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language:"nor"
subject:"Estimation"
~accessRights:"free"
~accessRights:"restricted"
~language:"eng"
~language:"rus"
~person:"Salisu, Afees A."
~source:"econis"
~source:"repec"
~subject:"USA"
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Estimation
USA
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17
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Salisu, Afees A.
Caporale, Guglielmo Maria
284
Gupta, Rangan
231
Gil-Alaña, Luis A.
192
Wagner, Joachim
171
Heckman, James J.
150
Schneider, Friedrich
137
Belke, Ansgar
136
Pesaran, M. Hashem
130
McAleer, Michael
112
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103
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101
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99
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98
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94
Van Reenen, John
94
Lechner, Michael
87
Berg, Gerard J. van den
85
Puhani, Patrick A.
82
Rycx, François
82
Riphahn, Regina T.
81
Fitzenberger, Bernd
80
Görg, Holger
79
Winter-Ebmer, Rudolf
78
Pierdzioch, Christian
77
Bahmani-Oskooee, Mohsen
76
Dreger, Christian
73
Afonso, António
72
Gao, Jiti
72
Koopman, Siem Jan
72
Ours, Jan C. van
72
Schmidt, Christoph M.
72
Marcellino, Massimiliano
71
Zaremba, Adam
71
Blundell, Richard W.
69
Cheung, Yin-Wong
69
Hamermesh, Daniel S.
69
Zimmermann, Klaus F.
69
Angrist, Joshua D.
67
Bloom, Nicholas
67
Dreher, Axel
67
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Finance research letters
5
International review of economics & finance : IREF
5
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3
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ECONIS (ZBW)
RePEc
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1
Economic conditions and predictability of US stock returns volatility : local factor versus national factor in a GARCH-MIDAS model
Salisu, Afees A.
;
Liao, Wenting
;
Gupta, Rangan
;
Cepni, …
-
2023
Persistent link: https://www.econbiz.de/10014329743
Saved in:
2
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443108
Saved in:
3
Bitcoin prices and the realized volatility of US sectoral stock returns
Bouri, Elie
;
Salisu, Afees A.
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10013270159
Saved in:
4
Predictability of economic slowdowns in advanced countries over eight centuries : the role of climate risks
Gupta, Rangan
;
Nel, Jacobus
;
Salisu, Afees A.
;
Ji, Qiang
- In:
Finance research letters
54
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014472761
Saved in:
5
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
6
Tail risks and forecastability of stock returns of advanced economies : evidence from centuries of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula Ephraim
- In:
The European journal of finance
29
(
2023
)
4
,
pp. 466-481
Persistent link: https://www.econbiz.de/10014322538
Saved in:
7
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Saved in:
8
A test for the contributions of urban and rural inflation to inflation persistence in Nigeria
Ebuh, Godday Uwawunkonye
;
Salisu, Afees A.
;
Oboh, …
- In:
Macroeconomics and finance in emerging market economies
16
(
2023
)
2
,
pp. 222-246
Persistent link: https://www.econbiz.de/10014319831
Saved in:
9
Modeling exchange rate -interest rate differential nexus in BRICS : the role asymmetry and structural breaks
Sani, Zainab
;
Salisu, Afees A.
;
Onyia, Eucharia
;
Anih, …
- In:
Economics and Business Letters : EBL
9
(
2020
)
2
,
pp. 73-83
Persistent link: https://www.econbiz.de/10012216768
Saved in:
10
A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market : evidence from over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula E.
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 384-400
Persistent link: https://www.econbiz.de/10012814585
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