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Oyakhilome Ibhagui

Independent

United States

SCHOLARLY PAPERS

13

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Top 86,727

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1,342

TOTAL CITATIONS
Rank 81,545

SSRN RANKINGS

Top 81,545

in Total Papers Citations

7

Scholarly Papers (13)

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1.

Interconnected Deviations from Covered Interest Parity

Downloads 125 (268,226)

Interconnected Deviations from Covered Interest Parity

Number of pages: 21 Posted: 19 Jun 2024
Daniel Ahelegbey and Oyakhilome Ibhagui
University of Essex - Department of Mathematics and Independent
Downloads 68 (921,129)

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Covered Interest Parity, Cross-currency Basis, Currency Swaps, Interconnectedness, VAR Model.

Interconnected Deviations from Covered Interest Parity

Number of pages: 21 Posted: 02 Feb 2025
Daniel Ahelegbey, Oyakhilome Ibhagui and Florian Gerth
University of Essex - Department of Mathematics, Independent and Asian Institute of Management
Downloads 32 (1,356,108)

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Covered Interest Parity, cross-currency basis, Currency Swaps, Interconnectedness, VAR Model.

Interconnected Deviations from Covered Interest Parity

Number of pages: 21 Posted: 08 Feb 2025
Daniel Ahelegbey, Oyakhilome Ibhagui and Florian Gerth
University of Essex - Department of Mathematics, Independent and Asian Institute of Management
Downloads 25 (1,445,011)

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Covered Interest Parity, cross-currency basis, Currency Swaps, Interconnectedness, VAR Model.

2.

Macro-Derivatives Nexus: New Drivers of Cross-Currency Basis Swap Spreads

Number of pages: 25 Posted: 21 Jun 2019
Oyakhilome Ibhagui
Independent
Downloads 272 (281,617)
Citation 1

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cross-currency basis, inflation differential, economic performance

3.

Interrelations Among Cross-Currency Basis Swap Spreads: Pre-And Post-Crisis Analysis

Downloads 232 (330,287)
Citation 4

Interrelations Among Cross-Currency Basis Swap Spreads: Pre-And Post-Crisis Analysis

Number of pages: 30 Posted: 22 Sep 2018
Oyakhilome Ibhagui
Independent
Downloads 232 (327,972)
Citation 4

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Cross-Currency Basis Swap Spreads, Swap Markets, Pre-and-Post Crisis

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Cross-Currency Basis Swap Spreads, Swap Markets, Pre-and-Post Crisis

4.

CIP Deviations in Emerging Market Economies

Number of pages: 45 Posted: 07 Jul 2020
Sevgi Coskun and Oyakhilome Ibhagui
Ardahan University and Independent
Downloads 163 (461,984)
Citation 1

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covered interest parity; technology shocks; financial shocks

5.

The Dollar and Deviations from Covered Interest Parity Revisited: New Insights from Dynamic Comovements

Number of pages: 28 Posted: 28 Jan 2020 Last Revised: 07 Aug 2020
Komla Agudze, Oyakhilome Ibhagui and Bolarinwa Thompson
Independent, Independent and Independent
Downloads 120 (604,538)

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Dollar, cross-currency basis swap spreads, rolling correlations

6.

Inflation Differential as a Driver of Cross-Currency Basis Swap Spreads

Number of pages: 38 Posted: 20 Jul 2020
Oyakhilome Ibhagui
Independent
Downloads 117 (613,149)
Citation 1

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7.

Sovereign Risk, Cross-Currency Basis and Equity Markets: A Cross-Market Dynamic Interaction

Number of pages: 61 Posted: 06 Feb 2020
Oyakhilome Ibhagui
Independent
Downloads 90 (759,537)

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Credit Derivatives, Dollar Funding Shortages, Credit Default and Cross-Currency Swaps, Equities Performance, Dynamic Interdependence

8.

China-Africa Stock Market Linkages and the Global Financial Crisis

Number of pages: 31 Posted: 05 Jun 2020
Beini Guo and Oyakhilome Ibhagui
affiliation not provided to SSRN and Independent
Downloads 81 (803,225)

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9.

Broad Dollar Shocks and Economic Activity in Trade-Heavy Countries: The Role of Government Size

Number of pages: 41 Posted: 28 May 2020
Oyakhilome Ibhagui and Favour Olarewaju
Independent and affiliation not provided to SSRN
Downloads 57 (1,000,027)

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Dollar Shocks, Economic Growth, Government Expenditure, Trade-heavy Countries

10.

Oil Price Dynamics and Currency-Hedging Behavior: Out-of-sample Appendix

Number of pages: 4 Posted: 07 May 2020
Komla Agudze and Oyakhilome Ibhagui
Independent and Independent
Downloads 45 (1,133,231)

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11.

Tariffs as Safe-Haven Demand Shocks: Why Protectionism Can Be Disinflationary

Number of pages: 37 Posted: 12 Dec 2025 Last Revised: 01 Jun 2026
Oyakhilome Ibhagui
Independent
Downloads 40 (1,236,159)

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Tariff, Inflation, Demand, Deglobalization, Risk Premium, Safe-asset Premium

12.

K.

Posted: 10 Mar 2020
Oyakhilome Ibhagui and Komla Agudze
Independent and Independent

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Oil

13.

Inflation and Foreign Direct Investment in Developed and Developing Economies

Posted: 04 Feb 2020
Oyakhilome Ibhagui
Independent

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Inflation; foreign direct investment; industrialized and non-industrialized countries