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Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach

Salisu, Afees A.; Gupta, Rangan; Bouri, Elie - 2022

Persistent link: https://www.econbiz.de/10012820363

Mixed-frequency forecasting of crude oil volatility based on the information content of global economic conditions

Salisu, Afees A.; Gupta, Rangan; Bouri, Elie; Ji, Qiang - In: Journal of forecasting 41 (2022) 1, pp. 134-157

Persistent link: https://www.econbiz.de/10012796279

The role of global economic conditions in forecasting gold market volatility : evidence from a GARCH-MIDAS approach

Salisu, Afees A.; Gupta, Rangan; Bouri, Elie; Ji, Qiang - In: Research in international business and finance 54 (2020), pp. 1-9

Persistent link: https://www.econbiz.de/10012581489

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

OPEC news and exchange rate forecasting using dynamic Bayesian learning

Sheng, Xin; Gupta, Rangan; Salisu, Afees A.; Bouri, Elie - In: Finance research letters 45 (2022), pp. 1-7

Persistent link: https://www.econbiz.de/10014575496

Salisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Gupta, Rangan - In: The quarterly review of economics and finance 95 (2024), pp. 280-293

Persistent link: https://www.econbiz.de/10014631538

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

Salisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Gupta, Rangan - 2023

Persistent link: https://www.econbiz.de/10014443108

Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach

Salisu, Afees A.; Gupta, Rangan; Bouri, Elie - In: The quarterly review of economics and finance : journal … 88 (2023), pp. 303-314

Persistent link: https://www.econbiz.de/10014428077

The predictive power of Bitcoin prices for the realized volatility of US stock sector returns

Bouri, Elie; Salisu, Afees A.; Gupta, Rangan - In: Financial innovation : FIN 9 (2023) 1, pp. 1-22

This paper is motivated by Bitcoin's rapid ascension into mainstream finance and recent evidence of a strong relationship between Bitcoin and US stock markets. It is also motivated by a lack of empirical studies on whether Bitcoin prices contain useful information for the volatility of US stock...

Persistent link: https://www.econbiz.de/10014289060