Narrow search
Showing 1 - 10 of 45
Cover Image
Mapping US presidential terms with S&P500 index : Time series analysis approach
Gil‐Alana, Luis A.; Mudida, Robert; Yaya, OlaOluwa S.; … - In: International Journal of Finance & Economics 26 (2020) 2, pp. 1938-1954
Persistent link: https://www.econbiz.de/10012273205
Cover Image
Modelling cryptocurrency high–low prices using fractional cointegrating VAR
Yaya, OlaOluwa S.; Vo, Xuan Vinh; Ogbonna, Ahamuefula E.; … - In: International Journal of Finance & Economics 27 (2020) 1, pp. 489-505
Persistent link: https://www.econbiz.de/10012407016
Cover Image
A New Unit Root Test for Unemployment Hysteresis Based on the Autoregressive Neural Network*
Yaya, OlaOluwa S.; Ogbonna, Ahamuefula E.; Furuoka, Fumitaka - In: Oxford Bulletin of Economics and Statistics 83 (2021) 4, pp. 960-981
Persistent link: https://www.econbiz.de/10012538347
Cover Image
Modelling cryptocurrency high-low prices using fractional cointegrating VAR
Yaya, OlaOluwa S.; Xuan Vinh Vo; Ogbonna, Ahamuefula E.; … - In: International journal of finance & economics : IJFE 27 (2022) 1, pp. 489-505
Persistent link: https://www.econbiz.de/10012814609
Cover Image
Dynamic connectedness of economic policy uncertainty in G7 countries and the influence of the USA and UK on non-G7 countries
Yaya, OlaOluwa S.; Olayinka, Hammed A.; Ogbonna, … - In: Economic change & restructuring 57 (2024) 2, pp. 1-27
Persistent link: https://www.econbiz.de/10015044838
Cover Image
Stock‐induced Google trends and the predictability of sectoral stock returns
Salisu, Afees A.; Ogbonna, Ahamuefula E.; Adediran, Idris - In: Journal of Forecasting 40 (2020) 2, pp. 327-345
Persistent link: https://www.econbiz.de/10012272998
Cover Image
A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market : Evidence from over a century of data
Salisu, Afees A.; Gupta, Rangan; Ogbonna, Ahamuefula E. - In: International Journal of Finance & Economics 27 (2020) 1, pp. 384-400
Persistent link: https://www.econbiz.de/10012273378
Cover Image
Point and density forecasting of macroeconomic and financial uncertainties of the USA
Salisu, Afees A.; Gupta, Rangan; Ogbonna, Ahamuefula E. - In: Journal of Forecasting 40 (2020) 4, pp. 700-707
Persistent link: https://www.econbiz.de/10012406765
Cover Image
A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market : evidence from over a century of data
Salisu, Afees A.; Gupta, Rangan; Ogbonna, Ahamuefula E. - In: International journal of finance & economics : IJFE 27 (2022) 1, pp. 384-400
Persistent link: https://www.econbiz.de/10012814585
Cover Image
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Gupta, Rangan - In: The quarterly review of economics and finance 95 (2024), pp. 280-293
Persistent link: https://www.econbiz.de/10014631538