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subject:"Forecasting model"
subject:"Stock market"
~person:"Clark, Todd E."
~person:"Salisu, Afees A."
~person:"Timmermann, Allan"
~subject:"Business cycle"
~subject:"Risikoprämie"
~type_genre:"Article in journal"
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Forecasting model
Stock market
Business cycle
Risikoprämie
Estimation
59
Schätzung
59
Prognoseverfahren
26
Börsenkurs
19
Share price
19
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17
Kapitaleinkommen
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Theorie
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37
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37
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34
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34
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Clark, Todd E.
Salisu, Afees A.
Timmermann, Allan
Gupta, Rangan
94
Zaremba, Adam
48
Pierdzioch, Christian
37
Ma, Feng
33
Wohar, Mark E.
32
McMillan, David G.
30
Balcilar, Mehmet
28
Narayan, Paresh Kumar
28
Gil-Alaña, Luis A.
27
Wang, Yudong
24
Zhang, Yaojie
24
Caporale, Guglielmo Maria
21
Tiwari, Aviral Kumar
20
Döpke, Jörg
18
Demirer, Rıza
17
Sehgal, Sanjay
17
Bouri, Elie
16
Chiang, Thomas C.
16
Jalles, João Tovar
16
Xuan Vinh Vo
16
Kumar, Dilip
15
Moosa, Imad A.
15
Nonejad, Nima
15
Marcellino, Massimiliano
14
Wei, Yu
14
Yoon, Seong-min
14
Apergēs, Nikolaos
13
Bollerslev, Tim
13
Jawadi, Fredj
13
Yin, Libo
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Bekiros, Stelios
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Hammoudeh, Shawkat
12
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12
Long, Huaigang
12
Mensi, Walid
12
Narayan, Seema
12
Shahzad, Syed Jawad Hussain
12
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12
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Journal of applied econometrics
4
Energy economics
3
Finance research letters
3
Journal of financial economics
3
International journal of finance & economics : IJFE
2
International review of financial analysis
2
The North American journal of economics and finance : a journal of financial economics studies
2
International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
1
International journal of forecasting
1
International review of economics & finance : IREF
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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Journal of empirical finance
1
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1
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1
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1
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ECONIS (ZBW)
34
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1
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 280-293
Persistent link: https://www.econbiz.de/10014631538
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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
Saved in:
7
A firm level analysis of asymmetric response of U.S. stock returns to exchange rate movements
Salisu, Afees A.
;
Isah, Kazeem
;
Ogbonnaya-Orji, Nnenna
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1220-1239
Persistent link: https://www.econbiz.de/10012815021
Saved in:
8
Exchange rate predictability with nine alternative models for BRICS countries
Salisu, Afees A.
;
Gupta, Rangan
;
Kim, Won Joong
- In:
Journal of macroeconomics
71
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013328218
Saved in:
9
Forecasting stock-market tail risk and connectedness in advanced economies over a century : the role of gold-to-silver and gold-to-platinum price ratios
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
; …
- In:
International review of financial analysis
83
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013461648
Saved in:
10
Nowcasting tail risk to economic activity at a weekly frequency
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 843-866
Persistent link: https://www.econbiz.de/10013464633
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