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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
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Asymmetric and time-varying behavior of exchange rate and interest rate differential in emerging markets
Salisu, Afees A.; Adeleke, Ibrahim Adegoke; Akanni, … - In: Emerging markets, finance and trade : EMFT 57 (2021) 14, pp. 3944-3959
Persistent link: https://www.econbiz.de/10012650068
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Oil price and exchange rate behaviour of the brics
Salisu, Afees A.; Cuñado Eizaguirre, Juncal; Isah, Kazeem - In: Emerging markets, finance and trade : EMFT 57 (2021) 7, pp. 2042-2051
Persistent link: https://www.econbiz.de/10012549866
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Testing the Martingale Difference Hypothesis (MDH) with structural breaks : evidence from foreign exchanges of Nigeria and South Africa
Salisu, Afees A.; Ayinde, Taofeek Olusola - In: Journal of African business 17 (2016) 3, pp. 342-359
Persistent link: https://www.econbiz.de/10011559336
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Modelling stock price-exchange rate nexus in OECD countries : a new perspective
Salisu, Afees A.; Ndako, Umar Bida - In: Economic modelling 74 (2018), pp. 105-123
Persistent link: https://www.econbiz.de/10012101318
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Modeling exchange rate -interest rate differential nexus in BRICS : the role asymmetry and structural breaks
Sani, Zainab; Salisu, Afees A.; Onyia, Eucharia; Anih, … - In: Economics and Business Letters : EBL 9 (2020) 2, pp. 73-83
Persistent link: https://www.econbiz.de/10012216768
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Analysis of asymmetric response of exchange rate to interest rate differentials : the case of African Big 4
Musa, Abdullahi Usman; Salisu, Afees A.; Aliyu, Victoria O. - In: The North American journal of economics and finance : a … 55 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10012668019
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A firm level analysis of asymmetric response of U.S. stock returns to exchange rate movements
Salisu, Afees A.; Isah, Kazeem; Ogbonnaya-Orji, Nnenna - In: International journal of finance & economics : IJFE 27 (2022) 1, pp. 1220-1239
Persistent link: https://www.econbiz.de/10012815021
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The behavior of exchange rate and stock returns in high and low interest rate environments
Salisu, Afees A.; Xuan Vinh Vo - In: International review of economics & finance : IREF 74 (2021), pp. 138-149
Persistent link: https://www.econbiz.de/10012792945
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Exchange rate predictability with nine alternative models for BRICS countries
Salisu, Afees A.; Gupta, Rangan; Kim, Won Joong - In: Journal of macroeconomics 71 (2022), pp. 1-20
Persistent link: https://www.econbiz.de/10013328218