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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

Uncertainty due to pandemics and epidemics and the behavior of Travel & Leisure stocks in the UK, the USA and Europe

Salisu, Afees A.; Tchankam, Jean Paul - In: The journal of risk finance : JRF 23 (2022) 5, pp. 619-638

Persistent link: https://www.econbiz.de/10013454952

Out-of- sample stock return predictability of alternative COVID-19 indices

Salisu, Afees A.; Tchankam, Jean Paul; Adediran, Idris A. - In: Emerging markets, finance & trade : a journal of the … 58 (2022) 13, pp. 3739-3750

Persistent link: https://www.econbiz.de/10013462408

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