OLAOLUWA SIMON YAYA
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OLAOLUWA |
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SIMON |
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YAYA |
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Affiliations
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Centre for Econometrics and Applied Research (weight: 94%)
Research profile
author of:
- Is there Convergence between the Brics and International Securitized Property Markets? (RePEc:afr:wpaper:afres2018_113)
by O. Akinsomi & Y. Coskun & L. A. Gil-Alana & O. S. Yaya - Time Series Analysis of the Behaviour of Import and Export of Agricultural and Non-Agricultural Goods in West Africa: A Case Study of Nigeria (RePEc:ags:aolpei:276109)
by Awe, O. O. & Akinlana, D. M. & Yaya, O. S. & Aromolaran, O. - Market Efficiency and Volatility Persistence of Green Investments Before and During the COVID-19 Pandemic (RePEc:ayb:jrnael:86)
by OlaOluwa Yaya & Rafiu Akano & Oluwasegun Adekoya - Testing Day-Of-The-Week Persistence and Seasonality in Spanish Electricity Energy Prices (RePEc:ayb:jrnerl:99)
by OlaOluwa Yaya - African stock markets’ connectedness: Quantile VAR approach (RePEc:bdy:modfin:v:2:y:2024:i:1:p:51-68:id:70)
by OlaOluwa Yaya & Olayinka Adenikinju & Hammed A. Olayinka - A New Unit Root Test for Unemployment Hysteresis Based on the Autoregressive Neural Network (RePEc:bla:obuest:v:83:y:2021:i:4:p:960-981)
by OlaOluwa S. Yaya & Ahamuefula E. Ogbonna & Fumitaka Furuoka & Luis A. Gil‐Alana - Time series analysis of volatility in the petroleum pricing markets: the persistence, asymmetry and jumps in the returns series (RePEc:bla:opecrv:v:40:y:2016:i:3:p:235-262)
by Olusanya E. Olubusoye & OlaOluwa S. Yaya - Testing for Persistence in German Green and Brown Stock Market Indices (RePEc:ces:ceswps:_11207)
by Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Sakiru A. Solarin & OlaOluwa S. Yaya - Modelling Persistence and Non-Linearities in the US Treasury 10-Year Bond Yields (RePEc:ces:ceswps:_9554)
by Guglielmo Maria Caporale & Luis A. Gil-Alana & OlaOluwa Simon Yaya - Can West African countries catch up with Nigeria? Evidence from smooth nonlinearity method in fractional unit root framework (RePEc:cii:cepiie:2019-q2-158-5)
by OlaOluwa S.Yaya & Pui Kiew Ling & Fumitaka Furuoka & Chinyere Mary Rose Ezeoke & Ray Ikechukwu Jacob - Investigating Asian regional income convergence using Fourier Unit Root test with Break (RePEc:cii:cepiie:2020-q1-161-9)
by OlaOluwa S. Yaya & Fumitaka Furuoka & Kiew Ling Pui & Ray Ikechukwu Jacob & Chinyere M. Ezeoke - Modeling persistence and non-linearities in the US treasury 10-year bond yields (RePEc:ebl:ecbull:eb-22-00161)
by Guglielmo Maria Caporale & Luis A Gil-Alana & Olaoluwa Simon Yaya - The persistence and asymmetric volatility in the Nigerian stock bull and bear markets (RePEc:eee:ecmode:v:38:y:2014:i:c:p:463-469)
by Yaya, OlaOluwa S. & Gil-Alana, Luis A. - The relationship between oil prices and the Nigerian stock market. An analysis based on fractional integration and cointegration (RePEc:eee:eneeco:v:46:y:2014:i:c:p:328-333)
by Gil-Alana, Luis A. & Yaya, OlaOluwa S. - Testing fractional persistence and non-linearities in the natural gas market: An application of non-linear deterministic terms based on Chebyshev polynomials in time (RePEc:eee:eneeco:v:52:y:2015:i:pa:p:240-245)
by Yaya, OlaOluwa Simon & Gil-Alana, Luis Alberiko & Carcel, Hector - Time series analysis of persistence in crude oil price volatility across bull and bear regimes (RePEc:eee:energy:v:109:y:2016:i:c:p:29-37)
by Gil-Alana, Luis A. & Gupta, Rangan & Olubusoye, Olusanya E. & Yaya, OlaOluwa S. - Re-validating the Phillips Curve hypothesis in Africa and the role of oil prices: A mixed-frequency approach (RePEc:eee:energy:v:303:y:2024:i:c:s0360544224016359)
by Ogbonna, Ahamuefula E. & Farag, Markos & Akintande, Olalekan J. & Yaya, OlaOluwa S. & Olubusoye, Olusanya E. - Stock market prices and Dividends in the US: Bubbles or Long-run equilibria relationships? (RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002515)
by Dettoni, Robinson & Gil-Alana, Luis A. & Yaya, OlaOluwa S. - Can West African countries catch up with Nigeria? Evidence from smooth nonlinearity method in fractional unit root framework (RePEc:eee:inteco:v:158:y:2019:i:c:p:51-63)
by Yaya, OlaOluwa S. & Ling, Pui Kiew & Furuoka, Fumitaka & Rose Ezeoke, Chinyere Mary & Jacob, Ray Ikechukwu - Investigating Asian regional income convergence using Fourier Unit Root test with Break (RePEc:eee:inteco:v:161:y:2020:i:c:p:120-129)
by Yaya, OlaOluwa S. & Furuoka, Fumitaka & Pui, Kiew Ling & Jacob, Ray Ikechukwu & Ezeoke, Chinyere M. - On the persistence and volatility in European, American and Asian stocks bull and bear markets (RePEc:eee:jimfin:v:40:y:2014:i:c:p:149-162)
by Gil-Alana, Luis A. & Shittu, Olanrewaju I. & Yaya, OlaOluwa S. - Volatility persistence and returns spillovers between oil and gold prices: Analysis before and after the global financial crisis (RePEc:eee:jrpoli:v:49:y:2016:i:c:p:273-281)
by Yaya, OlaOluwa S. & Tumala, Mohammed M. & Udomboso, Christopher G. - Time series analysis of co-movements in the prices of gold and oil: Fractional cointegration approach (RePEc:eee:jrpoli:v:53:y:2017:i:c:p:117-124)
by Gil-Alana, Luis A. & Yaya, OlaOluwa S. & Awe, Olushina O. - Gold and silver prices, their stocks and market fear gauges: Testing fractional cointegration using a robust approach (RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000623)
by Yaya, OlaOluwa S. & Vo, Xuan Vinh & Olayinka, Hammed A. - How fearful are commodities and US stocks in response to global fear? Persistence and cointegration analyses (RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721002841)
by Yaya, OlaOluwa S. & Gil-Alana, Luis A. & Adekoya, Oluwasegun B. & Vo, Xuan Vinh - Does oil connect differently with prominent assets during war? Analysis of intra-day data during the Russia-Ukraine saga (RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001763)
by Adekoya, Oluwasegun B. & Oliyide, Johnson A. & Yaya, OlaOluwa S. & Al-Faryan, Mamdouh Abdulaziz Saleh - Oil shocks and volatility of green investments: GARCH-MIDAS analyses (RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722002379)
by Yaya, OlaOluwa S. & Ogbonna, Ahamuefula E. & Vo, Xuan Vinh - Persistence and volatility spillovers of bitcoin price to gold and silver prices (RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004548)
by Yaya, OlaOluwa S. & Lukman, Adewale F. & Vo, Xuan Vinh - Time-variation between metal commodities and oil, and the impact of oil shocks: GARCH-MIDAS and DCC-MIDAS analyses (RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004792)
by Yaya, OlaOluwa S. & Ogbonna, Ahamuefula E. & Adesina, Oluwaseun A. & Alobaloke, Kafayat A. & Vo, Xuan Vinh - Transmission of risks between energy and agricultural commodities: Frequency time-varying VAR, asymmetry and portfolio management (RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000478)
by Furuoka, Fumitaka & Yaya, OlaOluwa Simon & Ling, Pui Kiew & Al-Faryan, Mamdouh Abdulaziz Saleh & Islam, M. Nazmul - Global temperatures and sunspot numbers. Are they related? (RePEc:eee:phsmap:v:396:y:2014:i:c:p:42-50)
by Gil-Alana, Luis A. & Yaya, OlaOluwa S. & Shittu, Olanrewaju I. - Market efficiency of Baltic stock markets: A fractional integration approach (RePEc:eee:phsmap:v:511:y:2018:i:c:p:251-262)
by Gil-Alana, Luis A. & Gupta, Rangan & Shittu, Olanrewaju I. & Yaya, OlaOluwa S. - How persistent and dynamic inter-dependent are pricing of Bitcoin to other cryptocurrencies before and after 2017/18 crash? (RePEc:eee:phsmap:v:531:y:2019:i:c:s0378437119309902)
by Yaya, OlaOluwa S. & Ogbonna, Ahamuefula E. & Olubusoye, Olusanya E. - How do stocks in BRICS co-move with real estate stocks? (RePEc:eee:reveco:v:69:y:2020:i:c:p:93-101)
by Gil-Alana, Luis A. & Yaya, OlaOluwa S. & Akinsomi, Omokolade & Coskun, Yener - Growth and growth disparities in Africa: Are differences in renewable energy use, technological advancement, and institutional reforms responsible? (RePEc:eee:streco:v:61:y:2022:i:c:p:265-277)
by Adekoya, Oluwasegun B. & Yaya, OlaOluwa S. & Oliyide, Johnson A. & Posu, Sunday M.A. - Unknown item RePEc:exl:29stat:v:19:y:2018:i:3:p:477-493 (article)
- Unknown item RePEc:exl:29stat:v:20:y:2019:i:3:p:119-132 (article)
- Unknown item RePEc:exl:29stat:v:22:y:2021:i:1:p:75-88 (article)
- The global financial crisis: Testing For Fractional Cointegration Between The Us And Nigerian Stock Markets (RePEc:jda:journl:vol.51:year:2017:issue4:pp:29-47)
by OlaOluwa Simon Yaya & Luis Alberiko Gil-Alana & Olusanya Elisa Olubusoye - Assessing Market Efficiency And Volatility Of Exchange Rates in South Africa and United Kingdom: Analysis Using Hurst Exponent (RePEc:jda:journl:vol.53:year:2019:issue2:pp:126-145)
by OlaOluwa S. Yaya & Lukman Saka & Olawale B. Akanbi - Economic policy uncertainty in G7 countries: evidence of long-range dependence and cointegration (RePEc:kap:ecopln:v:54:y:2021:i:2:d:10.1007_s10644-020-09288-3)
by OlaOluwa S. Yaya & Nurudeen Abu & Tayo P. Ogundunmade - Dynamic connectedness of economic policy uncertainty in G7 countries and the influence of the USA and UK on non-G7 countries (RePEc:kap:ecopln:v:57:y:2024:i:2:d:10.1007_s10644-024-09658-1)
by OlaOluwa S. Yaya & Hammed A. Olayinka & Ahamuefula E. Ogbonna & Mamdouh Abdulaziz Saleh Al-Faryan & Xuan Vinh Vo - Modelling Long-Range Dependence and Non-linearity in the Infant Mortality Rates of African Countries (RePEc:kap:iaecre:v:26:y:2020:i:3:d:10.1007_s11294-020-09796-y)
by OlaOluwa Simon Yaya & Luis Alberiko Gil-Alana - Long memory, strcutural breaks and mean shifts in the inflation rates in Nigeria (RePEc:nva:unnvaa:wp04-2011)
by Luis Alberiko Gil-Alaña & Olanrewaju L. Shittu & OlaOluwa S. Yaya - The Relationship Between Oil Prices and the Nigerian Stock Market, an Analysis Based on Fractional Integration and Cointegration (RePEc:nva:unnvaa:wp04-2014)
by Luis A. Gil-Alana & OlaOluwa Simon Yaya - Fractional integration and asymmetric volatility in european, asian and american bull and bear markets. Applications to high frequency stock data (RePEc:nva:unnvaa:wp07-2015)
by Luis Alberiko & OlaOluwa S. Yaya & Olarenwaju I. Shittu - On the persistence and volatility in European, American and Asian stocks bull and bear markets (RePEc:nva:unnvaa:wp12-2013)
by Luis Alberiko Gil-Alaña & Olanrewaju L. Shittu & OlaOluwa S. Yaya - Modelling Cryptocurrency High-Low Prices using Fractional Cointegrating VAR (RePEc:pra:mprapa:102190)
by Yaya, OaOluwa S & Vo, Xuan Vinh & Ogbonna, Ahamuefula E & Adewuyi, Adeolu O - Life Expectancy in West African Countries: Evidence of Convergence and Catching Up with the North (RePEc:pra:mprapa:102873)
by Yaya, OlaOluwa S & Oyekunrin, Oluwaseun A & Ogbonna, Ahamuefula E - Household Expenditure In Africa: Evidence Of Mean Reversion (RePEc:pra:mprapa:102876)
by Yaya, OlaOluwa S & Olalude, Gbenga A & Olayinka, Hameed A & Jimoh, Toheeb A & Adebiyi, Aliu A - Long-range dependence and Trends in Nigerian Popular Music Artists’ Famosity-“Davido”, “Burna Boy”, “Tiwa Savage” and “Wizkid”: Evidence from Google Trends (RePEc:pra:mprapa:104445)
by Yaya, OlaOluwa S & Ajose, Toyin S & Ogbonna, Ahamuefua E - Testing Fractional Persistence and Nonlinearity in Infant Mortality Rates of Asia Countries (RePEc:pra:mprapa:109368)
by Yaya, OlaOluwa S & Adekoya, Oluwasegun B. & Babatunde, Oluwagbenga T. - Testing Fractional Persistence and Nonlinearity in Infant Mortality Rates of Asia Countries (RePEc:pra:mprapa:109370)
by Yaya, OlaOluwa S & Adekoya, Oluwasegun B. & Babatunde, Oluwagbenga T. - Convergence among themselves and Middle-income trap of South-East Asian Nations: Findings from a New approach (RePEc:pra:mprapa:109372)
by Yaya, OlaOluwa S & Vo, Xuan Vinh & Adekoya, Oluwasegun B. - Comparative Analysis of Market Efficiency and Volatility of Energy Prices Before and During COVID-19 Pandemic Periods (RePEc:pra:mprapa:109825)
by Alaba, Oluwayemisi O. & Ojo, Oluwadare O. & Yaya, OlaOluwa S & Abu, Nurudeen & Ajobo, Saheed A. - Stock Market Responses to COVID-19: Mean Reversion, Dependence and Persistence Behaviours (RePEc:pra:mprapa:109827)
by Coskun, Yener & Akinsomi, Omokolade & Gil-Alana, Luis A. & Yaya, OlaOIuwa S. - Market Efficiency of Asian Stocks: Evidence based on Narayan-Liu-Westerlund GARCH-based Unit root test (RePEc:pra:mprapa:109828)
by Yaya, OlaOluwa S. & Vo, Xuan Vinh & Adekoya, Oluwasegun B. - How fearful are Commodities and US stocks in response to Global fear? Persistence and Cointegration analyses (RePEc:pra:mprapa:109829)
by Yaya, OlaOluwa S. & Gil-Alana, Luis A. & Adekoya, Oluwasegun B. & Vo, Xuan Vinh - Gold and Silver prices, their stocks and market fear gauges: Testing fractional cointegration using a robust approach (RePEc:pra:mprapa:109830)
by Yaya, OlaOluwa S & Vo, Xuan Vinh & Olayinka, Hammed Abiola - Unemployment Hysteresis in Middle East and North Africa Countries: Panel SUR-based Unit root test with a Fourier function (RePEc:pra:mprapa:109831)
by Awolaja, Oladapo G. & Yaya, OlaOluwa S & Vo, Xuan Vinh & Ogbonna, Ahamuefula & Joseph, Solomon O. - Energy Pricing during the COVID-19 Pandemic: Predictive Information-Based Uncertainty Indexes with Machine Learning Algorithm (RePEc:pra:mprapa:109838)
by Olubusoye, Olusanya E & Akintande, Olalekan J. & Yaya, OlaOluwa S. & Ogbonna, Ahamuefula & Adenikinju, Adeola F. - An Information-Based Index of Uncertainty and the predictability of Energy Prices (RePEc:pra:mprapa:109839)
by Olubusoye, Olusanya E & Yaya, OlaOluwa S. & Ogbonna, Ahamuefula - Testing day-of-the-week persistence and seasonality in Spanish Electricity Energy prices (RePEc:pra:mprapa:112652)
by Yaya, OlaOluwa S. & Vo, Xuan Vinh - Market efficiency and Volatility persistence of green investments before and during COVID-19 pandemic (RePEc:pra:mprapa:113706)
by Yaya, OlaOluwa S & Akano, Rafiu O & Adekoya, Oluwasegun B. - Oil shocks and volatility of green investments: GARCH-MIDAS analyses (RePEc:pra:mprapa:113707)
by Yaya, OlaOluwa S & Ogbonna, Ahamuefula & Vo, Xuan Vinh - Persistence and Volatility Spillovers of Bitcoin price to Gold and Silver prices (RePEc:pra:mprapa:114521)
by Yaya, OlaOluwa A & Lukman, Adewale F. & Vo, Xuan Vinh - Time-variation between metal commodities and oil, and the impact of oil shocks: GARCH-MIDAS and DCC-MIDAS analyses (RePEc:pra:mprapa:114689)
by Yaya, OlaOluwa S. & Ogbonna, Ahamuefula E. & Adesina, Ayobami O. & Alobaloke, Kafayat & Vo, Xuan Vinh - Stock Market Responses to COVID-19: The Behaviors of Mean Reversion, Dependence and Persistence (RePEc:pra:mprapa:117002)
by Yener, Coskun & Akinsomi, Omokolade & Gil-Alana, Luis A. & Yaya, OlaOluwa S - Transmission of risks between energy and agricultural commodities: Frequency time-varying VAR, asymmetry and portfolio management (RePEc:pra:mprapa:117003)
by Furuoka, Fumitaka & Yaya, OlaOluwa S & Ling, Piu Kiew & Al-Faryan, Mamdouh Abdulaziz Saleh & Islam, M. Nazmul - Rural and Urban price inflation components in Nigeria: Persistence, Connectedness and Spillovers (RePEc:pra:mprapa:121106)
by Yaya, OlaOluwa S. & Olayinka, Hammed Abiola & Adebiyi, Aliu A & Atoi, Ngozi Victor & Olugu, Mercy U. & Akinkunmi, Wasiu B. - Modelling Long Range Dependence and Non-linearity in the Infant Mortality Rates of Africa Countries (RePEc:pra:mprapa:88752)
by Yaya, OlaOluwa A & Gil-Alana, Luis A. - How do Stocks in BRICS co-move with REITs? (RePEc:pra:mprapa:88753)
by Gil-Alana, Luis A. & Yaya, OlaOluwa S - Forecasting Nigerian Inflation using Model Averaging methods: Modelling Frameworks to Central Banks (RePEc:pra:mprapa:88754)
by Tumala, Mohammed M & Olubusoye, Olusanya E & Yaaba, Baba N & Yaya, OlaOluwa S & Akanbi, Olawale B - Is there convergence between the BRICS and International REIT Markets? (RePEc:pra:mprapa:88756)
by Akinsomi, Omokolade & Coskun, Yener & Gil-Alana, Luis A. & Yaya, OlaOluwa S - GDP Per Capita in Africa before the Global Financial Crisis: Persistence, Mean Reversion and Long Memory Features (RePEc:pra:mprapa:88758)
by Gil-Alana, Luis A. & Yaya, OlaOluwa S & Shittu, Olanrewaju I - On the Impact of Inflation and Exchange Rate on Conditional Stock Market Volatility: A Re-Assessment (RePEc:pra:mprapa:88759)
by Yaya, OlaOluwa S & Shittu, Olanrewaju I - Investigating Structural break-GARCH-based Unit root test in US exchange rates (RePEc:pra:mprapa:88768)
by Yaya, OlaOluwa S & Akinlana, Damola M & Ogbonna, Ahamuefula E - Another Look at the Stationarity of Inflation rates in OECD countries: Application of Structural break-GARCH-based unit root tests (RePEc:pra:mprapa:88769)
by Yaya, OlaOluwa S - Investigating Predictors of Inflation in Nigeria: BMA and WALS Techniques (RePEc:pra:mprapa:88773)
by Tumala, Mohammed M & Olubusoye, Olusanya E & Yaaba, Baba N & Yaya, OlaOluwa S & Akanbi, Olawale B - Determinants of Desired and Actual Number of Children and the Risk of having more than Two Children in Ghana and Nigeria (RePEc:pra:mprapa:88824)
by Yaya, OlaOluwa S & Osanyintupin, Olawale D - Social Structure and Variation in the Family Formation Process: The Case of Age at First Marriage and Duration between First Marriage and First Birth in selected sub-Saharan African Countries (RePEc:pra:mprapa:88825)
by Yaya, OlaOluwa S & Amoateng, Acheampong Y - Testing Fractional Unit Roots with Non-linear Smooth Break Approximations using Fourier functions (RePEc:pra:mprapa:90516)
by Gil-Alana, Luis A. & Yaya, OlaOluwa S - Can Western African countries catch up with Nigeria? Evidence from Smooth Nonlinearity method in Fractional Unit root framework (RePEc:pra:mprapa:90517)
by Yaya, OlaOluwa S & Ling, Pui Kiew & Furuoka, Fumitaka & Ezeoke, Chinyere Mary Rose & Jacob, Ray Ikechukwu - High and Low Intraday Commodity Prices: A Fractional Integration and Cointegration Approach (RePEc:pra:mprapa:90518)
by Yaya, OlaOluwa S & Gil-Alana, Luis A. - Modelling crude oil-petroleum products’ price nexus using dynamic conditional correlation GARCH models (RePEc:pra:mprapa:91227)
by Yaya, OlaOluwa & Ogbonna, Ahamuefula - How Persistent and Dependent are Pricing of Bitcoin to other Cryptocurrencies Before and After 2017/18 Crash? (RePEc:pra:mprapa:91253)
by Yaya, OlaOluwa S & Ogbonna, Ephraim A & Olubusoye, Olusanya E - Do we Experience Day-of-the-week Effects in Returns and Volatility of Cryptocurrency? (RePEc:pra:mprapa:91429)
by Yaya, OlaOluwa S & Ogbonna, Ephraim A - Market Efficiency and Volatility Persistence of Cryptocurrency during Pre- and Post-Crash Periods of Bitcoin: Evidence based on Fractional Integration (RePEc:pra:mprapa:91450)
by Yaya, OlaOluwa S & Ogbonna, Ephraim A & Mudida, Robert - Are inflation rates in OECD countries actually stationary during 2011-2018? Evidence based on Fourier Nonlinear Unit root tests with Break (RePEc:pra:mprapa:93937)
by Yaya, OlaOluwa S & Ogbonna, Ahamuefula & Atoi, Ngozi V - Hysteresis of Unemployment Rates in Africa: New Findings from Fourier ADF test (RePEc:pra:mprapa:93939)
by Yaya, OlaOluwa S & Ogbonna, Ahamuefula & Mudida, Robert - Influence of US Presidential Terms on S&P500 Index Using a Time Series Analysis Approach (RePEc:pra:mprapa:93941)
by Gil-Alana, Luis A. & Mudida, Robert & Yaya, OlaOluwa S & Osuolale, Kazeem & Ogbonna, Ephraim A - A new unit root analysis for testing hysteresis in unemployment (RePEc:pra:mprapa:96621)
by Yaya, OlaOluwa S & Ogbonna, Ephraim A & Furuoka, Fumitaka & Gil-Alana, Luis A. - Growth Slowdowns and Middle-Income Trap: Evidence from New Unit Root Framework (RePEc:pra:mprapa:98672)
by Furuoka, Fumitaka & Pui, Kiew Ling & Ezeoke, Chinyere Mary Rose & Jacob, Ray Ikechukwu & Yaya, OlaOluwa S - The Persistence of Stock Market Returns during the Presidential elections in Nigeria (RePEc:pra:mprapa:99390)
by Yaya, OlaOluwa S & Adekoya, Oluwasegun B. & Adesiyan, Femi - Does Sunspot Numbers Cause Global Temperatures? Evidence from a Frequency Domain Causality Test (RePEc:pre:wpaper:201382)
by Rangan Gupta & Luis A. Gil-Alana & OlaOluwa S. Yaya - Time Series Analysis of Persistence in Crude Oil Price Volatility across Bull and Bear Regimes (RePEc:pre:wpaper:201580)
by Luis A. Gil-Alana & Rangan Gupta & Olusanya E. Olubusoye & OlaOluwa S. Yaya - Market Efficiency of Baltic Stock Markets: A Fractional Integration Approach (RePEc:pre:wpaper:201617)
by Luis A. Gil-Alana & Rangan Gupta & Olanrewaju I. Shittu & OlaOluwa S. Yaya - A new fractional integration approach based on neural network nonlinearity with an application to testing unemployment hysteresis (RePEc:spr:empeco:v:66:y:2024:i:6:d:10.1007_s00181-023-02540-5)
by Fumitaka Furuoka & Luis A. Gil-Alana & OlaOluwa S. Yaya & Elayaraja Aruchunan & Ahamuefula E. Ogbonna - Under-5 Mortality Rates in G7 Countries: Analysis of Fractional Persistence, Structural Breaks and Nonlinear Time Trends (RePEc:spr:eurpop:v:35:y:2019:i:4:d:10.1007_s10680-018-9499-8)
by OlaOluwa S. Yaya & Luis A. Gil-Alana & Acheampong Y. Amoateng - Hysteresis of unemployment rates in Africa: new findings from Fourier ADF test (RePEc:spr:qualqt:v:53:y:2019:i:6:d:10.1007_s11135-019-00894-6)
by OlaOluwa S. Yaya & Ahamuefula E. Ogbonna & Robert Mudida - Do sunspot numbers cause global temperatures? Evidence from a frequency domain causality test (RePEc:taf:applec:v:47:y:2015:i:8:p:798-808)
by Rangan Gupta & Luis A. Gil-Alana & Olaoluwa S. Yaya - Tail risk dependence, co-movement and predictability between green bond and green stocks (RePEc:taf:applec:v:55:y:2023:i:2:p:201-222)
by Aviral Kumar Tiwari & Emmanuel Joel Aikins Abakah & OlaOluwa Simon Yaya & Kingsley Opoku Appiah - Testing fractional unit roots with non-linear smooth break approximations using Fourier functions (RePEc:taf:japsta:v:48:y:2021:i:13-15:p:2542-2559)
by Luis A. Gil-Alana & OlaOluwa S. Yaya - Is There Convergence Between BRICS Listed Property Stocks and International REITs? (RePEc:taf:repmxx:v:27:y:2021:i:1:p:29-42)
by Omokolade Akinsomi & Yener Coskun & Luis A. Gil-Alana & OlaOluwa S. Yaya - Unemployment hysteresis in Middle East and North Africa countries: panel SUR-based unit root test with a Fourier function (RePEc:taf:rmdjxx:v:13:y:2021:i:2:p:318-334)
by Oladapo Gbenga Awolaja & OlaOluwa Simon Yaya & Ahamuefula Ephraim Ogbonna & Solomon Onuche Joseph & Xuan Vinh Vo - Another Look At The Stationarity Of Inflation Rates In Oecd Countries: Application Of Structural Break-Garch-Based Unit Root Tests (RePEc:vrs:stintr:v:19:y:2018:i:3:p:477-493:n:6)
by Yaya OlaOluwa S. - Cpi Inflation In Africa: Fractional Persistence, Mean Reversion And Nonlinearity (RePEc:vrs:stintr:v:20:y:2019:i:3:p:119-132:n:2)
by Yaya O. S. & Akintande O. J. & Ogbonna A. E. & Adegoke H. M. - Life expectancy in West African countries: Evidence of convergence and catching up with the north (RePEc:vrs:stintr:v:22:y:2021:i:1:p:75-88:n:6)
by Yaya OlaOluwa S. & Otekunrin Oluwaseun A. & Ogbonna Ahamuefula E. - Testing unit roots, structural breaks and linearity in the inflation rates of the G7 countries with fractional dependence techniques (RePEc:wly:apsmbi:v:32:y:2016:i:5:p:711-724)
by Luis A. Gil‐Alana & OlaOluwa S. Yaya & Enitan A. Solademi - Fractional Integration and Asymmetric Volatility in European, American and Asian Bull and Bear Markets: Application to High‐frequency Stock Data (RePEc:wly:ijfiec:v:20:y:2015:i:3:p:276-290)
by Ola Oluwa S. Yaya & Luis A. Gil‐Alana & Olanrewaju I. Shittu - Market efficiency and volatility persistence of cryptocurrency during pre‐ and post‐crash periods of Bitcoin: Evidence based on fractional integration (RePEc:wly:ijfiec:v:26:y:2021:i:1:p:1318-1335)
by OlaOluwa S. Yaya & Ahamuefula E. Ogbonna & Robert Mudida & Nuruddeen Abu - Mapping US presidential terms with S&P500 index: Time series analysis approach (RePEc:wly:ijfiec:v:26:y:2021:i:2:p:1938-1954)
by Luis A. Gil‐Alana & Robert Mudida & OlaOluwa S. Yaya & Kazeem A. Osuolale & Ahamuefula E. Ogbonna - Modelling cryptocurrency high–low prices using fractional cointegrating VAR (RePEc:wly:ijfiec:v:27:y:2022:i:1:p:489-505)
by OlaOluwa S. Yaya & Xuan Vinh Vo & Ahamuefula E. Ogbonna & Adeolu O. Adewuyi - Stock Market Efficiency in Asia: Evidence from the Narayan–Liu–Westerlund's GARCH‐based unit root test (RePEc:wly:ijfiec:v:29:y:2024:i:1:p:91-101)
by OlaOluwa S. Yaya & Oluwasegun B. Adekoya & Xuan Vinh Vo & Mamdouh Abdulaziz Saleh Al‐Faryan - Growth Slowdowns And Middle-Income Trap: Evidence From New Unit Root Framework (RePEc:wsi:serxxx:v:69:y:2024:i:01:n:s0217590820500083)
by Fumitaka Furuoka & Kiew Ling Pui & Chinyere Ezeoke & Ray I. Jacob & Olaoluwa S. Yaya