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subject:"Theorie"
subject:"Zeitreihenanalyse"
~person:"Hsing, Yu"
~person:"Kilian, Lutz"
~person:"Salisu, Afees A."
~subject:"USA"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation"
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Theorie
Zeitreihenanalyse
USA
Estimation
98
Schätzung
98
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29
Exchange rate
24
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23
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20
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20
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19
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48
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Hsing, Yu
Kilian, Lutz
Salisu, Afees A.
Gil-Alaña, Luis A.
98
Gupta, Rangan
88
Caporale, Guglielmo Maria
61
Bahmani-Oskooee, Mohsen
56
Chang, Tsangyao
37
Tiwari, Aviral Kumar
36
Moosa, Imad A.
34
Serletis, Apostolos
34
Wohar, Mark E.
32
Kumbhakar, Subal
28
Apergēs, Nikolaos
23
McAleer, Michael
22
Bollerslev, Tim
21
Balcilar, Mehmet
20
Koopman, Siem Jan
19
Jawadi, Fredj
18
MacDonald, Ronald
18
McMillan, David G.
18
Miller, Stephen M.
18
Narayan, Paresh Kumar
18
Payne, James E.
17
Pierdzioch, Christian
17
Belke, Ansgar
16
Blundell, Richard W.
16
Ghysels, Eric
16
Heckman, James J.
16
Koop, Gary
16
Lee, Chien-chiang
16
Peel, David
16
Sarno, Lucio
16
Tsionas, Efthymios G.
16
Brooks, Robert
15
Pesaran, M. Hashem
15
Ramírez, Miguel D.
15
Tauchen, George Eugene
15
Chan, Joshua
14
Herwartz, Helmut
14
Marcellino, Massimiliano
14
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Journal of money, credit and banking : JMCB
3
Applied economics letters
2
Economic modelling
2
Energy economics
2
Finance research letters
2
International journal of finance & economics : IJFE
2
International journal of transport economics : IJTE
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The journal of applied business research
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
48
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
8
Oil tail risk and the tail risk of the US Dollar exchange rates
Salisu, Afees A.
;
Olaniran, Abeeb
;
Tchankam, Jean Paul
- In:
Energy economics
109
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013283764
Saved in:
9
Oil tail risks and the forecastability of the realized variance of oil-price : evidence from over 150 years of data
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013341577
Saved in:
10
Testing for unemployment persistence in Nigeria
Godday, Ebuh U.
;
Usman, Nuruddeen
;
Salisu, Afees A.
- In:
Economic change & restructuring
55
(
2022
)
4
,
pp. 2605-2630
Persistent link: https://www.econbiz.de/10013429504
Saved in:
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