Browse by Authors

10 July 2010

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

1 April 2015

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

18 October 2015

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

19 November 2016

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

2017

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

15 February 2017

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.

23 August 2018

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

21 October 2018

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

2019

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

3 January 2019

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

23 February 2019

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

February 2020

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

March 2020

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

April 2020

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

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

30 April 2020

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