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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

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

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

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

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

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

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

Stock returns-inflation nexus in Africa during tranquil and crisis periods : new evidence

Salisu, Afees A.; Onipede, Samuel F.; Adekunle, Wasiu - In: Review of development finance 9 (2019) 1, pp. 22-31

Persistent link: https://www.econbiz.de/10012437843

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

The effect of US uncertainty shock on international equity markets : the role of the global financial cycle

Salisu, Afees A.; Gupta, Rangan; Adediran, Idris A. - In: Review of Economic Analysis : REA 15 (2023) 2, pp. 139-159

We contribute to the literature on the international propagation of uncertainty shocks with a Global Vector Autoregressive (GVAR) model that quantifies the spillover effects of uncertainty shocks in the US on to real equity prices of 32 advanced and emerging countries (besides the US). In this...

Persistent link: https://www.econbiz.de/10014310354