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~isPartOf:"Department of Economics working paper series"
~isPartOf:"International journal of finance & economics : IJFE"
~language:"eng"
~person:"Lux, Thomas"
~person:"Salisu, Afees A."
~subject:"Aktienmarkt"
~subject:"Business network"
~subject:"Börsenkurs"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
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Aktienmarkt
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Lux, Thomas
Salisu, Afees A.
Gupta, Rangan
44
Pierdzioch, Christian
14
Bouri, Elie
8
Nielsen, Joshua
7
Cepni, Oguzhan
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Bonato, Matteo
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Ma, Feng
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Plakandaras, Vasilios
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Karmakar, Sayar
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Nel, Jacobus
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Department of Economics working paper series
International journal of finance & economics : IJFE
Kiel working paper
19
Economics working paper
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Finmap working paper
7
Discussion paper / B
5
International review of economics & finance : IREF
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Journal of economic dynamics & control
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Emerging markets, finance and trade : EMFT
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International review of financial analysis
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International journal of forecasting
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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 African business
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Journal of economic interaction and coordination : JEIC
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Networks and spatial economics : a journal of infrastructure modeling and computation
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Research in international business and finance
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Review of Economic Analysis : REA
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ECONIS (ZBW)
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1
Energy market uncertainties and US state-level stock market volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505054
Saved in:
2
Economic conditions and predictability of US stock returns volatility : local factor versus national factor in a GARCH-MIDAS model
Salisu, Afees A.
;
Liao, Wenting
;
Gupta, Rangan
;
Cepni, …
-
2023
Persistent link: https://www.econbiz.de/10014329743
Saved in:
3
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443108
Saved in:
4
Oil price returns skewness and forecastability of international stock returns over one century of data
Salisu, Afees A.
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443111
Saved in:
5
Technological shocks and stock market volatility over a century : a GARCHMIDAS approach
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014253794
Saved in:
6
Bitcoin prices and the realized volatility of US sectoral stock returns
Bouri, Elie
;
Salisu, Afees A.
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10013270159
Saved in:
7
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:
8
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:
9
Policy uncertainty and stock market volatility revisited : the predictive role of signal quality
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10013270178
Saved in:
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