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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

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

Energy market uncertainties and US state-level stock market volatility : a GARCH-MIDAS approach

Salisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Gupta, Rangan - 2024

Persistent link: https://www.econbiz.de/10014505054

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

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

Volatility spillovers and hedging effectiveness between health and tourism stocks : empirical evidence from the US

Salisu, Afees A.; Akanni, Lateef O.; Xuan Vinh Vo - In: International review of economics & finance : IREF 74 (2021), pp. 150-159

Persistent link: https://www.econbiz.de/10012792946

Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data

Salisu, Afees A.; Gupta, Rangan; Pierdzioch, Christian; … - In: International review of finance : the official journal … 23 (2023) 2, pp. 228-244

Persistent link: https://www.econbiz.de/10014326299

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

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

The predictive power of Bitcoin prices for the realized volatility of US stock sector returns

Bouri, Elie; Salisu, Afees A.; Gupta, Rangan - In: Financial innovation : FIN 9 (2023) 1, pp. 1-22

contain useful information for the volatility of US stock returns, particularly at the sectoral level of data. We specifically … assess Bitcoin prices' ability to predict the volatility of US composite and sectoral stock indices using both in-sample and …. The findings show that Bitcoin prices have significant predictive power for US stock volatility, with an inverse …

Persistent link: https://www.econbiz.de/10014289060