Browse by Authors

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Ibhagui, Oyakhilome (2016): Optimal Asset Allocation of a Pension Fund: Does The Fear of Regret Matter?

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Ibhagui, Oyakhilome (2015): Understanding the Sources of High Current Account Fluctuations in 5 Developed Economies.

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Ibhagui, Oyakhilome (2017): Linking Fiscal Policy and External Competitiveness in Sub-Saharan Africa – Does Government Spending Drive The Real Exchange Rate in Sub-Saharan Africa.

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Ibhagui, Oyakhilome (2017): How Does Foreign Direct Investment Affect Growth in Sub-Saharan Africa? New Evidence from Non-threshold and Threshold Analysis.

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Ibhagui, Oyakhilome (2018): Interrelations among cross-currency basis swap spreads: Pre-and post-crisis analysis.

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Ibhagui, Oyakhilome (2015): Development Accounting of Africa’s Largest Economies – Explaining Differences in Income Levels.

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Ibhagui, Oyakhilome (2018): The Monetary Model of CIP Deviations.

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Ibhagui, Oyakhilome (2019): Eurozone Real Output and Covered Interest Parity Deviations: Can Stronger Real Output Lessen the Deviations?

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Ibhagui, Oyakhilome (2019): Wider Covered Interest Parity Deviations and Lower Stock Returns: Evidence from the Eurozone.

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Ibhagui, Oyakhilome (2010): Application of teh Kalman Filter to Interest Rate Modelling. Published in: Essays towards the AIMS Postgraduate Diploma 2009-10

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Ibhagui, Oyakhilome (2019): Explaining Differences in Income Levels of Africa’s Largest Economies – A Development Accounting Perspective.

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Ibhagui, Oyakhilome and Olarewaju, Favour (2020): Broad Dollar Shocks and Economic Activity in Trade-Heavy Countries: The Role of Government Size.

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Ibhagui, Oyakhilome (2020): Sovereign Risk, Cross-Currency Basis and Equity Markets: A Cross-Market Dynamic Interaction. Published in:

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Ibhagui, Oyakhilome (2020): Inflation Differential as a Driver of Cross-currency Basis Swap Spreads.

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Agudze, Komla and Ibhagui, Oyakhilome (2020): Oil Price Dynamics and Currency-Hedging Behavior.

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Agudze, Komla and Ibhagui, Oyakhilome (2020): Oil Price Dynamics and Currency-Hedging Behavior: Out-of-sample Appendix.