M
Mohammed M. Tumala
Researcher at Central Bank of Nigeria
Publications - 17
Citations - 138
Mohammed M. Tumala is an academic researcher from Central Bank of Nigeria. The author has contributed to research in topics: Volatility (finance) & Monetary policy. The author has an hindex of 5, co-authored 14 publications receiving 95 citations.
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Volatility persistence and returns spillovers between oil and gold prices: Analysis before and after the global financial crisis
TL;DR: In this paper, the authors investigated volatility persistence and returns spillovers between oil and gold markets using daily historical data from 1986 to 2015 partitioned into periods before the global crisis and after the crisis.
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Volatility forecasting with the wavelet transformation algorithm GARCH model: Evidence from African stock markets
TL;DR: In this paper, the daily returns of four African countries' stock market indices for the period January 2, 2000, to December 31, 2014, were employed to compare the GARCH(1,1) model and a newly proposed Maximal Overlap Discreet Wavelet Transform (MODWT)-GARCH (1, 1) model.
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Comparison of forecasting performance between MODWT-GARCH(1,1) and MODWT-EGARCH(1,1) models: Evidence from African stock markets
TL;DR: In this article, the authors used the daily returns of four African countries' stock market indices for the period January 2, 2000, to December 31, 2014, and compared the linear Maximal Overlap Discreet Wavelet Transform MODWT-GARCH (1,1) model with the Maximal overlap discreet wavelet Transform-EGARCH model.
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A Text Mining Analysis of Central Bank Monetary Policy Communication in Nigeria
TL;DR: In this paper, the authors employed text-mining techniques to analyse the communication strategy of the Central Bank of Nigeria (CBN) during the period 2004-2019, and examined the readability, sentiments, and topics of the policy documents.
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International monetary policy spillovers to emerging economies in Sub-Saharan Africa: A global VAR analysis
TL;DR: In this paper, the authors trace the transmission of monetary policy shocks from three prominent sources of global financial and trade shocks (US, Europe, and China) to the two largest emerging economies in Sub-Saharan Africa (SSA) (Nigeria and South Africa).