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Browsing Research Articles (Economics) by Author "Hammed, Yinka S."
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Salisu, Afees A.; Hammed, Yinka S.; Ouattara, Ibrahim Ngananga
(MDPI, 2023-10-06)
Given the renewed interest in Real Estate Investment Trusts (REITs), we are keenly focused
on exploring the possible connection between climate change and return volatility of US equity REITs,
as well as the role of ...
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Salisu, Afees A.; Hammed, Yinka S.
(Elsevier, 2023)
We evaluate the predictive value of the newly constructed six COVID-19 indices for oil market risks from 31st December, 2019 (when COVID-19 started) to 28th December, 2021. We show that, on average, higher values of the ...
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Hammed, Yinka S.; Salisu, Afees A.
(MDPI, 2023-02)
We tested the connection between technology shocks and the efficiency of equity markets
in developed and emerging economies. We augmented the Global Vector Autoregressive (GVAR)
database that covers data on 33 developed ...