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~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~language:"eng"
~person:"Salisu, Afees A."
~subject:"Kapitaleinkommen"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Kapitaleinkommen
Volatilität
Volatility
6
Börsenkurs
4
Forecasting model
4
Prognoseverfahren
4
Share price
4
USA
4
United States
4
Aktienmarkt
3
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3
Estimation
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3
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2
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2
Welt
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stock returns
2
ARCH model
1
ARCH-Modell
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Exchange rate
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Firm-level expectations and uncertainties
1
GARCH-MIDAS
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Gold market volatility
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HAR models
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Hedging
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Immobilienfonds
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Out-of-sample predictability
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REITs volatility
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Article in journal
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7
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English
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Salisu, Afees A.
Gupta, Rangan
14
Titman, Sheridan
12
Bouri, Elie
10
Fama, Eugene F.
7
Lakonishok, Josef
7
Roubaud, David
7
Andersen, Torben
6
French, Kenneth Ronald
6
Kanas, Angelos
6
Liang, Chao
6
Ma, Feng
6
McMillan, David G.
6
Stambaugh, Robert F.
6
Tiwari, Aviral Kumar
6
Wohar, Mark E.
6
Chordia, Tarun
5
Daniel, Kent
5
Jegadeesh, Narasimhan
5
Pástor, Ľuboš
5
Barber, Brad M.
4
Bekaert, Geert
4
Campbell, John Y.
4
Chan, Louis K. C.
4
Cooper, Michael J.
4
Hammoudeh, Shawkat
4
Kouretas, Georgios P.
4
Li, Xiafei
4
Longstaff, Francis A.
4
Lynch, Anthony W.
4
Ngo, Thanh
4
Power, David M.
4
Schwert, George William
4
Subrahmanyam, Avanidhar
4
Wei, Yu
4
Wermers, Russ
4
Aggarwal, Reena
3
Ahmed, Walid M. A.
3
Ang, Andrew
3
Apergēs, Nikolaos
3
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International journal of finance & economics : IJFE
The journal of finance : the journal of the American Finance Association
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
International review of economics & finance : IREF
5
Energy economics
4
Emerging markets, finance and trade : EMFT
3
Global finance journal
3
Journal of forecasting
3
The North American journal of economics and finance : a journal of financial economics studies
3
Applied economics letters
2
Economic modelling
2
Finance research letters
2
International review of financial analysis
2
The European journal of finance
2
Economics and Business Letters : EBL
1
Financial innovation : FIN
1
International Journal of Energy Economics and Policy : IJEEP
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of African business
1
Journal of economics and finance : JEF
1
Journal of risk and financial management : JRFM
1
OPEC energy review
1
Research in international business and finance
1
Review of Economic Analysis : REA
1
Review of development finance
1
The empirical economics letters : a monthly international journal of economics
1
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ECONIS (ZBW)
7
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1
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
2
Hedging against risks associated with travel and tourism stocks during COVID-19 pandemic : the role of gold
Sikiru, Abdulsalam Abidemi
;
Salisu, Afees A.
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1872-1882
Persistent link: https://www.econbiz.de/10014253456
Saved in:
3
Stock returns and interest rate differential in high and low interest rate environments
Salisu, Afees A.
;
Sikiru, Abdulsalam Abidemi
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1713-1728
Persistent link: https://www.econbiz.de/10014253441
Saved in:
4
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
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 303-314
Persistent link: https://www.econbiz.de/10014428077
Saved in:
5
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:
6
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:
7
Out-of-sample predictability of gold market volatility : the role of US Nonfarm Payroll
Salisu, Afees A.
;
Bouri, Elie
;
Gupta, Rangan
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 482-488
Persistent link: https://www.econbiz.de/10014249177
Saved in:
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