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~accessRights:"restricted"
~language:"eng"
~person:"Salisu, Afees A."
~person:"Zhang, Yaojie"
~subject:"Schätzung"
~type_genre:"Article in journal"
~type_genre:"Sammlung"
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Schätzung
Forecasting model
86
Prognoseverfahren
86
Volatility
65
Volatilität
65
Estimation
54
Börsenkurs
51
Share price
51
Welt
43
World
43
Stock market
41
Aktienmarkt
40
Capital income
40
Kapitaleinkommen
40
ARCH model
36
ARCH-Modell
36
Oil price
36
Ölpreis
36
Forecast
22
Prognose
22
Volatility forecasting
20
Risiko
19
Risk
19
USA
17
United States
17
Theorie
15
Theory
15
Coronavirus
13
China
12
Impact assessment
12
Oil market
12
Wirkungsanalyse
12
Schock
11
Shock
11
Ölmarkt
11
COVID-19
10
Capital market returns
10
Commodity derivative
10
Exchange rate
10
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Article
54
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Article in journal
Sammlung
Aufsatz in Zeitschrift
54
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English
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Salisu, Afees A.
Zhang, Yaojie
Gupta, Rangan
143
Bahmani-Oskooee, Mohsen
71
Gil-Alaña, Luis A.
61
Zaremba, Adam
52
Tiwari, Aviral Kumar
47
Wohar, Mark E.
45
Apergēs, Nikolaos
41
Balcilar, Mehmet
40
Lee, Chien-chiang
38
Shahbaz, Muhammad
37
Xuan Vinh Vo
33
Hammoudeh, Shawkat
32
Ma, Feng
32
Bouri, Elie
31
Jalles, João Tovar
30
Caporale, Guglielmo Maria
29
Narayan, Paresh Kumar
28
Pierdzioch, Christian
27
Kang, Sang Hoon
26
Wang, Yudong
26
Serletis, Apostolos
24
Shahzad, Syed Jawad Hussain
24
Yoon, Seong-min
24
Chang, Tsangyao
23
Kumbhakar, Subal
23
Mensi, Walid
23
Gozgor, Giray
22
Jawadi, Fredj
22
Zhu, Huiming
22
Afonso, António
20
Demirer, Rıza
20
Polemis, Michael
20
Tsionas, Efthymios G.
20
Wagner, Joachim
20
Yin, Libo
19
Lau, Chi Keung
18
McMillan, David G.
18
Sehgal, Sanjay
18
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Finance research letters
8
Economic modelling
5
Energy economics
5
International review of economics & finance : IREF
5
The North American journal of economics and finance : a journal of financial economics studies
4
Applied economics
3
International journal of finance & economics : IJFE
3
International review of financial analysis
3
Emerging markets, finance and trade : EMFT
2
Journal of forecasting
2
Annals of financial economics
1
Applied economics letters
1
Bulletin of economic research
1
Economic change & restructuring
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Global finance journal
1
International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
1
International journal of forecasting
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of macroeconomics
1
Macroeconomics and finance in emerging market economies
1
The European journal of finance
1
The journal of futures markets
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
54
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11
Geopolitical risk and stock market volatility : a global perspective
Zhang, Yaojie
;
He, Jiaxin
;
He, Mengxi
;
Li, Shaofang
- In:
Finance research letters
53
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014472386
Saved in:
12
Hedging pressure momentum and the predictability of oil futures returns
Yu, Dan
;
Chen, Chuang
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
121
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014384325
Saved in:
13
Predictability of economic slowdowns in advanced countries over eight centuries : the role of climate risks
Gupta, Rangan
;
Nel, Jacobus
;
Salisu, Afees A.
;
Ji, Qiang
- In:
Finance research letters
54
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014472761
Saved in:
14
The predictability of iron ore futures prices : a product-material lead-lag effect
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
The journal of futures markets
43
(
2023
)
9
,
pp. 1289-1304
Persistent link: https://www.econbiz.de/10014339412
Saved in:
15
Predicting stock realized variance based on an asymmetric robust regression approach
Zhang, Yaojie
;
He, Mengxi
;
Zhao, Yuqi
;
Hao, Xianfeng
- In:
Bulletin of economic research
75
(
2023
)
4
,
pp. 1022-1047
Persistent link: https://www.econbiz.de/10014435626
Saved in:
16
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:
17
A test for the contributions of urban and rural inflation to inflation persistence in Nigeria
Ebuh, Godday Uwawunkonye
;
Salisu, Afees A.
;
Oboh, …
- In:
Macroeconomics and finance in emerging market economies
16
(
2023
)
2
,
pp. 222-246
Persistent link: https://www.econbiz.de/10014319831
Saved in:
18
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
Saved in:
19
The financial US uncertainty spillover multiplier : evidence from a GVAR model
Salisu, Afees A.
;
Gupta, Rangan
;
Demirer, Rıza
- In:
International finance : the only journal bridging the …
25
(
2022
)
3
,
pp. 313-340
Persistent link: https://www.econbiz.de/10013472786
Saved in:
20
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:
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