Browsing by Author OlaOluwa S. Yaya

Showing results 1 to 8 of 8
Issue DateTitleAuthor(s)
2025Convergence of gender unemployment gaps in Africa: new evidence from Fourier ADF and KPSS unit root tests with breakFumitaka Furuoka; Luis Gil-Alana; OlaOluwa S. Yaya; Xuan Vinh Vo
2024Dynamic connectedness of economic policy uncertainty in G7 countries and the influence of the USA and UK on non-G7 countriesOlaOluwa S. Yaya; Hammed A. Olayinka; Ahamuefula E. Ogbonna; Mamdouh Abdulaziz Saleh Al-Faryan; Xuan Vinh Vo
2024Model-free and model-based connectedness in highly, medium and lowly correlated financial returns: analyses of OECD inflationsLuis A. Gil-Alana; OlaOluwa S. Yaya; Oluwaseun A. Adesina; Xuan Vinh Vo
2022Modelling cryptocurrency high–low prices using fractional cointegrating VAROlaOluwa S. Yaya; Vo Xuan Vinh; Ahamuefula E. Ogbonna; Adeolu O. Adewuyi
2022Oil shocks and volatility of green investments: GARCH-MIDAS analysesOlaOluwa S. Yaya; Ahamuefula E. Ogbonna; Vo Xuan Vinh
2025Quantile time-frequency connectedness and spillovers among financial stress, cryptocurrencies and commoditiesNaveed Khan; OlaOluwa S. Yaya; Xuan Vinh Vo; Hassan Zada
2025Ripple Effects of the US-China Tension on Asian Emerging and Frontier Markets with Portfolio ImplicationsNaveed Khan; Ozair Siddiqui; OlaOluwa S. Yaya; Xuan Vinh Vo
2024Stock Market Efficiency in Asia: Evidence from the Narayan–Liu–Westerlund's GARCH-based unit root testOlaOluwa S. Yaya; Oluwasegun B. Adekoya; Xuan Vinh Vo; Mamdouh Abdulaziz Saleh Al-Faryan
Showing results 1 to 8 of 8