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~isPartOf:"Applied economics quarterly"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of forecasting"
~person:"Afonso, António"
~person:"Chang, Tsangyao"
~person:"He, Zhifang"
~person:"Pierdzioch, Christian"
~person:"Salisu, Afees A."
~subject:"Aktienmarkt"
~subject:"Asiatisch-pazifischer Raum"
~subject:"Foreign investment"
~subject:"Haushaltskonsolidierung"
~subject:"Kapitaleinkommen"
~subject:"Schätzung"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatz in Zeitschrift"
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Aktienmarkt
Asiatisch-pazifischer Raum
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Haushaltskonsolidierung
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Schätzung
Wirkungsanalyse
Estimation
25
Volatility
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Afonso, António
Chang, Tsangyao
He, Zhifang
Pierdzioch, Christian
Salisu, Afees A.
Gupta, Rangan
25
Wohar, Mark E.
16
Ma, Feng
13
Gil-Alaña, Luis A.
12
Xuan Vinh Vo
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Hammoudeh, Shawkat
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9
Lee, Chien-chiang
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McMillan, David G.
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Wang, Yudong
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Balli, Faruk
7
Caporale, Guglielmo Maria
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Cheung, Yin-Wong
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Kanas, Angelos
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Kutan, Ali Mustafa
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Liang, Chao
7
Lien, Da-hsiang Donald
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Kang, Sang Hoon
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Applied economics quarterly
International journal of finance & economics : IJFE
International review of economics & finance : IREF
Journal of forecasting
Applied economics letters
54
Applied economics
16
Finance research letters
15
The North American journal of economics and finance : a journal of financial economics studies
15
The empirical economics letters : a monthly international journal of economics
14
Economic modelling
8
Emerging markets, finance and trade : EMFT
7
Global finance journal
6
The European journal of finance
6
International journal of economics
5
International review of financial analysis
5
Applied financial economics
4
Economic systems
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Energy economics
4
Journal of international financial markets, institutions & money
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Iranian economic review : journal of University of Tehran
3
Japan and the world economy : international journal of theory and policy
3
Journal of international money and finance
3
Notas económicas
3
Romanian journal of economic forecasting
3
The Indian journal of economics
3
Annals of financial economics
2
Applied financial economics letters
2
Defence and peace economics
2
Economic change & restructuring
2
Economics and Business Letters : EBL
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Estudos de economia
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Financial innovation : FIN
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German economic review
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International economics and economic policy : IEEP
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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Journal of economic development
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Journal of financial markets
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ECONIS (ZBW)
36
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
The time-varying and asymmetric impacts of oil price shocks on geopolitical risk
He, Zhifang
;
Sun, Hao
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 942-957
Persistent link: https://www.econbiz.de/10014492272
Saved in:
3
Policy uncertainty and stock market volatility revisited : the predictive role of signal quality
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2307-2321
Persistent link: https://www.econbiz.de/10014432898
Saved in:
4
Stock returns and interest rate differential in high and low interest rate environments
Salisu, Afees A.
;
Sikiru, Abdulsalam Abidemi
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1713-1728
Persistent link: https://www.econbiz.de/10014253441
Saved in:
5
Asymmetric impacts of individual investor sentiment on the time-varying risk-return relation in stock market
He, Zhifang
- In:
International review of economics & finance : IREF
78
(
2022
),
pp. 177-194
Persistent link: https://www.econbiz.de/10013334559
Saved in:
6
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:
7
Fiscal episodes in the Economic and Monetary Union : elasticities and non-Keynesian effects
Afonso, António
;
Leal, Frederico Silva
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 571-593
Persistent link: https://www.econbiz.de/10012814843
Saved in:
8
Forecasting realized volatility of international REITs : the role of realized skewness and realized kurtosis
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 303-315
Persistent link: https://www.econbiz.de/10012817752
Saved in:
9
Islamic Stock indices and COVID-19 pandemic
Salisu, Afees A.
;
Shaik, Muneer
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 282-293
Persistent link: https://www.econbiz.de/10013341848
Saved in:
10
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
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