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Showing 8 out of a total of 8 results for community: Economic and Management Sciences.
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Policy uncertainty and stock market volatility revisited : the predictive role of signal quality
Salisu, Afees A.
;
Demirer, Riza
;
Gupta, Rangan
(
Wiley
,
2023-12
)
How do housing returns in emerging countries respond to oil shocks? A MIDAS touch
Salisu, Afees A.
;
Gupta, Rangan
(
Routledge
,
2021
)
Forecasting output growth of advanced economies over eight centuries : the role of gold market volatility as a proxy of global uncertainty
Salisu, Afees A.
;
Gupta, Rangan
;
Karmakar, Sayar
;
Das, Sonali
(
Elsevier
,
2022-03
)
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
(
Elsevier
,
2023-04
)
Commodity prices and forecastability of international stock returns over a century : sentiments versus fundamentals with focus on South Africa
Salisu, Afees A.
;
Gupta, Rangan
(
Routledge
,
2022
)
Forecasting oil prices over 150 years : the role of tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Ji, Qiang
(
Elsevier
,
2022-03
)
Geopolitical risk and forecastability of tail risk in the oil market : evidence from over a century of monthly data
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
(
Elsevier
,
2021-11
)
Tail risks and forecastability of stock returns of advanced economies: evidence from centuries of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula E.
(
Routledge
,
2023
)
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Salisu, Afees A. (8)
Gupta, Rangan (7)
Bouri, Elie (1)
Das, Sonali (1)
Demirer, Riza (1)
Gupta, Rangan (1)
Ji, Qiang (1)
Karmakar, Sayar (1)
Ogbonna, Ahamuefula E. (1)
Pierdzioch, Christian (1)
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Forecasting (8)
SDG-08: Decent work and economic growth (3)
Tail risks (3)
Advanced equity markets (2)
Mixed data sampling (MIDAS) (2)
Advanced economies (1)
Commodity prices (1)
Conditional autoregressive value at risk (CAViaR) (1)
Economic policy uncertainty (EPU) (1)
Emerging and developed markets (1)
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2022 (3)
2023 (3)
2021 (2)
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