Details about Oyakhilome Ibhagui

Access statistics for papers by Oyakhilome Ibhagui.

Last updated 2023-06-08. Update your information in the RePEc Author Service.

Short-id: pib61

Working Papers

2020

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

2019

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

2018

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

2017

11. 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 View citations (14)
12. 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 View citations (14)

2016

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

2015

14. Development Accounting of Africa’s Largest Economies – Explaining Differences in Income Levels
    MPRA Paper, University Library of Munich, Germany View citations (8)
15. Understanding the Sources of High Current Account Fluctuations in 5 Developed Economies
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article Understanding the sources of high current account fluctuations in 5 developed economies, Turkish Economic Review, KSP Journals (2017) View citations (1) (2017)

2010

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

Journal Articles

2022

1. Technology shocks and covered interest parity deviations in emerging market economies
   Empirical Economics, 2022, 63, (3), 1337-1374 View citations (1)

2021

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

2020

7. Covered interest parity deviations in standard monetary models
   Journal of Economics and Business, 2020, 111, (C) View citations (2)
8. DO FUNDAMENTALS DRIVE RELATIVE VALUATION? EVIDENCE FROM GLOBAL STOCK MARKET INDICES
   Journal of Financial Management, Markets and Institutions (JFMMI), 2020, 08, (02), 1-42
9. Financial Reforms, Capital Investment and Financial Intermediation in China
   South Asian Journal of Macroeconomics and Public Finance, 2020, 9, (1), 58-86 View citations (1)
10. 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 View citations (9)
11. Macroeconomic indicators and capital market performance: Are the links sustainable?
    Cogent Business & Management, 2020, 7, (1), 1792258 View citations (3)
12. The Economic Performance Effects of Capital Flows in OPEC Member Countries
    The Quarterly Review of Economics and Finance, 2020, 75, (C), 67-83 View citations (2)

2019

13. Capital flows and domestic investment: new evidence from OPEC countries
    Journal of Financial Economic Policy, 2019, 11, (4), 505-532 View citations (1)
14. China–Africa stock market linkages and the global financial crisis
    Journal of Asset Management, 2019, 20, (4), 301-316 View citations (3)
15. 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 View citations (15)
16. Government Spending Patterns and the Real Exchange Rate in Sub‐Saharan Africa
    African Development Review, 2019, 31, (3), 335-347
17. R&D-firm performance nexus: New evidence from NASDAQ listed firms
    The North American Journal of Economics and Finance, 2019, 50, (C) View citations (3)
18. 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 View citations (1)

2018

19. External debt and current account adjustments: The role of trade openness
    Cogent Economics & Finance, 2018, 6, (1), 1446247 View citations (16)
20. 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 View citations (75)
21. Monetary model of exchange rate determination under floating and non-floating regimes
    China Finance Review International, 2018, 9, (2), 254-283 View citations (2)

2017

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