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~accessRights:"restricted"
~person:"Buch, Claudia M."
~person:"Salisu, Afees A."
~subject:"Estimation"
~subject:"Stock market"
~subject:"VAR model"
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Buch, Claudia M.
Salisu, Afees A.
Gupta, Rangan
110
Tiwari, Aviral Kumar
47
Bahmani-Oskooee, Mohsen
45
Gil-Alaña, Luis A.
45
Balcilar, Mehmet
35
Wohar, Mark E.
32
Hammoudeh, Shawkat
29
Ma, Feng
28
Apergēs, Nikolaos
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Mensi, Walid
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Massa, Massimo
25
Marcellino, Massimiliano
24
Zhu, Huiming
24
Shahbaz, Muhammad
23
Xuan Vinh Vo
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Ours, Jan C. van
22
Yoon, Seong-min
22
Bouri, Elie
20
Chang, Tsangyao
20
Rodríguez-Pose, Andrés
20
Demirer, Rıza
19
Egger, Peter
19
Jawadi, Fredj
19
Pierdzioch, Christian
19
Yin, Libo
19
Zaremba, Adam
19
Lechner, Michael
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Wang, Yudong
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Caporale, Guglielmo Maria
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Shahzad, Syed Jawad Hussain
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Wagner, Joachim
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Wen, Fenghua
17
Afonso, António
16
Dai, Zhifeng
15
Forni, Mario
15
Gambetti, Luca
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International review of economics & finance : IREF
6
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5
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3
Applied economics letters
2
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2
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ECONIS (ZBW)
24
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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
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:
3
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:
4
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:
5
Geopolitical risk and stock market volatility in emerging markets : a GARCH - MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Lasisi, …
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013538937
Saved in:
6
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:
7
Analysis of asymmetric response of exchange rate to interest rate differentials : the case of African Big 4
Musa, Abdullahi Usman
;
Salisu, Afees A.
;
Aliyu, Victoria O.
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012668019
Saved in:
8
The effect of oil uncertainty shock on real GDP of 33 countries : a global VAR approach
Salisu, Afees A.
;
Gupta, Rangan
;
Olaniran, Abeeb
- In:
Applied economics letters
30
(
2023
)
3
,
pp. 269-274
Persistent link: https://www.econbiz.de/10013553138
Saved in:
9
A fractional cointegration VAR analysis of Islamic stocks : a global perspective
Salisu, Afees A.
;
Ndako, Umar Bida
;
Adediran, Idris A.
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012659434
Saved in:
10
The heterogeneous behaviour of the inflation hedging property of cocoa
Salisu, Afees A.
;
Adediran, Idris A.
;
Oloko, Tirimisiyu O.
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012660123
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