Details about Umar Bida Ndako

Access statistics for papers by Umar Bida Ndako.

Last updated 2025-01-07. Update your information in the RePEc Author Service.

Short-id: pnd16

Working Papers

2021

1. Forecasting US Output Growth with Large Information Sets
   Working Papers, University of Pretoria, Department of Economics

2018

2. Forecasting GDP of OPEC: The role of oil price
   Working Papers, Centre for Econometric and Allied Research, University of Ibadan

2017

3. A new look at the stock price-exchange rate nexus
   Working Papers, Centre for Econometric and Allied Research, University of Ibadan
4. A sectoral analysis of asymmetric nexus between oil and stock
   Working Papers, Centre for Econometric and Allied Research, University of Ibadan View citations (1)
5. Forecasting the return volatility of European equity markets under different market conditions:A GARCH-MIDAS approach
   Working Papers, Centre for Econometric and Allied Research, University of Ibadan
6. Modelling stock price-exchange rate nexus in OECD countries - A new perspective
   Working Papers, Centre for Econometric and Allied Research, University of Ibadan View citations (1)
   See also Journal Article Modelling stock price–exchange rate nexus in OECD countries: A new perspective, Economic Modelling, Elsevier (2018) View citations (19) (2018)

2013

7. The Day of the Week effect on stock market returns and volatility: Evidence from Nigeria and South Africa
   MPRA Paper, University Library of Munich, Germany View citations (2)

Journal Articles

2021

1. Geopolitical Risk and the Return Volatility of Islamic Stocks in Indonesia and Malaysia - A GARCH-MIDAS Approach
   Asian Economics Letters, 2021, 2, (3), 1-5 View citations (4)

2020

2. A fractional cointegration VAR analysis of Islamic stocks: A global perspective
   The North American Journal of Economics and Finance, 2020, 51, (C) View citations (4)
3. New evidence for the inflation hedging potential of US stock returns
   Finance Research Letters, 2020, 37, (C) View citations (6)
4. The inflation hedging properties of gold, stocks and real estate: A comparative analysis
   Resources Policy, 2020, 66, (C) View citations (21)

2019

5. A sectoral analysis of asymmetric nexus between oil price and stock returns
   International Review of Economics & Finance, 2019, 61, (C), 241-259 View citations (43)
6. Assessing the inflation hedging of gold and palladium in OECD countries
   Resources Policy, 2019, 62, (C), 357-377 View citations (39)

2018

7. Modelling stock price–exchange rate nexus in OECD countries: A new perspective
   Economic Modelling, 2018, 74, (C), 105-123 View citations (19)
   See also Working Paper Modelling stock price-exchange rate nexus in OECD countries - A new perspective, Working Papers (2017) View citations (1) (2017)

2017

8. Financial Development, Investment and Economic Growth: Evidence from Nigeria
   Journal of Reviews on Global Economics, 2017, 6, 33-41 View citations (8)
9. Oil price shocks and volatility spillovers in the Nigerian sovereign bond market
   Review of Financial Economics, 2017, 35, (C), 57-65 View citations (15)

2016

10. Unit root modeling for trending stock market series
    Borsa Istanbul Review, 2016, 16, (2), 82-91 View citations (27)

2015

11. Real Exchange Rates and Real Interest Rates Differential: Evidence from Nigeria
    International Journal of Economics and Financial Research, 2015, 1, (5), 65-75 View citations (1)

2013

12. Dynamics of Stock Prices and Exchange Rates Relationship: Evidence From Five Sub-Saharan African Financial Markets
    Journal of African Business, 2013, 14, (1), 47-57 View citations (16)

2012

13. Financial liberalization, structural breaks and stock market volatility: evidence from South Africa
    Applied Financial Economics, 2012, 22, (15), 1259-1273 View citations (4)

2010

14. Financial Development and Economic Growth: Evidence from Nigeria
    The IUP Journal of Financial Economics, 2010, VIII, (4), 37-58 View citations (12)
15. Stock Markets, Banks and Economic Growth: Time Series Evidence from South Africa
    The African Finance Journal, 2010, 12, (2), 72-92 View citations (13)

2008

16. Financial Development and Globalization in Nigeria
    The IUP Journal of Financial Economics, 2008, VI, (1), 29-45 View citations (4)