Publicacións en colaboración con investigadores/as de University of Ibadan (6)

2022

  1. Modeling persistence and non-linearities in the US treasury 10-year bond yields

    Economics Bulletin, Vol. 42, Núm. 3, pp. 1221-1229

2017

  1. The global financial crisis: Testing For Fractional Cointegration Between The Us And Nigerian Stock Markets

    Journal of Developing Areas, Vol. 51, Núm. 4, pp. 29-47

2015

  1. Do sunspot numbers cause global temperatures? Evidence from a frequency domain causality test

    Applied Economics, Vol. 47, Núm. 8, pp. 798-808

  2. Fractional Integration and Asymmetric Volatility in European, American and Asian Bull and Bear Markets: Application to High-frequency Stock Data

    International Journal of Finance and Economics, Vol. 20, Núm. 3, pp. 276-290

2014

  1. Global temperatures and sunspot numbers. Are they related?

    Physica A: Statistical Mechanics and its Applications, Vol. 396, pp. 42-50

  2. On the persistence and volatility in European, American and Asian stocks bull and bear markets

    Journal of International Money and Finance, Vol. 40, pp. 149-162