A. Salisu & Ibrahim D. Raheem - 056 The Hidden Predictive Power of Cryptocurrencies: Evidence from US Stock Market
by Kazeem Isah & Ibrahim D. Raheem - 055 Predicting exchange rate with commodity prices: The role of structural breaks and asymmetries
by Afees A. Salisu & Wasiu Adekunle & Zachariah Emmanuel & Wasiu A. Alimi - 054 Predicting the stock prices of G7 countries with Bitcoin prices
by Afees A. Salisu & Kazeem Isah & Lateef O. Akanni - 053 Does the choice of estimator matter for forecasting? A revisit
by Afees A. Salisu & Ahamuefula Ephraim Ogbonna & Paul Adeoye Omosebi - 052 A Survey of Big Data Technologies and Internet of Things for Economic Growth and Sustainable Development
by Paul Adeoye Omosebi & Adetunji Philip Adewole - 051 Could this be a fiction? Bitcoin forecasts most tradable currency pairs better than ARFIMA
by Afees A. Salisu & Lateef O. Akanni & Rasheed O. Azeez - 050 Testing for spillovers in Naira exchange rates: The role of electioneering& global financial crisis
by Afees A. Salisu & Taofeek O. Ayinde - 049 United we stand, divided we fall: A PANICCA test evidence for stock exchanges in OECD
by Afees A. Salisu - 048 Energy consumption and economic growth in oil importing and oil exporting countries: A Panel ARDL approach
by Afees A. Salisu & Tirimisyu F. Oloko & Ismail Okunoye & Olaide Opeloyeru & Nafisat Olabisi - 047 US shale oil and the behaviour of commodity prices
by Afees A. Salisu & Idris Adediran - 046 Exchange Rate Movements on Sectoral Stock Prices of Nigerian Firms: Is there Evidence of Asymmetry?
by Lateef O. Akanni & Kazeem Isah - 045 Forecasting CO2 emissions: Does the choice of estimator matter?
by Afees A. Salisu & Lateef O. Akanni & Ahamuefula Ephraim Ogbonna - 044 Forecasting GDP of OPEC: The role of oil price
by Afees A. Salisu & Umar B. Ndako & Idris Adediran - 042 Modeling the residential electricity demand in the US
by Afees A. Salisu & Oluwatomisinn Oyewole & Lateef O. Akanni - 041 Improving the predictability of commodity prices in US inflation: The role of coffee price
by Afees A. Salisu & Raymond Swaray & Idris Adediran - 040 You are what you eat: The role of oil price in Nigeria inflation forecast
by Moses Tule & Afees A. Salisu & Charles Chimeke
2017
- 039 Predicting US Inflation: Evidence from a New Approach
by Afees A. Salisu & Kazeem Isah - 038 Modelling stock price-exchange rate nexus in OECD countries - A new perspective
by Afees A. Salisu & Umar B. Ndako - 037 US stocks in the presence of oil price risk: Large cap vs. Small cap
by Afees A. Salisu & Raymond Swaray & Tirimisyu F. Oloko - 036 Are daily agricultural grains prices stationary? New evidence from GARCH-based unit root tests
by Afees A. Salisu & Tirimisyu F. Oloko - 035 Forecasting GDP with energy series: ADL-MIDAS vs. Linear Time Series Models
by Afees A. Salisu & Ahamuefula Ephraim Ogbonna - 034 A Capital Flight-Growth Nexus in Sub-Saharan Africa: The Role of Macroeconomic Uncertainty
by Afees A. Salisu & Kazeem Isah - 033 A sectoral analysis of asymmetric nexus between oil and stock
by Afees A. Salisu & Ibrahim D. Raheem & Umar B. Ndako - 031 A new look at the stock price-exchange rate nexus
by Afees A. Salisu & Umar B. Ndako - 030 Modelling Return and Volatility Spillovers in Global Foreign Exchange Markets
by Afees A. Salisu & Oluwatomisinn Oyewole & Ismail O. Fasanya - 029 Forecasting the return volatility of energy prices: A GARCH MIDAS approach
by Afees A. Salisu & Raymond Swaray - 028 Forecasting the return volatility of European equity markets under different market conditions:A GARCH-MIDAS approach
by Afees A. Salisu & Umar B. Ndako - 027 Statistical Modelling of Second Round Qualification at FIFA World Cup Tournaments
by Afees A. Salisu & Ibrahim D. Raheem - 026 Predicting US CPI-Inflation in the presence of asymmetries, persistence, endogeneity, and conditional heteroscedasticity
by Afees A. Salisu & Kazeem Isah - 025 Improving the Predictive ability of oil for inflation: An ADL-MIDAS Approach
by Afees A. Salisu & Ahamuefula Ephraim Ogbonna - 024 A multi-factor predictive model for oil-US stock nexus with persistence, endogeneity and conditional heteroscedasticity effects
by Afees A. Salisu & Raymond Swaray & Tirimisyu F. Oloko - 023 Modeling the spillovers between stock market and money market in Nigeria
by Afees A. Salisu & Kazeem Isah - 022 Revisiting the forecasting accuracy of Phillips curve: the role of oil price
by Afees A. Salisu & Idris Ademuyiwa & Kazeem Isah - 021 The impact of crude oil prices on stock prices of oil firms: Should upstream-downstream dichotomy in supply chain be ignored?
by Raymond Swaray & Afees A. Salisu - 020 Modelling oil price-inflation nexus: The role of asymmetries and structural breaks
by Sam Olofin & Afees A. Salisu - 0019 Econometric Analyses of Return and Shock Spillovers: The case of Nigerian Financial Markets
by Kazeem Isah