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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
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Asymmetric and time-varying behavior of exchange rate and interest rate differential in emerging markets
Salisu, Afees A.; Adeleke, Ibrahim Adegoke; Akanni, … - In: Emerging markets, finance & trade : a journal of the … 57 (2021) 14, pp. 3944-3959
Persistent link: https://www.econbiz.de/10012650068
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The heterogeneous behaviour of the inflation hedging property of cocoa
Salisu, Afees A.; Adediran, Idris A.; Oloko, Tirimisiyu O. - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-20
Persistent link: https://www.econbiz.de/10012660123
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Nonstationary panel models with latent group structures and cross-section dependence
Huang, Wenxin; Jin, Sainan; Phillips, Peter C. B.; Su, … - In: Journal of econometrics 221 (2021) 1, pp. 198-222
Persistent link: https://www.econbiz.de/10012618820
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Panel threshold models with interactive fixed effects
Miao, Ke; Li, Kunpeng; Su, Liangjun - In: Journal of econometrics 219 (2020) 1, pp. 137-170
Persistent link: https://www.econbiz.de/10012483198
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Revisiting oil-stock nexus during COVID-19 pandemic : some preliminary results
Salisu, Afees A.; Ebuh, Godday Uwawunkonye; Usman, Nuruddeen - In: International review of economics & finance : IREF 69 (2020), pp. 280-294
Persistent link: https://www.econbiz.de/10012486883
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Panel threshold regressions with latent group structures
Miao, Ke; Su, Liangjun; Wang, Wendun - In: Journal of econometrics 214 (2020) 2, pp. 451-481
Persistent link: https://www.econbiz.de/10012439052
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Determining individual or time effects in panel data models
Lu, Xun; Su, Liangjun - In: Journal of econometrics 215 (2020) 1, pp. 60-83
Persistent link: https://www.econbiz.de/10012439155
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Granger causality and structural causality in cross-section and panel data
Lu, Xun; Su, Liangjun; White, Halbert - In: Econometric theory 33 (2017) 2, pp. 263-291
Persistent link: https://www.econbiz.de/10011665311
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Sieve estimation of time-varying panel data models with latent structures
Su, Liangjun; Wang, Xia; Jin, Sainan - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 2, pp. 334-349
Persistent link: https://www.econbiz.de/10012177362