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type_genre:"Article in journal"
type_genre:"Survey"
~person:"Paolella, Marc S."
~person:"Salisu, Afees A."
~subject:"Capital income"
~type_genre:"Working Paper"
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Capital income
Estimation
59
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59
Börsenkurs
28
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28
Kapitaleinkommen
25
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24
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24
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Paolella, Marc S.
Salisu, Afees A.
Gupta, Rangan
72
Zaremba, Adam
58
Pierdzioch, Christian
34
McMillan, David G.
33
Wohar, Mark E.
29
Bollerslev, Tim
28
Bohl, Martin T.
24
Timmermann, Allan
23
Todorov, Viktor
23
Gil-Alaña, Luis A.
22
Caporale, Guglielmo Maria
20
McAleer, Michael
20
Narayan, Paresh Kumar
20
Nitschka, Thomas
20
Bali, Turan G.
19
Cakici, Nusret
18
Tiwari, Aviral Kumar
18
Bouri, Elie
17
Ma, Feng
17
Pesaran, M. Hashem
17
Wang, Yudong
17
Hoesli, Martin
16
Chiang, Thomas C.
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Kumar, Dilip
15
Sehgal, Sanjay
15
Balcilar, Mehmet
14
Engle, Robert F.
14
Long, Huaigang
14
Pástor, Ľuboš
14
Tauchen, George Eugene
14
Zhang, Yaojie
14
Ammann, Manuel
13
Andersen, Torben
13
Guo, Hui
13
Schrimpf, Andreas
13
Stambaugh, Robert F.
13
Umutlu, Mehmet
13
Guidolin, Massimo
12
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ECONIS (ZBW)
25
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1
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, …
-
2023
Persistent link: https://www.econbiz.de/10014329743
Saved in:
2
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443108
Saved in:
3
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
Saved in:
4
Tail risks and forecastability of stock returns of advanced economies : evidence from centuries of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula Ephraim
- In:
The European journal of finance
29
(
2023
)
4
,
pp. 466-481
Persistent link: https://www.econbiz.de/10014322538
Saved in:
5
A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market : evidence from over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula E.
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 384-400
Persistent link: https://www.econbiz.de/10012814585
Saved in:
6
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
Saved in:
7
Forecasting stock-market tail risk and connectedness in advanced economies over a century : the role of gold-to-silver and gold-to-platinum price ratios
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
; …
- In:
International review of financial analysis
83
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013461648
Saved in:
8
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
Saved in:
9
Firm-specific news and the predictability of consumer stocks in Vietnam
Salisu, Afees A.
;
Xuan Vinh Vo
- In:
Finance research letters
41
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013335977
Saved in:
10
Predicting stock returns in the presence of COVID-19 pandemic : the role of health news
Salisu, Afees A.
;
Xuan Vinh Vo
- In:
International review of financial analysis
71
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012437031
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