Browsing All of Digital Archive by Person Salisu, Afees A.
Showing results 1 to 13 of 13
Year of Publication | Title | Person(s) |
2022 | Bitcoin prices and the realized volatility of US sectoral stock returns | Bouri, Elie; Salisu, Afees A.; Gupta, Rangan |
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 |
2024 | Energy market uncertainties and exchange rate volatility : a GARCHMIDAS approach | Salisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Gupta, Rangan; Ji, Qiang |
2024 | Energy market uncertainties and gold return volatility : a GARCH-MIDAS approach | Salisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Gupta, Rangan; Shiba, Sisa |
2024 | Energy market uncertainties and US state-level stock market volatility : a GARCH-MIDAS approach | Salisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Gupta, Rangan; Cepni, Oguzhan |
2023 | Energy-related uncertainty and international stock market volatility | Salisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Gupta, Rangan; Bouri, Elie |
2024 | Geopolitical risks and oil returns volatility : a GARCH-MIDAS approach | Salisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Gupta, Rangan |
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. |