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ZBW - Digitales Archiv
Browsing All of Digital Archive by Person Salisu, Afees A.
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Showing results 2 to 9 of 9
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Year of Publication
Title
Person(s)
2023
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, Oguzhan
2023
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
;
Bouri, Elie
2020
Modeling exchange rate -interest rate differential nexus in BRICS : the role asymmetry and structural breaks
Sani, Zainab
;
Salisu, Afees A.
;
Onyia, Eucharia
;
Anih, Onyebuchi
;
Kanu, Lawrence
2023
Oil price returns skewness and forecastability of international stock returns over one century of data
Salisu, Afees A.
;
Gupta, Rangan
2022
Policy uncertainty and stock market volatility revisited : the predictive role of signal quality
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
2023
Technological shocks and stock market volatility over a century : a GARCHMIDAS approach
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
2022
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
2017
US stocks in the presence of oil price risk : large cap vs. small cap
Salisu, Afees A.
;
Swaray, Raymond
;
Oloko, Tirimisiyu F.