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Ismail O. Fasanya

Researcher at University of Ibadan

Publications -  44
Citations -  733

Ismail O. Fasanya is an academic researcher from University of Ibadan. The author has contributed to research in topics: Volatility (finance) & Spillover effect. The author has an hindex of 13, co-authored 27 publications receiving 559 citations. Previous affiliations of Ismail O. Fasanya include University of Agriculture, Faisalabad & Federal University of Agriculture, Abeokuta.

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Modelling oil price volatility with structural breaks

TL;DR: In this paper, Liu et al. analyzed the structural breaks in the data series of WTI and Brent using the two recently developed tests by Narayan and Popp (2010) and Liu and Narayan, 2010, and modified the latter method to include both symmetric and asymmetric volatility models.
Posted Content

Does monetary policy influence economic growth in nigeria

TL;DR: In this paper, the authors examined the impact of monetary policy on economic growth in Nigeria using time-series data covering the range of 1975 to 2010 and explored the effects of stochastic shocks of each of the endogenous variables using Error Correction Model (ECM).
Journal Article

Does foreign aid accelerate economic growth? an empirical analysis for nigeria

TL;DR: In this article, the impact of foreign aid on economic growth in Nigeria during the period of 1970-2010 making use of annual time series data was analyzed using the neo-classical modelling analytical framework and combined several procedures in modern econometric analysis/estimation techniques.
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Modelling the return and volatility spillovers of crude oil and food prices in Nigeria

TL;DR: In this paper, the authors measured the return and volatility spillovers of crude oil and food prices in Nigeria using the Diebold and Yilmaz (2012) approach using the monthly data of food prices and crude oil from January 1 1997 to June 30, 2017.
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Corporate governance and bank performance: a pooled study of selected banks in nigeria

TL;DR: In this paper, the authors examined the impact of corporate governance on bank performance in Nigeria during the period 2005 to 2009 based on a sample of six selected banks listed on the Nigerian Stock Exchange market making use of pooled time series data.