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Further application of Narayan and Liu (2015) unit root model for trending time series

Salisu, Afees A.; Adeleke, Adegoke Ibrahim - In: Economic modelling 55 (2016), pp. 305-314

Persistent link: https://www.econbiz.de/10011642699

A test for inflation persistence in Nigeria using fractional integration & fractional cointegration techniques

Tule, Moses Kpughur; Salisu, Afees A.; Ebuh, Godday … - In: Economic modelling 87 (2020), pp. 225-237

Persistent link: https://www.econbiz.de/10012416444

Modelling stock price-exchange rate nexus in OECD countries : a new perspective

Salisu, Afees A.; Ndako, Umar Bida - In: Economic modelling 74 (2018), pp. 105-123

Persistent link: https://www.econbiz.de/10012101318

Revisiting the oil price and stock market nexus : a nonlinear Panel ARDL approach

Salisu, Afees A.; Isah, Kazeem O. - In: Economic modelling 66 (2017), pp. 258-271

Persistent link: https://www.econbiz.de/10011813734

Improving the predictability of the oil-US stock nexus : the role of macroeconomic variables

Salisu, Afees A.; Swaray, Raymond; Oloko, Tirimisiyu F. - In: Economic modelling 76 (2019), pp. 153-171

Persistent link: https://www.econbiz.de/10012198297

Gold and US sectoral stocks during COVID-19 pandemic

Salisu, Afees A.; Xuan Vinh Vo; Lucey, Brian M. - In: Research in international business and finance 57 (2021), pp. 1-11

Persistent link: https://www.econbiz.de/10013332999

Tail risks and forecastability of stock returns of advanced economies : evidence from centuries of data

Salisu, Afees A.; Gupta, Rangan; Ogbonna, Ahamuefula Ephraim - In: The European journal of finance 29 (2023) 4, pp. 466-481

Persistent link: https://www.econbiz.de/10014322538

Historical geopolitical risk and the behaviour of stock returns in advanced economies

Salisu, Afees A.; Lasisi, Lukman; Tchankam, Jean Paul - In: The European journal of finance 28 (2022) 9, pp. 889-906

In this study, we investigate the impact of global geopolitical risk (GPR) of different forms on the economies of advanced countries (G7 and Switzerland). We construct a predictive model, following the approach of Lewellen (2004. "Predicting returns with financial ratios." Journal of Financial...

Persistent link: https://www.econbiz.de/10013373348