Zobrazeno 1 - 10
of 25
pro vyhledávání: '"Oluwatomisin J. Oyewole"'
Publikováno v:
Future Business Journal, Vol 8, Iss 1, Pp 1-10 (2022)
Abstract We examine the predictive ability of economic policy uncertainty on stock returns of selected OPEC countries. In order to deal with certain statistical properties of the predictors, which include serial correlation, persistence, conditional
Externí odkaz:
https://doaj.org/article/b61e5a7a22c24687a7bb61b3ca1a1997
Publikováno v:
Scientific African, Vol 19, Iss , Pp e01524- (2023)
This paper examines the role of global and regional uncertainties on output and price dynamics connectedness between members of the Economic Community of West African States (ECOWAS) over the period of 1990 to 2020. The paper employs the Time-Varying
Externí odkaz:
https://doaj.org/article/1e9ce2cf7a904f80b5de1cef91bfdd7d
Publikováno v:
Energy Strategy Reviews, Vol 36, Iss , Pp 100682- (2021)
Although the relationship between the global oil and stock markets has been given extensive critical assessment in the literature, this study gives a re-examination of this nexus for the Gulf Cooperation Council countries with certain innovative cont
Externí odkaz:
https://doaj.org/article/dbb06ed0d7c54941a076af94105704e5
Publikováno v:
The Quarterly Review of Economics and Finance. 86:347-364
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1b0ac64b034997a162823acde8fb3260
https://doi.org/10.1016/j.qref.2022.08.009
https://doi.org/10.1016/j.qref.2022.08.009
Publikováno v:
Borsa Istanbul Review, Vol 16, Iss 4, Pp 210-218 (2016)
This study tests for martingale difference hypothesis (MDH) in nine selected Foreign Exchange (FX) markets from Asia–Pacific countries. Its main contributions to the literature include: (i) it adopts recent techniques in both the Autocorrelation ba
Externí odkaz:
https://doaj.org/article/b231d381533244d695d3c4c02b070369
Oil Prices and Exchange Rate Dynamics: How Important Is the Role of Asymmetry and Structural Breaks?
Publikováno v:
Journal of African Business. 23:638-657
In this paper, we model the relationship between oil price and exchange rate for Nigeria using monthly data from January 1997 to December 2019. The contributions of this paper are twofold: (i) we e...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a4ef1ec2dc10abf33b1ed3b3abf1728d
https://doi.org/10.1080/15228916.2021.1909401
https://doi.org/10.1080/15228916.2021.1909401
Publikováno v:
Economic research-Ekonomska istraživanja
Volume 34
Issue 1
Ekonomska Istraživanja, Vol 34, Iss 1, Pp 2059-2084 (2021)
Economic Research-Ekonomska Istraživanja
Volume 34
Issue 1
Ekonomska Istraživanja, Vol 34, Iss 1, Pp 2059-2084 (2021)
Economic Research-Ekonomska Istraživanja
This paper examines dynamic spillovers and connectedness between global covid-19 occurrences and the Global FX market. We specifically analyse the spillovers using six most traded currency pairs in the world utilizing daily data for the period Decemb
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::970534fa22538f6f59955d8e47d2672b
https://doi.org/10.1080/1331677x.2020.1860796
https://doi.org/10.1080/1331677x.2020.1860796
Publikováno v:
International Journal of Managerial Finance. 17:327-341
PurposeThis paper examines the return and volatility spillovers among major cryptocurrency using daily data from 10/08/2015 to 15/04/2018.Design/methodology/approachThe authors employ the Dielbold and Yilmaz (2012) spillover approach and rolling samp
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b75368205e6b6eaeeb279bc133f38359
https://doi.org/10.1108/ijmf-02-2019-0074
https://doi.org/10.1108/ijmf-02-2019-0074
Publikováno v:
Resources Policy. 81:103335
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::62f57b6fea5a6efa5c1ef540813f6af8
https://doi.org/10.1016/j.resourpol.2023.103335
https://doi.org/10.1016/j.resourpol.2023.103335
Publikováno v:
Zagreb International Review of Economics & Business
Volume 22
Issue 2
Zagreb International Review of Economics and Business, Vol 22, Iss 2, Pp 71-93 (2019)
Volume 22
Issue 2
Zagreb International Review of Economics and Business, Vol 22, Iss 2, Pp 71-93 (2019)
This paper examines the return and volatility spillovers of different sectoral stock prices in Nigeria using monthly data from January 2007 to December 2016. We employ the Diebold and Yilmaz (2012) spillover approach and rolling sample analysis to ca
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8698c336651a1d2623fa14f10554d480
https://doi.org/10.2478/zireb-2019-0021
https://doi.org/10.2478/zireb-2019-0021