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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

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

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

Life expectancy in West African countries: Evidence of convergence and catching up with the north

Yaya, OlaOluwa S.; Otekunrin, Oluwaseun A.; Ogbonna, … - In: Statistics in Transition New Series 22 (2021) 1, pp. 75-88

The article aims to investigate the possibility of the convergence and catching up of life expectancy values observed in West African countries with those noted in North African countries. Following the theory of time series convergence, documented in Bernard and Durlauf (1996) and Greasley and...

Persistent link: https://www.econbiz.de/10012600280

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

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

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

Life expectancy in West African countries : evidence of convergence and catching up with the north

Yaya, OlaOluwa S.; Otekunrin, Oluwaseun A.; Ogbonna, … - In: Statistics in transition : an international journal of … 22 (2021) 1, pp. 75-88

Persistent link: https://www.econbiz.de/10012487068

A new fractional integration approach based on neural network nonlinearity with an application to testing unemployment hysteresis

Furuoka, Fumitaka; Gil-Alaña, Luis A.; Yaya, OlaOluwa S.; … - In: Empirical economics : a quarterly journal of the … 66 (2024) 6, pp. 2471-2499

Persistent link: https://www.econbiz.de/10015048304

Climate risks and the REITs market

Salisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Vo Xuan Vinh - 2025

Persistent link: https://www.econbiz.de/10015375458