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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

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

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

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

Oil shocks and state-level stock market volatility of the United States : a GARCH-MIDAS approach

Salisu, Afees A.; Gupta, Rangan; Cepni, Oguzhan; … - In: Review of quantitative finance and accounting 63 (2024) 4, pp. 1473-1510

Persistent link: https://www.econbiz.de/10015178531

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

Dynamic effects of monetary policy shocks on macroeconomic volatility in the United Kingdom

Salisu, Afees A.; Gupta, Rangan - In: Applied economics letters 28 (2021) 18, pp. 1594-1599

Persistent link: https://www.econbiz.de/10012626718

Commodity risk and forecastability of international stock returns : the role of oil returns skewness

Salisu, Afees A.; Gupta, Rangan - 2025

This study examines the out-of-sample predictability of expected skewness of oil price returns, which serves as a metric for global future risks, as we show statistically through the association with crises of different nature, for stock returns of 10 (8 advanced plus two emerging) countries...

Persistent link: https://www.econbiz.de/10015358919

Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks

Salisu, Afees A.; Gupta, Rangan; Pierdzioch, Christian - In: The North American journal of economics and finance : a … 59 (2022), pp. 1-17

Persistent link: https://www.econbiz.de/10013413542

Oil price returns skewness and forecastability of international stock returns over one century of data

Salisu, Afees A.; Gupta, Rangan - 2023

Persistent link: https://www.econbiz.de/10014443111