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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
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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
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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
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Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza; Gupta, Rangan; Salisu, Afees A.; Van … - In: The quarterly review of economics and finance : journal … 88 (2023), pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
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Energy-related uncertainty and international stock market volatility
Salisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Gupta, Rangan - 2023
Persistent link: https://www.econbiz.de/10014443108
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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
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Out-of-sample predictability of gold market volatility : the role of US Nonfarm Payroll
Salisu, Afees A.; Bouri, Elie; Gupta, Rangan - In: The quarterly review of economics and finance : journal … 86 (2022), pp. 482-488
Persistent link: https://www.econbiz.de/10014249177