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Global financial cycle and the predictability of oil market volatility : evidence from a GARCH-MIDAS model
Salisu, Afees A.
;
Gupta, Rangan
;
Demirer, Riza
(
Elsevier
,
2022-04
)
Gold and tail risks
Salisu, Afees A.
;
Adediran, Idris
;
Omoke, Philip C.
;
Tchankam, Jean Paul
(
Elsevier
,
2023-01
)
COVID-19 pandemic and financial innovations
Salisu, Afees A.
;
Sikiru, Abdulsalam Abidemi
;
Omoke, Philip C.
(
Springer
,
2023-08
)
Historical geopolitical risk and the behaviour of stock returns in advanced economies
Salisu, Afees A.
;
Lasisi, Lukman
;
Tchankam, Jean Paul
(
Routledge
,
2022
)
Oil tail risk and the tail risk of the US Dollar exchange rates
Salisu, Afees A.
;
Olaniran, Abeeb
;
Tchankam, Jean Paul
(
Elsevier
,
2022-05
)
Geopolitical risk and global financial cycle : some forecasting experiments
Salisu, Afees A.
;
Omoke, Philip C.
;
Sikiru, Abdulsalam Abidemi
(
Wiley
,
2023-01
)
Predictability of tail risks of Canada and the US over a Century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Elsevier
,
2022-01
)
The U.S. Nonfarm Payroll and the out-of-sample predictability of output growth for over six decades
Salisu, Afees A.
;
Olaniran, Abeeb
(
Springer
,
2022-12
)
Uncertainty and predictability of real housing returns in the United Kingdom : a regional analysis
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula E.
;
Wohar, Mark
(
Wiley
,
2022-11
)
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