Publications in collaboration with researchers from German Institute for Economic Research (7)

2020

  1. Fractional Integration and the Persistence of UK Inflation, 1210–2016

    Economic Papers, Vol. 39, Núm. 2, pp. 162-166

2019

  1. Long-term price overreactions: are markets inefficient?

    Journal of Economics and Finance, Vol. 43, Núm. 4, pp. 657-680

2018

  1. Short-Term Price Overreactions: Identification, Testing, Exploitation

    Computational Economics, Vol. 51, Núm. 4, pp. 913-940

2017

  1. The fisher relationship in Nigeria

    Journal of Economics and Finance, Vol. 41, Núm. 2, pp. 343-353

2016

  1. Interest Rate Dynamics in Kenya: Commercial Banks' Rates and the 91-Day Treasury Bill Rate

    Journal of International Development, Vol. 28, Núm. 2, pp. 214-232

  2. Long memory in the Ukrainian stock market and financial crises

    Journal of Economics and Finance, Vol. 40, Núm. 2, pp. 235-257

2014

  1. Long-run and cyclical dynamics in the US stock market

    Journal of Forecasting, Vol. 33, Núm. 2, pp. 147-161