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type_genre:"Article in journal"
type_genre:"Survey"
~person:"Salisu, Afees A."
~person:"Todorov, Viktor"
~subject:"Capital income"
~subject:"Cointegration"
~subject:"VAR model"
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Capital income
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63
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63
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32
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Salisu, Afees A.
Todorov, Viktor
Gupta, Rangan
93
Gil-Alaña, Luis A.
63
Zaremba, Adam
59
Caporale, Guglielmo Maria
42
Bahmani-Oskooee, Mohsen
41
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41
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37
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34
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30
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29
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27
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27
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27
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24
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23
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23
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21
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21
Pradhan, Rudra Prakash
21
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20
Xuan Vinh Vo
19
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18
Cakici, Nusret
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16
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16
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16
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16
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15
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15
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14
Jawadi, Fredj
14
Long, Huaigang
14
Yin, Libo
14
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13
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8
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4
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2
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35
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1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
3
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
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
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:
6
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:
7
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:
8
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:
9
Information gains from using short-dated options for measuring and forecasting volatility
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of applied econometrics
37
(
2022
)
2
,
pp. 368-391
Persistent link: https://www.econbiz.de/10013165240
Saved in:
10
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
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