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~accessRights:"restricted"
~person:"Buch, Claudia M."
~person:"Salisu, Afees A."
~subject:"Estimation"
~subject:"VAR model"
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Buch, Claudia M.
Salisu, Afees A.
Gupta, Rangan
90
Bahmani-Oskooee, Mohsen
45
Gil-Alaña, Luis A.
41
Balcilar, Mehmet
30
Tiwari, Aviral Kumar
28
Wohar, Mark E.
24
Marcellino, Massimiliano
23
Apergēs, Nikolaos
22
Lee, Chien-chiang
22
Massa, Massimo
22
Ours, Jan C. van
22
Hammoudeh, Shawkat
21
Shahbaz, Muhammad
21
Kang, Sang Hoon
20
Rodríguez-Pose, Andrés
20
Zhu, Huiming
20
Egger, Peter
19
Lechner, Michael
18
Ma, Feng
17
Pierdzioch, Christian
17
Wagner, Joachim
17
Zaremba, Adam
17
Mensi, Walid
16
Yoon, Seong-min
16
Afonso, António
15
Caporale, Guglielmo Maria
15
Forni, Mario
15
Xuan Vinh Vo
15
Chang, Tsangyao
14
Gambetti, Luca
14
Peydró, José-Luis
14
Wang, Yudong
14
Bouri, Elie
13
Sosvilla-Rivero, Simón
13
Yin, Libo
13
Jalles, João Tovar
12
Minford, Patrick
12
Moosa, Imad A.
12
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International review of economics & finance : IREF
5
The North American journal of economics and finance : a journal of financial economics studies
4
Energy economics
3
Applied economics letters
2
International journal of finance & economics : IJFE
2
Annals of financial economics
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1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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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
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:
6
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:
7
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:
8
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
Saved in:
9
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:
10
Oil price uncertainty and real exchange rate in a global VAR framework : a note
Musa, Abdullahi Usman
;
Salisu, Afees A.
;
Abulbashar, Saleh
- In:
Journal of economics and finance : JEF
46
(
2022
)
4
,
pp. 704-712
Persistent link: https://www.econbiz.de/10013442223
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