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type_genre:"Article in journal"
~person:"Bollerslev, Tim"
~person:"Salisu, Afees A."
~person:"Tsionas, Efthymios G."
~type_genre:"Aufsatz in Zeitschrift"
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Bollerslev, Tim
Salisu, Afees A.
Tsionas, Efthymios G.
Gupta, Rangan
173
Bahmani-Oskooee, Mohsen
156
Gil-Alaña, Luis A.
127
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Xuan Vinh Vo
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ECONIS (ZBW)
103
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1
The impacts of innovation and trade openness on bank market power : the proposal of a minimum distance cost function approach and a causal structure analysis
Fukuyama, Hirofumi
;
Tsionas, Efthymios G.
;
Tan, Yong
- In:
European journal of operational research : EJOR
312
(
2024
)
3
,
pp. 1178-1194
Persistent link: https://www.econbiz.de/10014456484
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
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
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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