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subject:"United States"
type_genre:"Article in journal"
~accessRights:"restricted"
~person:"Salisu, Afees A."
~subject:"Zeitreihenanalyse"
~type_genre:"Bibliografie enthalten"
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United States
Zeitreihenanalyse
Estimation
34
Schätzung
34
Börsenkurs
15
Share price
15
Forecasting model
14
Prognoseverfahren
14
Aktienmarkt
10
Capital income
10
Kapitaleinkommen
10
Stock market
10
USA
9
Risiko
8
Risk
8
Volatility
8
Volatilität
8
Welt
8
World
8
Exchange rate
6
Wechselkurs
6
Forecast
5
Inflation
5
Oil price
5
Prognose
5
Time series analysis
5
VAR model
5
VAR-Modell
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Ölpreis
5
Cointegration
4
Interest rate
4
Kointegration
4
Panel
4
Panel study
4
Risikomaß
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4
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Spillover-Effekt
4
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4
ARCH model
3
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Article
13
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Article in journal
Bibliografie enthalten
Aufsatz in Zeitschrift
13
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English
13
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Salisu, Afees A.
Gupta, Rangan
61
Gil-Alaña, Luis A.
42
Bahmani-Oskooee, Mohsen
21
Chang, Tsangyao
18
Tiwari, Aviral Kumar
16
Balcilar, Mehmet
15
Wohar, Mark E.
14
Caporale, Guglielmo Maria
11
Ranjbar, Omid
11
Chan, Joshua
10
Li, Jia
10
Miller, Stephen M.
10
Ma, Feng
9
Moosa, Imad A.
9
Apergēs, Nikolaos
8
Hammoudeh, Shawkat
8
Koopman, Siem Jan
8
Marcellino, Massimiliano
8
Nonejad, Nima
8
Todorov, Viktor
8
Canarella, Giorgio
7
Caporin, Massimiliano
7
Pierdzioch, Christian
7
Vides, José Carlos
7
Wang, Shouyang
7
Boubaker, Heni
6
Bouri, Elie
6
Carcel, Hector
6
Demirer, Rıza
6
Golpe, Antonio A.
6
Jawadi, Fredj
6
Kim, Donggyu
6
Lee, Chien-chiang
6
Narayan, Paresh Kumar
6
Omay, Tolga
6
Panagiōtidēs, Theodōros
6
Poon, Aubrey
6
Ramírez, Miguel D.
6
Sun, Yuying
6
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Economic modelling
2
Finance research letters
2
International journal of finance & economics : IJFE
2
Annals of financial economics
1
Economic change & restructuring
1
Energy economics
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
1
The North American journal of economics and finance : a journal of financial economics studies
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
13
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1
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:
2
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:
3
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:
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
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:
7
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:
8
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:
9
The effects of U.S. monetary policy uncertainty shock on international equity markets
Aor, Raymond L.
;
Salisu, Afees A.
;
Okpe, Isah J.
- In:
Annals of financial economics
16
(
2021
)
4
,
pp. 1-14
Persistent link: https://www.econbiz.de/10013185494
Saved in:
10
Volatility spillovers and hedging effectiveness between health and tourism stocks : empirical evidence from the US
Salisu, Afees A.
;
Akanni, Lateef O.
;
Xuan Vinh Vo
- In:
International review of economics & finance : IREF
74
(
2021
),
pp. 150-159
Persistent link: https://www.econbiz.de/10012792946
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