Effect of Bitcoin spot and derivative trading volumes on price volatility
Volatility of capital inflows, economic growth and financial development in Sub-Saharan Africa
Essays on finance and international trade in Sub-Saharan Africa
Determinants and macro-volatility impact of international capital flows in selected sub-saharan African countries
Opportunity costs of trade-related capacity development in Sub-Saharan Africa
Firm-specific Characteristics and Microcredit Pricing: Evidence from Sub-Saharan Africa
Africa's recent oil boom : are the same mistakes being made again? Investigating the effect of the recent surge in oil prices upon the prospects of long term development in Sub-Saharan Africa
MANUFACTURING AMID ECONOMIC VOLATILITY: THE ROLE OF OIL PRICES, EXCHANGE RATE, AND SUPPLY CHAIN DISRUPTIONS IN NIGERIA
Option pricing with non-constant volatility
Pricing options under stochastic volatility
Volatility persistence and returns spillovers between oil and gold Prices: analysis before and after the global financial crisis
Pricing with Bivariate Unspanned Stochastic Volatility Models
Option Pricing models with Stochastic Volatility and Jumps
Commodity Prices, Exchange Rate Fluctuation and Sustainable Development Goals in Sub-Saharan Africa: An Empirical Investigation
Governance distance as a catalyst of trade: Insights from Tanzania’s exports to Sub-Saharan Africa
Foreign banking inflows, financial sector development and economic growth in ECOWAS and SADC
When crises hit: Volatility, price discovery leadership, and causal linkages among WTI, Brent, and Shanghai crude oil futures
Analysis of main determinants of soybean price volatility in Malawi
Spread, inventory and spot price volatility in the platinum market
Pricing stochastic volatility models using random grids
Perturbation methods in derivatives pricing under stochastic volatility
Analysis of non-synchronous trading effects on the pricing of Exchange Traded Products: an empirical analysis of the effects on ETP price volatility that result when the ETP instrument is listed on an exchange that is in a different time zone to that of the underlying securities basket
Price Volatility, Competitiveness, and Innovation in the South African Wine Industry
Pricing and hedging variance swaps using stochastic volatility models
