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subject:"USA"
~person:"Salisu, Afees A."
~subject:"ARCH model"
~subject:"Finanzmarkt"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
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USA
ARCH model
Finanzmarkt
Wirkungsanalyse
Estimation
36
Schätzung
36
Börsenkurs
18
Share price
18
Forecasting model
17
Prognoseverfahren
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Salisu, Afees A.
Gupta, Rangan
96
Bahmani-Oskooee, Mohsen
48
Gil-Alaña, Luis A.
41
Caporale, Guglielmo Maria
40
Wohar, Mark E.
40
Apergēs, Nikolaos
32
Hassan, M. Kabir
31
Kumar, Dilip
27
Hammoudeh, Shawkat
25
Hamori, Shigeyuki
25
Serletis, Apostolos
25
Xuan Vinh Vo
25
Balcilar, Mehmet
24
Belke, Ansgar
24
Brooks, Robert
24
Jawadi, Fredj
24
Tiwari, Aviral Kumar
24
Bouri, Elie
23
McAleer, Michael
23
Yoon, Seong-min
21
Hsing, Yu
20
Lee, Chien-chiang
20
Ma, Feng
20
Nguyen, Duc Khuong
20
Aizenman, Joshua
18
Kang, Sang Hoon
18
Kouretas, Georgios P.
18
Chiang, Thomas C.
17
Heckman, James J.
17
Kutan, Ali Mustafa
17
Bollerslev, Tim
16
Chinn, Menzie David
16
MacDonald, Ronald
16
McMillan, David G.
16
Payne, James E.
16
Sarno, Lucio
16
Adrian, Tobias
15
Engle, Robert F.
15
Guesmi, Khaled
15
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International review of economics & finance : IREF
3
Emerging markets, finance and trade : EMFT
2
International journal of finance & economics : IJFE
2
The North American journal of economics and finance : a journal of financial economics studies
2
Annals of financial economics
1
Applied economics letters
1
Energy economics
1
Finance research letters
1
Global finance journal
1
International Journal of Energy Economics and Policy : IJEEP
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
International review of financial analysis
1
OPEC energy review
1
The quarterly review of economics and finance
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
20
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1
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:
2
The effects of U.S. monetary policy uncertainty shock on international equity markets
Aor, Raymond L.
;
Salisu, Afees A.
;
Okpe, Isah J.
- In:
Annals of financial economics
16
(
2021
)
4
,
pp. 1-14
Persistent link: https://www.econbiz.de/10013185494
Saved in:
3
Modelling oil price volatility before, during and after the global financial crisis
Salisu, Afees A.
- In:
OPEC energy review
38
(
2014
)
4
,
pp. 469-495
Persistent link: https://www.econbiz.de/10010495856
Saved in:
4
A note on the COVID-19 shock and real GDP in emerging economies
Salisu, Afees A.
;
Adediran, Idris A.
;
Gupta, Rangan
- In:
Emerging markets, finance and trade : EMFT
58
(
2022
)
1
,
pp. 93-101
Persistent link: https://www.econbiz.de/10012802051
Saved in:
5
Out-of- sample stock return predictability of alternative COVID-19 indices
Salisu, Afees A.
;
Tchankam, Jean Paul
;
Adediran, Idris A.
- In:
Emerging markets, finance and trade : EMFT
58
(
2022
)
13
,
pp. 3739-3750
Persistent link: https://www.econbiz.de/10013462408
Saved in:
6
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:
7
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:
8
Comparative performance of volatility models for oil price
Salisu, Afees A.
;
Fasanya, Ismail Olaleke
- In:
International Journal of Energy Economics and Policy : IJEEP
2
(
2012
)
3
,
pp. 167-183
Persistent link: https://www.econbiz.de/10009719262
Saved in:
9
Financial turbulence, systemic risk and the predictability of stock market volatility
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
- In:
Global finance journal
52
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013412548
Saved in:
10
A sectoral analysis of asymmetric nexus between oil price and stock returns
Salisu, Afees A.
;
Raheem, Ibrahim Dolapo
;
Ndako, Umar Bida
- In:
International review of economics & finance : IREF
61
(
2019
),
pp. 241-259
Persistent link: https://www.econbiz.de/10012205416
Saved in:
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