EconPapers    
Economics at your fingertips  
 

Details about Oyakhilome Ibhagui

Homepage:https://sites.google.com/view/oyakhiwibhagui/home?authuser=0
Phone:08025020066
Workplace:Division of Macroeconomics and International Finance, Baum Tenpers Research Institute

Access statistics for papers by Oyakhilome Ibhagui.

Last updated 2022-06-09. Update your information in the RePEc Author Service.

Short-id: pib61


Jump to Journal Articles

Working Papers

2020

  1. Inflation Differential as a Driver of Cross-currency Basis Swap Spreads
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    See also Journal Article in The European Journal of Finance (2021)
  2. Interconnected Deviations from Covered Interest Parity
    DEM Working Papers Series, University of Pavia, Department of Economics and Management Downloads
  3. Oil Price Dynamics and Currency-Hedging Behavior
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  4. Oil Price Dynamics and Currency-Hedging Behavior: Out-of-sample Appendix
    MPRA Paper, University Library of Munich, Germany Downloads
  5. Sovereign Risk, Cross-Currency Basis and Equity Markets: A Cross-Market Dynamic Interaction
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)

2019

  1. Eurozone Real Output and Covered Interest Parity Deviations: Can Stronger Real Output Lessen the Deviations?
    MPRA Paper, University Library of Munich, Germany Downloads View citations (14)
  2. Explaining Differences in Income Levels of Africa’s Largest Economies – A Development Accounting Perspective
    MPRA Paper, University Library of Munich, Germany Downloads
  3. Wider Covered Interest Parity Deviations and Lower Stock Returns: Evidence from the Eurozone
    MPRA Paper, University Library of Munich, Germany Downloads View citations (14)

2018

  1. Interrelations among cross-currency basis swap spreads: Pre-and post-crisis analysis
    MPRA Paper, University Library of Munich, Germany Downloads View citations (11)
  2. The Monetary Model of CIP Deviations
    MPRA Paper, University Library of Munich, Germany Downloads View citations (14)

2017

  1. How Does Foreign Direct Investment Affect Growth in Sub-Saharan Africa? New Evidence from Non-threshold and Threshold Analysis
    MPRA Paper, University Library of Munich, Germany Downloads View citations (13)
  2. Linking Fiscal Policy and External Competitiveness in Sub-Saharan Africa – Does Government Spending Drive The Real Exchange Rate in Sub-Saharan Africa
    MPRA Paper, University Library of Munich, Germany Downloads View citations (14)

2016

  1. Optimal Asset Allocation of a Pension Fund: Does The Fear of Regret Matter?
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Journal of Economics Library (2017)

2015

  1. Development Accounting of Africa’s Largest Economies – Explaining Differences in Income Levels
    MPRA Paper, University Library of Munich, Germany Downloads View citations (8)
  2. Understanding the Sources of High Current Account Fluctuations in 5 Developed Economies
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Turkish Economic Review (2017)

2010

  1. Application of teh Kalman Filter to Interest Rate Modelling
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)

Journal Articles

2021

  1. How do sovereign risk, equity and foreign exchange derivatives markets interact?
    Economic Modelling, 2021, 97, (C), 58-78 Downloads View citations (1)
  2. Inflation and FDI in industrialized and developing economies
    International Review of Applied Economics, 2021, 35, (5), 749-764 Downloads
  3. Inflation differential as a driver of cross-currency basis swap spreads
    The European Journal of Finance, 2021, 27, (6), 510-536 Downloads
    See also Working Paper (2020)
  4. Real Output and Cross-Currency Basis Swap Spreads: Evidence from the Eurozone
    Journal of International Financial Markets, Institutions and Money, 2021, 75, (C) Downloads
  5. Stock market and deviations from covered interest parity
    Journal of International Financial Markets, Institutions and Money, 2021, 74, (C) Downloads View citations (1)

2020

  1. Covered interest parity deviations in standard monetary models
    Journal of Economics and Business, 2020, 111, (C) Downloads View citations (1)
  2. DO FUNDAMENTALS DRIVE RELATIVE VALUATION? EVIDENCE FROM GLOBAL STOCK MARKET INDICES
    Journal of Financial Management, Markets and Institutions (JFMMI), 2020, 08, (02), 1-42 Downloads
  3. Financial Reforms, Capital Investment and Financial Intermediation in China
    South Asian Journal of Macroeconomics and Public Finance, 2020, 9, (1), 58-86 Downloads
  4. How does foreign direct investment affect growth in sub-Saharan Africa? New evidence from threshold analysis
    Journal of Economic Studies, 2020, 47, (1), 149-181 Downloads View citations (1)
  5. Macroeconomic indicators and capital market performance: Are the links sustainable?
    Cogent Business & Management, 2020, 7, (1), 1792258 Downloads
  6. The Economic Performance Effects of Capital Flows in OPEC Member Countries
    The Quarterly Review of Economics and Finance, 2020, 75, (C), 67-83 Downloads View citations (1)

2019

  1. Capital flows and domestic investment: new evidence from OPEC countries
    Journal of Financial Economic Policy, 2019, 11, (4), 505-532 Downloads
  2. China–Africa stock market linkages and the global financial crisis
    Journal of Asset Management, 2019, 20, (4), 301-316 Downloads
  3. Does the long-run monetary model hold for Sub-Saharan Africa? A time series and panel-cointegration study
    Research in International Business and Finance, 2019, 47, (C), 279-303 Downloads View citations (14)
  4. Government Spending Patterns and the Real Exchange Rate in Sub‐Saharan Africa
    African Development Review, 2019, 31, (3), 335-347 Downloads
  5. Monetary model of exchange rate determination under floating and non-floating regimes
    China Finance Review International, 2019, 9, (2), 254-283 Downloads View citations (1)
  6. R&D-firm performance nexus: New evidence from NASDAQ listed firms
    The North American Journal of Economics and Finance, 2019, 50, (C) Downloads
  7. The Transfer Problem Surfaces in Sub-Saharan Africa: Net Foreign Assets, Financial Liberalization and Real Exchange Rates
    Review of Economic Analysis, 2019, 11, (3), 325-381 Downloads View citations (1)

2018

  1. External debt and current account adjustments: The role of trade openness
    Cogent Economics & Finance, 2018, 6, (1), 1446247 Downloads View citations (14)
  2. Leverage and firm performance: New evidence on the role of firm size
    The North American Journal of Economics and Finance, 2018, 45, (C), 57-82 Downloads View citations (35)

2017

  1. Optimal Asset Allocation of a Pension Fund: Does The Fear of Regret Matter?
    Journal of Economics Library, 2017, 4, (2), 130-159 Downloads
    See also Working Paper (2016)
  2. Understanding the sources of high current account fluctuations in 5 developed economies
    Turkish Economic Review, 2017, 4, (3), 250-274 Downloads
    See also Working Paper (2015)
  3. Value and Wealth Creation: Stylized Evidence from Nigeria’s Listed Cement Companies
    Africagrowth Agenda, 2017, 14, (4), 12-17 Downloads View citations (12)
 
Page updated 2022-08-06