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Modelling cryptocurrency high–low prices using fractional cointegrating VAR
Yaya, OlaOluwa S.
;
Vo Xuan Vinh
;
Ogbonna, Ahamuefula Ephraim
- In:
International Journal of Finance & Economics
27
(
2020
)
1
,
pp. 489-505
Persistent link: https://www.econbiz.de/10012407016
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Modelling cryptocurrency high-low prices using fractional cointegrating VAR
Yaya, OlaOluwa S.
;
Vo Xuan Vinh
;
Ogbonna, Ahamuefula E.
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 489-505
Persistent link: https://www.econbiz.de/10012814609
Saved in:
3
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
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4
A New Unit Root Test for Unemployment Hysteresis Based on the Autoregressive Neural Network*
Yaya, OlaOluwa S.
;
Ogbonna, Ahamuefula Ephraim
; …
- In:
Oxford Bulletin of Economics and Statistics
83
(
2021
)
4
,
pp. 960-981
Persistent link: https://www.econbiz.de/10012538347
Saved in:
5
Market efficiency and volatility persistence of cryptocurrency during pre‐ and post‐crash periods of Bitcoin : Evidence based on fractional integration
Yaya, OlaOluwa S.
;
Ogbonna, Ahamuefula E.
;
Mudida, Robert
; …
- In:
International Journal of Finance & Economics
26
(
2020
)
1
,
pp. 1318-1335
Persistent link: https://www.econbiz.de/10012273177
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6
Mapping US presidential terms with S&P500 index : Time series analysis approach
Gil-Alaña, 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
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7
Climate risks and the REITs market
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Vo Xuan Vinh
-
2025
Persistent link: https://www.econbiz.de/10015375458
Saved in:
8
Unemployment hysteresis in Middle East and North Africa countries : panel SUR-based unit root test with a Fourier function
Awolaja, Oladapo Gbenga
;
Yaya, OlaOluwa S.
;
Ogbonna, …
- In:
Middle East development journal : a publication of the …
13
(
2021
)
2
,
pp. 318-334
Persistent link: https://www.econbiz.de/10012694039
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9
Stock market efficiency in Asia : evidence from the Narayan-Liu-Westerlund's GARCH-based unit root test
Yaya, OlaOluwa S.
;
Adekoya, Oluwasegun B.
;
Vo Xuan Vinh
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 91-101
Persistent link: https://www.econbiz.de/10014468989
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10
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
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