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Abdulmuttolib Salako

University of California, Berkeley - Finance Group

Haas School of Business

545 Student Services Building

Berkeley, CA 94720

United States

SCHOLARLY PAPERS

2

DOWNLOADS

471

TOTAL CITATIONS

0

Scholarly Papers (2)

1.

A New Testable Theory on Deviations from Covered Interest Rate Parity

Number of pages: 30 Posted: 13 Dec 2024
Abdulmuttolib Salako
University of California, Berkeley - Finance Group
Downloads 348 (217,753)

Abstract:

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FX derivatives, arbitrage, CIP deviations, cross-currency swaps, credit spreads JEL Codes: C32, C5, F3, F4, G15

2.

Dynamic Spillovers Among Dirty Energy Market and Stocks of Leading Emitters of Carbon: Evidence from the Novel Quantile Time-Frequency Approach

Number of pages: 45 Posted: 21 Mar 2024
Abeokuta Federal University of Agriculture (UNAAB) - Department of Economics, Western Michigan University, University of Missouri, University of Maine and University of California, Berkeley - Finance Group
Downloads 123 (584,619)

Abstract:

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Energy markets, stocks market, Quantile connectedness, Time-Frequency connectedness