Afees Adebare Salisu
Names
| first: |
Afees |
| middle: |
Adebare |
| last: |
Salisu |
Identifer
Contact
| postal address: |
Centre for Econometrics and Applied Research (CEAR),
5, Oba Akinyele/D.P.C Road,
Ojetunji Aboyade's House,
Agodi G.R.A,
Ibadan. |
Affiliations
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University of Pretoria
/ Faculty of Economic and Management Sciences (weight: 1%)
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Centre for Econometrics and Applied Research (weight: 99%)
Research profile
author of:
- A Comparative Assessment of the Global Effects of US Monetary and Fiscal Policy Uncertainty Shocks (RePEc:aag:wpaper:v:25:y:2021:i:4:p:89-114)
by Raymond L. Aor & Afees A. Salisu & Isah J. Okpe - Stock returns-inflation nexus in Africa during tranquil and crisis periods: New evidence (RePEc:afj:journ3:v:9:y:2019:i:1:p:22-31)
by Afees A. Salisu & Samuel F. Onipede & Wasiu Adekunle - Geopolitical Risk and the Return Volatility of Islamic Stocks in Indonesia and Malaysia - A GARCH-MIDAS Approach (RePEc:ayb:jrnael:38)
by Umar B. Ndako & Afees A. Salisu & Muritala O. Ogunsiji - Special Issue on Forecasting Asian Markets (RePEc:ayb:jrnael:39)
by Afees A. Salisu - Do Epidemics and Pandemics Have Predictive Content for Exchange Rate Movements? Evidence for Asian Economies (RePEc:ayb:jrnael:41)
by Afees A. Salisu & Lukman Lasisi & Abeeb Olaniran - Pandemics and the Asia-Pacific Islamic Stocks (RePEc:ayb:jrnael:8)
by Afees A. Salisu & Abdulsalam Abidemi Sikiru - Climate Risk Measures - A Review (RePEc:ayb:jrnael:81)
by Afees Salisu & Tirimisiyu Oloko - Uncertainty Due to Infectious Diseases and Energy Market Volatility (RePEc:ayb:jrnerl:17)
by Afees Salisu & Idris Adediran - Climate Policy Uncertainty and Crude Oil Market Volatility (RePEc:ayb:jrnerl:72)
by Afees Salisu & Philip Omoke & Olalekan Fadiya - The financial US uncertainty spillover multiplier: Evidence from a GVAR model (RePEc:bla:intfin:v:25:y:2022:i:3:p:313-340)
by Afees A. Salisu & Rangan Gupta & Riza Demirer - Climate risks and U.S. stock‐market tail risks: A forecasting experiment using over a century of data (RePEc:bla:irvfin:v:23:y:2023:i:2:p:228-244)
by Afees A. Salisu & Christian Pierdzioch & Rangan Gupta & Reneé van Eyden - Modelling oil price volatility before, during and after the global financial crisis (RePEc:bla:opecrv:v:38:y:2014:i:4:p:469-495)
by Afees A. Salisu - Unit root modeling for trending stock market series (RePEc:bor:bistre:v:16:y:2016:i:2:p:82-91)
by Afees A. Salisu & Umar B. Ndako & Tirimisiyu F. Oloko & Lateef O. Akanni - Testing for martingale difference hypothesis with structural breaks: Evidence from AsiaePacific foreign exchange markets (RePEc:bor:bistre:v:16:y:2016:i:4:p:210-218)
by Afees A. Salisu & Tirimisiyu F. Oloko & Oluwatomisin J. Oyewole - Testing for spillovers in naira exchange rates: The role of electioneering & global financial crisis (RePEc:bor:bistre:v:18:y:2018:i:4:p:341-348)
by Afees A. Salisu & Taofeek O. Ayinde - Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty (RePEc:cth:wpaper:gru_2021_017)
by Afees A. Salisu & Rangan Gupta & Sayar Karmakar & Sonali Das - Modelling oil price-inflation nexus: The role of asymmetries and structural breaks (RePEc:cui:wpaper:0020)
by Sam Olofin & Afees A. Salisu - The impact of crude oil prices on stock prices of oil firms: Should upstream-downstream dichotomy in supply chain be ignored? (RePEc:cui:wpaper:0021)
by Raymond Swaray & Afees A. Salisu - Revisiting the forecasting accuracy of Phillips curve: the role of oil price (RePEc:cui:wpaper:0022)
by Afees A. Salisu & Idris Ademuyiwa & Kazeem Isah - Modeling the spillovers between stock market and money market in Nigeria (RePEc:cui:wpaper:0023)
by Afees A. Salisu & Kazeem Isah - A multi-factor predictive model for oil-US stock nexus with persistence, endogeneity and conditional heteroscedasticity effects (RePEc:cui:wpaper:0024)
by Afees A. Salisu & Raymond Swaray & Tirimisyu F. Oloko - Improving the Predictive ability of oil for inflation: An ADL-MIDAS Approach (RePEc:cui:wpaper:0025)
by Afees A. Salisu & Ahamuefula Ephraim Ogbonna - Predicting US CPI-Inflation in the presence of asymmetries, persistence, endogeneity, and conditional heteroscedasticity (RePEc:cui:wpaper:0026)
by Afees A. Salisu & Kazeem Isah - Statistical Modelling of Second Round Qualification at FIFA World Cup Tournaments (RePEc:cui:wpaper:0027)
by Afees A. Salisu & Ibrahim D. Raheem - Forecasting the return volatility of European equity markets under different market conditions:A GARCH-MIDAS approach (RePEc:cui:wpaper:0028)
by Afees A. Salisu & Umar B. Ndako - Forecasting the return volatility of energy prices: A GARCH MIDAS approach (RePEc:cui:wpaper:0029)
by Afees A. Salisu & Raymond Swaray - Modelling Return and Volatility Spillovers in Global Foreign Exchange Markets (RePEc:cui:wpaper:0030)
by Afees A. Salisu & Oluwatomisinn Oyewole & Ismail O. Fasanya - A new look at the stock price-exchange rate nexus (RePEc:cui:wpaper:0031)
by Afees A. Salisu & Umar B. Ndako - A sectoral analysis of asymmetric nexus between oil and stock (RePEc:cui:wpaper:0033)
by Afees A. Salisu & Ibrahim D. Raheem & Umar B. Ndako - A Capital Flight-Growth Nexus in Sub-Saharan Africa: The Role of Macroeconomic Uncertainty (RePEc:cui:wpaper:0034)
by Afees A. Salisu & Kazeem Isah - Forecasting GDP with energy series: ADL-MIDAS vs. Linear Time Series Models (RePEc:cui:wpaper:0035)
by Afees A. Salisu & Ahamuefula Ephraim Ogbonna - Are daily agricultural grains prices stationary? New evidence from GARCH-based unit root tests (RePEc:cui:wpaper:0036)
by Afees A. Salisu & Tirimisyu F. Oloko - US stocks in the presence of oil price risk: Large cap vs. Small cap (RePEc:cui:wpaper:0037)
by Afees A. Salisu & Raymond Swaray & Tirimisyu F. Oloko - Modelling stock price-exchange rate nexus in OECD countries - A new perspective (RePEc:cui:wpaper:0038)
by Afees A. Salisu & Umar B. Ndako - Predicting US Inflation: Evidence from a New Approach (RePEc:cui:wpaper:0039)
by Afees A. Salisu & Kazeem Isah - You are what you eat: The role of oil price in Nigeria inflation forecast (RePEc:cui:wpaper:0040)
by Moses Tule & Afees A. Salisu & Charles Chimeke - Improving the predictability of commodity prices in US inflation: The role of coffee price (RePEc:cui:wpaper:0041)
by Afees A. Salisu & Raymond Swaray & Idris Adediran - Modeling the residential electricity demand in the US (RePEc:cui:wpaper:0042)
by Afees A. Salisu & Oluwatomisinn Oyewole & Lateef O. Akanni - Forecasting GDP of OPEC: The role of oil price (RePEc:cui:wpaper:0044)
by Afees A. Salisu & Umar B. Ndako & Idris Adediran - Forecasting CO2 emissions: Does the choice of estimator matter? (RePEc:cui:wpaper:0045)
by Afees A. Salisu & Lateef O. Akanni & Ahamuefula Ephraim Ogbonna - US shale oil and the behaviour of commodity prices (RePEc:cui:wpaper:0047)
by Afees A. Salisu & Idris Adediran - Energy consumption and economic growth in oil importing and oil exporting countries: A Panel ARDL approach (RePEc:cui:wpaper:0048)
by Afees A. Salisu & Tirimisyu F. Oloko & Ismail Okunoye & Olaide Opeloyeru & Nafisat Olabisi - United we stand, divided we fall: A PANICCA test evidence for stock exchanges in OECD (RePEc:cui:wpaper:0049)
by Afees A. Salisu - Testing for spillovers in Naira exchange rates: The role of electioneering& global financial crisis (RePEc:cui:wpaper:0050)
by Afees A. Salisu & Taofeek O. Ayinde - Could this be a fiction? Bitcoin forecasts most tradable currency pairs better than ARFIMA (RePEc:cui:wpaper:0051)
by Afees A. Salisu & Lateef O. Akanni & Rasheed O. Azeez - Does the choice of estimator matter for forecasting? A revisit (RePEc:cui:wpaper:0053)
by Afees A. Salisu & Ahamuefula Ephraim Ogbonna & Paul Adeoye Omosebi - Predicting the stock prices of G7 countries with Bitcoin prices (RePEc:cui:wpaper:0054)
by Afees A. Salisu & Kazeem Isah & Lateef O. Akanni - Predicting exchange rate with commodity prices: The role of structural breaks and asymmetries (RePEc:cui:wpaper:0055)
by Afees A. Salisu & Wasiu Adekunle & Zachariah Emmanuel & Wasiu A. Alimi - A new procedure for pre-testing the distribution properties of Stock returns (RePEc:cui:wpaper:0057)
by Afees A. Salisu & Ibrahim D. Raheem - Analysing the distribution properties of Bitcoin returns (RePEc:cui:wpaper:0058)
by Afees A. Salisu & Aviral Kumar Tiwari & Ibrahim D. Raheem - Testing for time-varying stochastic volatility in Bitcoin returns (RePEc:cui:wpaper:0060)
by Afees A. Salisu & Idris Adediran - Does time-variation matter in the stochastic volatility components for G7 stock returns (RePEc:cui:wpaper:0062)
by Afees A. Salisu & Ahamuefula Ephraim Ogbonna - Revised Small Macro-Econometric Model Of The Nigerian Economy (RePEc:eaa:aeinde:v:20:y:2020:i:1_7)
by Olofin, S.O. & Salisu, A.A & Tule, M.K - Trade creation and trade diversion in West African Monetary Zone (WAMZ) (RePEc:ebl:ecbull:eb-12-00405)
by Afees Salisu & Idris Ademuyiwa - Is uemoa trade creating? an empirical investigation (RePEc:ebl:ecbull:eb-12-00409)
by Afees Salisu & Idris Ademuyiwa - Modelling the Demand for Money in Sub-Saharan Africa (SSA) (RePEc:ebl:ecbull:eb-12-00498)
by Afees Salisu & Idris Ademuyiwa & Basiru Fatai - Modelling Oil Price Volatility with the Beta-Skew-t-EGARCH Framework (RePEc:ebl:ecbull:eb-15-00762)
by Afees A. Salisu - Testing for asymmetries in the predictive model for oil price-inflation nexus (RePEc:ebl:ecbull:eb-17-00609)
by Afees A. Salisu & Kazeem O. Isah & Idris Ademuyiwa - Analysis of the asymmetric response of exchange rate to interest rate differentials: Evidence from the MINT countries (RePEc:ebl:ecbull:eb-20-00016)
by Dinci J. Penzin & Afees A. Salisu - Comparative Performance of Volatility Models for Oil Price (RePEc:eco:journ2:2012-03-9)
by Afees A. Salisu & Ismail O. Fasanya - Examining Rational Bubbles in Oil Prices: Evidence From Frequency Domain Estimates (RePEc:eco:journ2:2019-02-19)
by Adedoyin Isola Lawal & Adeniyi Olayanju & Afeez Adebare Salisu & Abiola John Asaleye & Olatunde Dahunsi & Oluwasogo Dada & Oluwasola Emmanel Omoju & Olabisi Rasheedat Popoola - The COVID-19 global fear index and the predictability of commodity price returns (RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635020302136)
by Salisu, Afees A. & Akanni, Lateef & Raheem, Ibrahim - Testing for heteroskedasticity and spatial correlation in a two way random effects model (RePEc:eee:csdana:v:70:y:2014:i:c:p:153-171)
by Kouassi, Eugene & Mougoué, Mbodja & Sango, Joel & Bosson Brou, J.M. & Amba, Claude M.O. & Salisu, Afeez Adebare - Disentangled oil shocks and stock market volatility in Nigeria and South Africa: A GARCH-MIDAS approach (RePEc:eee:ecanpo:v:78:y:2023:i:c:p:707-717)
by Tumala, Mohammed M. & Salisu, Afees A. & Gambo, Ali I. - A small macroeconometric model of the Nigerian economy (RePEc:eee:ecmode:v:39:y:2014:i:c:p:305-313)
by Olofin, S.O. & Olubusoye, O.E. & Mordi, C.N.O. & Salisu, A.A. & Adeleke, A.I. & Orekoya, S.O. & Olowookere, A.E. & Adebiyi, M.A. - Further application of Narayan and Liu (2015) unit root model for trending time series (RePEc:eee:ecmode:v:55:y:2016:i:c:p:305-314)
by Salisu, Afees A. & Adeleke, Adegoke I. - Revisiting the oil price and stock market nexus: A nonlinear Panel ARDL approach (RePEc:eee:ecmode:v:66:y:2017:i:c:p:258-271)
by Salisu, Afees A. & Isah, Kazeem O. - Predicting US inflation: Evidence from a new approach (RePEc:eee:ecmode:v:71:y:2018:i:c:p:134-158)
by Salisu, Afees A. & Isah, Kazeem O. - Modelling stock price–exchange rate nexus in OECD countries: A new perspective (RePEc:eee:ecmode:v:74:y:2018:i:c:p:105-123)
by Salisu, Afees A. & Ndako, Umar B. - Improving the predictability of the oil–US stock nexus: The role of macroeconomic variables (RePEc:eee:ecmode:v:76:y:2019:i:c:p:153-171)
by Salisu, Afees A. & Swaray, Raymond & Oloko, Tirimisiyu F. - A test for inflation persistence in Nigeria using fractional integration & fractional cointegration techniques (RePEc:eee:ecmode:v:87:y:2020:i:c:p:225-237)
by Tule, Moses K. & Salisu, Afees A. & Ebuh, Godday U. - Improving the predictability of stock returns with Bitcoin prices (RePEc:eee:ecofin:v:48:y:2019:i:c:p:857-867)
by Salisu, Afees A. & Isah, Kazeem & Akanni, Lateef O. - A fractional cointegration VAR analysis of Islamic stocks: A global perspective (RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818306636)
by Salisu, Afees A. & Ndako, Umar B. & Adediran, Idris A. & Swaray, Raymond - The heterogeneous behaviour of the inflation hedging property of cocoa (RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819303535)
by Salisu, Afees A. & Adediran, Idris A. & Oloko, Tirimisiyu O. & Ohemeng, William - Analysis of asymmetric response of exchange rate to interest rate differentials: The case of African Big 4 (RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820302072)
by Musa, Abdullahi & Salisu, Afees A. & Aliyu, Victoria O. & Mevweroso, Chioma R. - Predictability of tail risks of Canada and the U.S. Over a Century: The role of spillovers and oil tail Risks☆ (RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002163)
by Salisu, Afees A. & Gupta, Rangan & Pierdzioch, Christian - Geopolitical risk and stock market volatility in emerging markets: A GARCH – MIDAS approach (RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001024)
by Salisu, Afees A. & Ogbonna, Ahamuefula E. & Lasisi, Lukman & Olaniran, Abeeb - Global financial cycle and the predictability of oil market volatility: Evidence from a GARCH-MIDAS model (RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322001128)
by Salisu, Afees A. & Gupta, Rangan & Demirer, Riza - Oil tail risk and the tail risk of the US Dollar exchange rates (RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001360)
by Salisu, Afees A. & Olaniran, Abeeb & Tchankam, Jean Paul - Climate change and fossil fuel prices: A GARCH-MIDAS analysis (RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002906)
by Tumala, Mohammed M. & Salisu, Afees & Nmadu, Yaaba B. - Technology shocks and crude oil market connection: The role of climate change (RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000331)
by Salisu, Afees A. & Isah, Kazeem & Oloko, Tirimisiyu O. - Modeling returns and volatility transmission between oil price and US–Nigeria exchange rate (RePEc:eee:eneeco:v:39:y:2013:i:c:p:169-176)
by Salisu, Afees A. & Mobolaji, Hakeem - Modeling oil price–US stock nexus: A VARMA–BEKK–AGARCH approach (RePEc:eee:eneeco:v:50:y:2015:i:c:p:1-12)
by Salisu, Afees A. & Oloko, Tirimisiyu F. - Revisiting the forecasting accuracy of Phillips curve: The role of oil price (RePEc:eee:eneeco:v:70:y:2018:i:c:p:334-356)
by Salisu, Afees A. & Ademuyiwa, Idris & Isah, Kazeem O. - Modelling oil price volatility with structural breaks (RePEc:eee:enepol:v:52:y:2013:i:c:p:554-562)
by Salisu, Afees A. & Fasanya, Ismail O. - Modelling oil price-inflation nexus: The role of asymmetries (RePEc:eee:energy:v:125:y:2017:i:c:p:97-106)
by Salisu, Afees A. & Isah, Kazeem O. & Oyewole, Oluwatomisin J. & Akanni, Lateef O. - Another look at the energy-growth nexus: New insights from MIDAS regressions (RePEc:eee:energy:v:174:y:2019:i:c:p:69-84)
by Salisu, Afees A. & Ogbonna, Ahamuefula E. - Geopolitical risk and forecastability of tail risk in the oil market: Evidence from over a century of monthly data (RePEc:eee:energy:v:235:y:2021:i:c:s0360544221015814)
by Salisu, Afees A. & Pierdzioch, Christian & Gupta, Rangan - Predicting stock returns in the presence of COVID-19 pandemic: The role of health news (RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301903)
by Salisu, Afees A. & Vo, Xuan Vinh - Assessing the safe haven property of the gold market during COVID-19 pandemic (RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000090)
by Salisu, Afees A. & Raheem, Ibrahim D. & Vo, Xuan Vinh - Forecasting stock-market tail risk and connectedness in advanced economies over a century: The role of gold-to-silver and gold-to-platinum price ratios (RePEc:eee:finana:v:83:y:2022:i:c:s105752192200254x)
by Salisu, Afees A. & Pierdzioch, Christian & Gupta, Rangan & Gabauer, David - United we stand, divided we fall: A PANICCA test evidence for stock exchanges in OECD (RePEc:eee:finlet:v:28:y:2019:i:c:p:343-347)
by Salisu, Afees A. - The transmission of monetary policy in emerging economies during tranquil and turbulent periods (RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319307147)
by Yakubu, Jibrin & Salisu, Afees A. & Musa, Abdullahi & Omosola, Adebola & Belonwu, Maximillian & Isah, Kazeem - New evidence for the inflation hedging potential of US stock returns (RePEc:eee:finlet:v:37:y:2020:i:c:s154461231930830x)
by Salisu, Afees A. & Ndako, Umar B. & Akanni, Lateef O. - Firm-specific news and the predictability of Consumer stocks in Vietnam (RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316159)
by Salisu, Afees A. & Vo, Xuan Vinh - OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning (RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002063)
by Sheng, Xin & Gupta, Rangan & Salisu, Afees A. & Bouri, Elie - US Stock return predictability with high dimensional models (RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002646)
by Salisu, Afees A. & Tchankam, Jean Paul - Oil tail risks and the forecastability of the realized variance of oil-price: Evidence from over 150 years of data (RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321003809)
by Salisu, Afees A. & Pierdzioch, Christian & Gupta, Rangan - Global evidence of the COVID-19 shock on real equity prices and real exchange rates: A counterfactual analysis with a threshold-augmented GVAR model (RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321004864)
by Salisu, Afees A. & Ayinde, Taofeek O. & Gupta, Rangan & Wohar, Mark E. - Predictability of economic slowdowns in advanced countries over eight centuries: The role of climate risks (RePEc:eee:finlet:v:54:y:2023:i:c:s154461232300168x)
by Gupta, Rangan & Nel, Jacobus & Salisu, Afees A. & Ji, Qiang - A firm-level analysis of the upstream-downstream dichotomy in the oil-stock nexus (RePEc:eee:glofin:v:37:y:2018:i:c:p:199-218)
by Swaray, Raymond & Salisu, Afees A. - Oil shocks and stock market volatility of the BRICS: A GARCH-MIDAS approach (RePEc:eee:glofin:v:48:y:2021:i:c:s1044028319303503)
by Salisu, Afees A. & Gupta, Rangan - Financial turbulence, systemic risk and the predictability of stock market volatility (RePEc:eee:glofin:v:52:y:2022:i:c:s1044028322000011)
by Salisu, Afees A. & Demirer, Riza & Gupta, Rangan - The return volatility of cryptocurrencies during the COVID-19 pandemic: Assessing the news effect (RePEc:eee:glofin:v:54:y:2022:i:c:s1044028321000399)
by Salisu, Afees A. & Ogbonna, Ahamuefula E. - Exchange rate predictability with nine alternative models for BRICS countries (RePEc:eee:jmacro:v:71:y:2022:i:c:s0164070421000732)
by Salisu, Afees A. & Gupta, Rangan & Kim, Won Joong - Can agricultural commodity prices predict Nigeria's inflation? (RePEc:eee:jocoma:v:16:y:2019:i:c:s2405851318301107)
by Tule, Moses K. & Salisu, Afees A. & Chiemeke, Charles C. - Predicting exchange rate with commodity prices: New evidence from Westerlund and Narayan (2015) estimator with structural breaks and asymmetries (RePEc:eee:jrpoli:v:62:y:2019:i:c:p:33-56)
by Salisu, Afees A. & Adekunle, Wasiu & Alimi, Wasiu A. & Emmanuel, Zachariah - Assessing the inflation hedging of gold and palladium in OECD countries (RePEc:eee:jrpoli:v:62:y:2019:i:c:p:357-377)
by Salisu, Afees A. & Ndako, Umar B. & Oloko, Tirimisiyu F. - Assessing the inflation hedging potential of coal and iron ore in Australia (RePEc:eee:jrpoli:v:63:y:2019:i:c:53)
by Salisu, Afees A. & Adediran, Idris A. - Testing the predictability of commodity prices in stock returns of G7 countries: Evidence from a new approach (RePEc:eee:jrpoli:v:64:y:2019:i:c:s030142071930399x)
by Salisu, Afees A. & Isah, Kazeem O. & Raheem, Ibrahim D. - Google trends and the predictability of precious metals (RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719307408)
by Salisu, Afees A. & Ogbonna, Ahamuefula E. & Adewuyi, Adeolu - The inflation hedging properties of gold, stocks and real estate: A comparative analysis (RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719302697)
by Salisu, Afees A. & Raheem, Ibrahim D. & Ndako, Umar B. - Gold as a hedge against oil shocks: Evidence from new datasets for oil shocks (RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719309377)
by Salisu, Afees A. & Adediran, Idris - Hedging oil price risk with gold during COVID-19 pandemic (RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309284)
by Salisu, Afees A. & Vo, Xuan Vinh & Lawal, Adedoyin - Forecasting oil prices over 150 years: The role of tail risks (RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721005158)
by Salisu, Afees A. & Gupta, Rangan & Ji, Qiang - Forecasting output growth of advanced economies over eight centuries: The role of gold market volatility as a proxy of global uncertainty (RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721005341)
by Salisu, Afees A. & Gupta, Rangan & Karmakar, Sayar & Das, Sonali - Oil-price uncertainty and the U.K. unemployment rate: A forecasting experiment with random forests using 150 years of data (RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001106)
by Gupta, Rangan & Pierdzioch, Christian & Salisu, Afees A. - Oil-growth nexus in Nigeria: An ADL-MIDAS approach (RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722002021)
by Tumala, Mohammed M. & Salisu, Afees A. & Atoi, Ngozi V. - The (Asymmetric) effect of El Niño and La Niña on gold and silver prices in a GVAR model (RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003427)
by Salisu, Afees A. & Gupta, Rangan & Nel, Jacobus & Bouri, Elie - Gold and tail risks (RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005979)
by Salisu, Afees A. & Adediran, Idris & Omoke, Philip C. & Tchankam, Jean Paul - Transition risk, physical risk, and the realized volatility of oil and natural gas prices (RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000910)
by Salisu, Afees A. & Ndako, Umar B. & Vo, Xuan Vinh - Oil price and the Bitcoin market (RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001459)
by Salisu, Afees A. & Ndako, Umar B. & Vo, Xuan Vinh - Climate risk and gold (RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002027)
by Salisu, Afees A. & Olaniran, Abeeb & Lasisi, Lukman - Oil tail risks and the realized variance of consumer prices in advanced economies (RePEc:eee:jrpoli:v:83:y:2023:i:c:s030142072300466x)
by Salisu, Afees A. & Ogbonna, Ahamuefula E. & Vo, Xuan Vinh - Out-of-sample predictability of gold market volatility: The role of US Nonfarm Payroll (RePEc:eee:quaeco:v:86:y:2022:i:c:p:482-488)
by Salisu, Afees A. & Bouri, Elie & Gupta, Rangan - Firm-level business uncertainty and the predictability of the aggregate U.S. stock market volatility during the COVID-19 pandemic (RePEc:eee:quaeco:v:88:y:2023:i:c:p:295-302)
by Demirer, Riza & Gupta, Rangan & Salisu, Afees A. & van Eyden, Reneé - Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach (RePEc:eee:quaeco:v:88:y:2023:i:c:p:303-314)
by Salisu, Afees A. & Gupta, Rangan & Bouri, Elie - Modeling energy demand: Some emerging issues (RePEc:eee:rensus:v:54:y:2016:i:c:p:1470-1480)
by Salisu, Afees A. & Ayinde, Taofeek O. - A sectoral analysis of asymmetric nexus between oil price and stock returns (RePEc:eee:reveco:v:61:y:2019:i:c:p:241-259)
by Salisu, Afees A. & Raheem, Ibrahim D. & Ndako, Umar B. - Mortgage asymmetric pricing, cash rate and international funding cost: Australian evidence (RePEc:eee:reveco:v:65:y:2020:i:c:p:46-68)
by Holland, Quynh Chau Pham & Liu, Benjamin & Roca, Eduardo & Salisu, Afees A. - Revisiting oil-stock nexus during COVID-19 pandemic: Some preliminary results (RePEc:eee:reveco:v:69:y:2020:i:c:p:280-294)
by Salisu, Afees A. & Ebuh, Godday U. & Usman, Nuruddeen - The behavior of exchange rate and stock returns in high and low interest rate environments (RePEc:eee:reveco:v:74:y:2021:i:c:p:138-149)
by Salisu, Afees A. & Vo, Xuan Vinh - Volatility spillovers and hedging effectiveness between health and tourism stocks: Empirical evidence from the US (RePEc:eee:reveco:v:74:y:2021:i:c:p:150-159)
by Salisu, Afees A. & Akanni, Lateef O. & Vo, Xuan Vinh - Geopolitical risks and historical exchange rate volatility of the BRICS (RePEc:eee:reveco:v:77:y:2022:i:c:p:179-190)
by Salisu, Afees A. & Cuñado, Juncal & Gupta, Rangan - Islamic Stock indices and COVID-19 pandemic (RePEc:eee:reveco:v:80:y:2022:i:c:p:282-293)
by Salisu, Afees A. & Shaik, Muneer - The role of global economic conditions in forecasting gold market volatility: Evidence from a GARCH-MIDAS approach (RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920307273)
by Salisu, Afees A. & Gupta, Rangan & Bouri, Elie & Ji, Qiang - Gold and US sectoral stocks during COVID-19 pandemic (RePEc:eee:riibaf:v:57:y:2021:i:c:s0275531921000453)
by Salisu, Afees A. & Vo, Xuan Vinh & Lucey, Brian - Unknown item RePEc:eme:jrf000:jrf-01-2022-0008 (article)
- Uncertainty due to pandemics and epidemics and the behavior of Travel & Leisure stocks in the UK, the USA and Europe (RePEc:eme:jrfpps:jrf-01-2022-0008)
by Afees Salisu & Jean Paul Tchankam - Unknown item RePEc:exl:29stat:v:17:y:2016:i:4:p:659-670 (article)
- Economic Growth, Exchange Rate and Remittance Nexus: Evidence from Africa (RePEc:gam:jjrfmx:v:15:y:2022:i:6:p:235-:d:824319)
by Adedoyin Isola Lawal & Afees Adebare Salisu & Abiola John Asaleye & Ezeikel Oseni & Bukola Bose Lawal-Adedoyin & Samuel Olatunde Dahunsi & Emmanuel Oluwasola Omoju & Abigail Oyeronke DickTonye & Eliza - Oil Price Uncertainty Shocks and Global Equity Markets: Evidence from a GVAR Model (RePEc:gam:jjrfmx:v:15:y:2022:i:8:p:355-:d:883443)
by Afees A. Salisu & Rangan Gupta & Riza Demirer - Technology Shocks and the Efficiency of Equity Markets in the Developed and Emerging Economies: A Global VAR Approach (RePEc:gam:jjrfmx:v:16:y:2023:i:3:p:154-:d:1082156)
by Yinka S. Hammed & Afees A. Salisu - A New Index for Measuring Uncertainty Due to the COVID-19 Pandemic (RePEc:gam:jsusta:v:13:y:2021:i:6:p:3212-:d:517131)
by Afees A. Salisu & Ahamuefula E. Ogbonna & Tirimisiyu F. Oloko & Idris A. Adediran - Climate Change, Technology Shocks and the US Equity Real Estate Investment Trusts (REITs) (RePEc:gam:jsusta:v:15:y:2023:i:19:p:14536-:d:1254629)
by Afees A. Salisu & Yinka S. Hammed & Ibrahim Ngananga Ouattara - Exchange Rate And Interest Rate Differential In G7 Economies (RePEc:idn:journl:v:22:y:2019:i:3b:p:1-24)
by Peter Golit & Afees Salisu & Akinwunmi Akintola & Faustina Nsonwu & Itoro Umoren - Evidence On Monetary Policy Transmission During Tranquil And Turbulent Periods (RePEc:idn:journl:v:22:y:2019:i:3d:p:1-40)
by Chioma Peace Nwosu & Afees A. Salisu & Margaret Johnson Hilili & Izuchukwu Ifeanyi Okafor & Izuchukwu Oji-Okoro & Idis Adediran - Financial Stability And Income Growth In Emerging Markets (RePEc:idn:journl:v:23:y:2020:i:2c:p:201-220)
by Bashir T. Mande & Afees A. Salisu & Adeola N. Jimoh & Fola Dosumu & Girei H. Adamu - A Note On Public Debt-Private Investment Nexus In Emerging Economies (RePEc:idn:journl:v:25:y:2022:i:1b:p:25-36)
by Dinci J. Penzin & Afees Salisu & Benedict N.Akanegbu - Central Bank Independence And Price Stability Under Alternative Political Regimes: A Global Evidence (RePEc:idn:journl:v:25:y:2022:i:2b:p:155-172)
by Afees A. Salisu & Elias A. Udeaja & Silva Opuala-Charles - Foreign Capital Flows, Financial Development And Growth In Sub-Saharan Africa (RePEc:jed:journl:v:40:y:2015:i:3:p:85-103)
by Oluwatosin Adeniyi & Bello Ajide & Afees Salisu - Testing for unemployment persistence in Nigeria (RePEc:kap:ecopln:v:55:y:2022:i:4:d:10.1007_s10644-022-09395-3)
by Ebuh U. Godday & Nuruddeen Usman & Afees A. Salisu - Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty (RePEc:kap:jrefec:v:64:y:2022:i:4:d:10.1007_s11146-020-09813-1)
by Rangan Gupta & Hardik A. Marfatia & Christian Pierdzioch & Afees A. Salisu - Constructing a Global Fear Index for the COVID-19 Pandemic (RePEc:mes:emfitr:v:56:y:2020:i:10:p:2310-2331)
by Afees A. Salisu & Lateef O. Akanni - Asymmetric and Time-Varying Behavior of Exchange Rate and Interest Rate Differential in Emerging Markets (RePEc:mes:emfitr:v:57:y:2021:i:14:p:3944-3959)
by Afees A. Salisu & Ibrahim Adeleke & Lateef O. Akanni - How Do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch (RePEc:mes:emfitr:v:57:y:2021:i:15:p:4286-4311)
by Afees A. Salisu & Rangan Gupta - Oil Price and Exchange Rate Behaviour of the BRICS (RePEc:mes:emfitr:v:57:y:2021:i:7:p:2042-2051)
by Afees A. Salisu & Juncal Cuñado & Kazeem Isah & Rangan Gupta - A Note on the COVID-19 Shock and Real GDP in Emerging Economies (RePEc:mes:emfitr:v:58:y:2022:i:1:p:93-101)
by Afees A. Salisu & Idris A. Adediran & Rangan Gupta - Out-of- Sample Stock Return Predictability of Alternative COVID-19 Indices (RePEc:mes:emfitr:v:58:y:2022:i:13:p:3739-3750)
by Afees A. Salisu & Jean Paul Tchankam & Idris A. Adediran - Commodity Prices and Forecastability of International Stock Returns over a Century: Sentiments versus Fundamentals with Focus on South Africa (RePEc:mes:emfitr:v:58:y:2022:i:9:p:2620-2636)
by Afees A. Salisu & Rangan Gupta - US stocks in the presence of oil price risk: Large cap vs. Small cap (RePEc:ove:journl:aid:12376)
by Afees Adebare Salisu & Raymond Swaray & Tirimisiyu Oloko - Modeling Exchange rate -interest rate differential nexus in BRICS: The role asymmetry and structural breaks (RePEc:ove:journl:aid:14091)
by Zainab Sani & Afees Adebare Salisu & Eucharia Onyia & Onyebuchi Anih & Lawrence Kanu - Aid-Macroeconomic Policy Environment and Growth:Evidence From Sub-Saharan Africa (RePEc:pje:journl:article10iii)
by Afees Adebare SALISU* & Fidelis O.OGWUMIKE** - Assessing the safe haven property of the gold market during COVID-19 pandemic (RePEc:pra:mprapa:105353)
by Salisu, Afees & Raheem, Ibrahim & Vo, Xuan - Pandemics and cryptocurrencies (RePEc:pra:mprapa:109597)
by Salisu, Afees & Ogbonna, Ahamuefula & Oloko, Tirimisiyu - To “ECO” or not to “ECO”? Evidence for the single currency agenda of ECOWAS (RePEc:pra:mprapa:109680)
by Adediran, Idris & Salisu, Afees & Ogbonna, Ahamuefula E - An Index for Climate-Induced Migration Uncertainty (RePEc:pra:mprapa:119524)
by Salisu, Sulaiman & Salisu, Afees - A news-based economic policy uncertainty index for Nigeria (RePEc:pra:mprapa:119539)
by Salisu, Afees & Salisu, Sulaiman & Salisu, Subair - How do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch (RePEc:pre:wpaper:201946)
by Afees A. Salisu & Rangan Gupta - Oil Shocks and Stock Market Volatility of the BRICS: A GARCH-MIDAS Approach (RePEc:pre:wpaper:201976)
by Afees A. Salisu & Rangan Gupta - A Moving Average Heterogeneous Autoregressive Model for Forecasting the Realized Volatility of the US Stock Market: Evidence from Over a Century of Data (RePEc:pre:wpaper:201978)
by Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna - Geopolitical Risks and Historical Exchange Rate Volatility of the BRICS (RePEc:pre:wpaper:2020105)
by Afees A. Salisu & Juncal Cunado & Rangan Gupta - Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility in the United Kingdom (RePEc:pre:wpaper:202041)
by Afees A. Salisu & Rangan Gupta - The Role of Global Economic Conditions in Forecasting Gold Market Volatility: Evidence from a GARCH-MIDAS Approach (RePEc:pre:wpaper:202043)
by Afees A. Salisu & Rangan Gupta & Elie Bouri & Qiang Ji - A Note on Uncertainty due to Infectious Diseases and Output Growth of the United States: A Mixed-Frequency Forecasting Experiment (RePEc:pre:wpaper:202050)
by Afees A. Salisu & Rangan Gupta & Riza Demirer - Forecasting Oil Volatility Using a GARCH-MIDAS Approach: The Role of Global Economic Conditions (RePEc:pre:wpaper:202051)
by Afees A. Salisu & Rangan Gupta & Elie Bouri & Qiang Ji - Point and Density Forecasting of Macroeconomic and Financial Uncertainties of the United States (RePEc:pre:wpaper:202058)
by Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna - Oil Price and Exchange Rate Behaviour of the BRICS for Over a Century (RePEc:pre:wpaper:202064)
by Afees A. Salisu & Juncal Cunado & Kazeem Isah & Rangan Gupta - Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty (RePEc:pre:wpaper:202077)
by Rangan Gupta & Hardik A. Marfatia & Christian Pierdzioch & Afees A. Salisu - Stock Markets and Exchange Rate Behaviour of the BRICS (RePEc:pre:wpaper:202086)
by Afees A. Salisu & Juncal Cunado & Kazeem Isah & Rangan Gupta - Oil-Price Uncertainty and the U.K. Unemployment Rate: A Forecasting Experiment with Random Forests Using 150 Years of Data (RePEc:pre:wpaper:202095)
by Rangan Gupta & Christian Pierdzioch & Afees A. Salisu - OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning (RePEc:pre:wpaper:202101)
by Xin Sheng & Rangan Gupta & Afees A. Salisu & Elie Bouri - Uncertainty and Predictability of Real Housing Returns in the United Kingdom: A Regional Analysis (RePEc:pre:wpaper:202102)
by Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna & Mark E. Wohar - Forecasting US Output Growth with Large Information Sets (RePEc:pre:wpaper:202103)
by Afees A. Salisu & Umar Bida Ndako & Rangan Gupta - El Nino and Forecastability of Oil-Price Realized Volatility (RePEc:pre:wpaper:202105)
by Elie Bouri & Rangan Gupta & Christian Pierdzioch & Afees A. Salisu - Exchange Rate Predictability with Nine Alternative Models for BRICS Countries (RePEc:pre:wpaper:202116)
by Afees A. Salisu & Rangan Gupta & Won Joong Kim - Tail Risks and Forecastability of Stock Returns of Advanced Economies: Evidence from Centuries of Data (RePEc:pre:wpaper:202117)
by Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna - Forecasting Oil Price over 150 Years: The Role of Tail Risks (RePEc:pre:wpaper:202120)
by Afees A. Salisu & Rangan Gupta & Qiang Ji - Global Financial Cycle and the Predictability of Oil Market Volatility: Evidence from a GARCH-MIDAS Model (RePEc:pre:wpaper:202121)
by Afees A. Salisu & Rangan Gupta & Riza Demirer - Geopolitical Risk and Forecastability of Tail Risk in the Oil Market: Evidence from Over a Century of Monthly Data (RePEc:pre:wpaper:202122)
by Afees A. Salisu & Christian Pierdzioch & Rangan Gupta - Predictability of Tail Risks of Canada and the U.S. Over a Century: The Role of Spillovers and Oil Tail Risks (RePEc:pre:wpaper:202127)
by Afees A. Salisu & Rangan Gupta & Christian Pierdzioch - Gold and the Global Financial Cycle (RePEc:pre:wpaper:202129)
by Afees A. Salisu & Rangan Gupta & Siphesihle Ntyikwe & Riza Demirer - The (Asymmetric) Effect of El Nino and La Nina on Gold and Silver Prices in a GVAR Model (RePEc:pre:wpaper:202132)
by Afees A. Salisu & Rangan Gupta & Jacobus Nel & Elie Bouri - Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty (RePEc:pre:wpaper:202133)
by Afees A. Salisu & Rangan Gupta & Sayar Karmakar & Sonali Das - The Effect of US Uncertainty Shock on International Equity Markets: The Role of the Global Financial Cycle (RePEc:pre:wpaper:202136)
by Afees A. Salisu & Rangan Gupta & Idris A. Adediran - Out-of-Sample Predictability of Gold Market Volatility: The Role of US Nonfarm Payroll (RePEc:pre:wpaper:202143)
by Afees A. Salisu & Elie Bouri & Rangan Gupta - Commodity Prices and Forecastability of South African Stock Returns Over a Century: Sentiments versus Fundamentals (RePEc:pre:wpaper:202144)
by Afees A. Salisu & Rangan Gupta - The Financial US Uncertainty Spillover Multiplier: Evidence from a GVAR Model (RePEc:pre:wpaper:202145)
by Afees A. Salisu & Rangan Gupta & Riza Demirer - Oil Tail Risks and the Forecastability of the Realized Variance of Oil-Price: Evidence from Over 150 Years of Data (RePEc:pre:wpaper:202146)
by Afees A. Salisu & Christian Pierdzioch & Rangan Gupta - A Note on the COVID-19 Shock and Real GDP in Emerging Economies: A Counterfactual Analysis from the Threshold-Augmented Global Vector Autoregressive Model (RePEc:pre:wpaper:202149)
by Afees A. Salisu & Idris A. Adediran & Rangan Gupta - The Effect of Oil Uncertainty Shock on Real GDP of 33 Countries: A Global VAR Approach (RePEc:pre:wpaper:202153)
by Afees A. Salisu & Rangan Gupta & Abeeb Olaniran - Global Evidence of the COVID-19 Shock on Real Equity Prices and Real Exchange Rates: A Counterfactual Analysis with a Threshold-Augmented GVAR Model (RePEc:pre:wpaper:202154)
by Afees A. Salisu & Taofeek O. Ayinde & Rangan Gupta & Mark E. Wohar - Firm-level Business Uncertainty and the Predictability of the Aggregate U.S. Stock Market Volatility during the COVID-19 Pandemic (RePEc:pre:wpaper:202157)
by Riza Demirer & Rangan Gupta & Afees A. Salisu & Renee van Eyden - The Effect of Oil Price Uncertainty Shock on International Equity Markets: Evidence from a GVAR Model (RePEc:pre:wpaper:202160)
by Afees A. Salisu & Rangan Gupta & Riza Demirer - Forecasting Stock-Market Tail Risk and Connectedness in Advanced Economies Over a Century: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios (RePEc:pre:wpaper:202161)
by Afees A. Salisu & Christian Pierdzioch & Rangan Gupta & David Gabauer - Financial Turbulence, Systemic Risk and the Predictability of Stock Market Volatility (RePEc:pre:wpaper:202162)
by Afees A. Salisu & Riza Demirer & Rangan Gupta - Climate Risks and U.S. Stock-Market Tail Risks: A Forecasting Experiment Using over a Century of Data (RePEc:pre:wpaper:202165)
by Afees A. Salisu & Christian Pierdzioch & Rangan Gupta & Renee van Eyden - Testing the Forecasting Power of Global Economic Conditions for the Volatility of International REITs using a GARCH-MIDAS Approach (RePEc:pre:wpaper:202211)
by Afees A. Salisu & Rangan Gupta & Elie Bouri - Bitcoin Prices and the Realized Volatility of US Sectoral Stock Returns (RePEc:pre:wpaper:202224)
by Elie Bouri & Afees A. Salisu & Rangan Gupta - Policy Uncertainty and Stock Market Volatility Revisited: The Predictive Role of Signal Quality (RePEc:pre:wpaper:202232)
by Afees A. Salisu & Riza Demirer & Rangan Gupta - Predictability of Economic Slowdowns in Advanced Countries over Eight Centuries: The Role of Climate Risks (RePEc:pre:wpaper:202237)
by Rangan Gupta & Jacobus Nel & Afees A. Salisu & Qiang Ji - Technological Shocks and Stock Market Volatility Over a Century: A GARCH-MIDAS Approach (RePEc:pre:wpaper:202308)
by Afees A. Salisu & Riza Demirer & Rangan Gupta - Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor versus National Factor in a GARCH-MIDAS Model (RePEc:pre:wpaper:202323)
by Afees A. Salisu & Wenting Liao & Rangan Gupta & Oguzhan Cepni - Oil Shocks and State-Level Stock Market Volatility of the United States: A GARCH-MIDAS Approach (RePEc:pre:wpaper:202327)
by Afees A. Salisu & Rangan Gupta & Oguzhan Cepni & Petre Caraiani - Housing Market Variables and Predictability of State-Level Stock Market Volatility of the United States: Evidence from a GARCH-MIDAS Approach (RePEc:pre:wpaper:202330)
by Afees A. Salisu & Rangan Gupta & Oguzhan Cepni - Energy-Related Uncertainty and International Stock Market Volatility (RePEc:pre:wpaper:202336)
by Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Elie Bouri - Oil Price Returns Skewness and Forecastability of International Stock Returns Over One Century of Data (RePEc:pre:wpaper:202339)
by Afees A. Salisu & Rangan Gupta - Energy Market Uncertainties and US State-Level Stock Market Volatility: A GARCH-MIDAS Approach (RePEc:pre:wpaper:202409)
by Afees A. Salisu & Ahamuefula E.Oghonna & Rangan Gupta & Oguzhan Cepni - Dynamic spillovers between stock and money markets in Nigeria: A VARMA-GARCH approach (RePEc:ren:journl:v:11:y:2019:i:2:p:255-283)
by Afees A. Salisu & Kazeem O. Isah & Alberto Assandri - The U.S. Shale Oil Revolution and the Behavior of Commodity Prices (RePEc:sgh:erfinj:v:3:y:2018:i:1:p:27-53)
by Afees Adebare Salisu & Idris A. Adediran - Determinants of a Successful Regional Trade Agreement in West Africa (RePEc:spr:aaechp:978-3-319-01282-7_8)
by Sam Olofin & Afees Salisu & Idris Ademuyiwa & Joel Owuru - COVID-19 pandemic and the crude oil market risk: hedging options with non-energy financial innovations (RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00253-1)
by Afees A. Salisu & Kingsley Obiora - The predictive power of Bitcoin prices for the realized volatility of US stock sector returns (RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00464-8)
by Elie Bouri & Afees A. Salisu & Rangan Gupta - Oil price uncertainty and real exchange rate in a global VAR framework: a note (RePEc:spr:jecfin:v:46:y:2022:i:4:d:10.1007_s12197-022-09592-w)
by Abdullahi Musa & Afees A. Salisu & Saleh Abulbashar & Chinecherem D. Okoronkwo - Improving Nigeria’s Inflation Forecast with Oil Price: The Role of Estimators (RePEc:spr:jqecon:v:18:y:2020:i:1:d:10.1007_s40953-019-00178-8)
by Moses Tule & Afees Salisu & Charles Chiemeke - Assessing the hedging potential of gold and other precious metals against uncertainty due to epidemics and pandemics (RePEc:spr:qualqt:v:56:y:2022:i:4:d:10.1007_s11135-021-01214-7)
by Abdulsalam Abidemi Sikiru & Afees A. Salisu - The U.S. Nonfarm Payroll and the out-of-sample predictability of output growth for over six decades (RePEc:spr:qualqt:v:56:y:2022:i:6:d:10.1007_s11135-022-01342-8)
by Afees A. Salisu & Abeeb Olaniran - Youth unemployment in Nigeria: nature, causes and solutions (RePEc:spr:qualqt:v:57:y:2023:i:2:d:10.1007_s11135-022-01388-8)
by Olusanya E. Olubusoye & Afees A. Salisu & Sam O. Olofin - COVID-19 pandemic and financial innovations (RePEc:spr:qualqt:v:57:y:2023:i:4:d:10.1007_s11135-022-01540-4)
by Afees A. Salisu & Abdulsalam Abidemi Sikiru & Philip C. Omoke - Dynamic effects of monetary policy shocks on macroeconomic volatility in the United Kingdom (RePEc:taf:apeclt:v:28:y:2021:i:18:p:1594-1599)
by Afees A. Salisu & Rangan Gupta - The effect of oil uncertainty shock on real GDP of 33 countries: a global VAR approach (RePEc:taf:apeclt:v:30:y:2023:i:3:p:269-274)
by Afees A. Salisu & Rangan Gupta & Abeeb Olaniran - Historical geopolitical risk and the behaviour of stock returns in advanced economies (RePEc:taf:eurjfi:v:28:y:2022:i:9:p:889-906)
by Afees A. Salisu & Lukman Lasisi & Jean Paul Tchankam - Tail risks and forecastability of stock returns of advanced economies: evidence from centuries of data (RePEc:taf:eurjfi:v:29:y:2023:i:4:p:466-481)
by Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna - A test for the contributions of urban and rural inflation to inflation persistence in Nigeria (RePEc:taf:macfem:v:16:y:2023:i:2:p:222-246)
by Godday Uwawunkonye Ebuh & Afees Salisu & Victor Oboh & Nuruddeen Usman - Modelling spillovers between stock market and FX market: evidence for Nigeria (RePEc:taf:wjabxx:v:16:y:2015:i:1-2:p:84-108)
by Afees A. Salisu & Tirimisiyu F. Oloko - Testing the Martingale Difference Hypothesis (MDH) with Structural Breaks: Evidence from Foreign Exchanges of Nigeria and South Africa (RePEc:taf:wjabxx:v:17:y:2016:i:3:p:342-359)
by Afees A. Salisu & Taofeek O. Ayinde - Modelling Road Traffic Crashes Using Spatial Autoregressive Model With Additional Endogenous Variable (RePEc:vrs:stintr:v:17:y:2016:i:4:p:659-670:n:9)
by Olubusoye Olusanya Elisa & Korter Grace Oluwatoyin & Salisu Afees Adebare - Improving forecasting accuracy of the Phillips curve in OECD countries: The role of commodity prices (RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2946-2975)
by Afees A. Salisu & Raymond Swaray & Hadiza Sa'id - A firm level analysis of asymmetric response of U.S. stock returns to exchange rate movements (RePEc:wly:ijfiec:v:27:y:2022:i:1:p:1220-1239)
by Afees A. Salisu & Kazeem Isah & Nnenna Ogbonnaya‐Orji - A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market: Evidence from over a century of data (RePEc:wly:ijfiec:v:27:y:2022:i:1:p:384-400)
by Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna - The behaviour of U.S. stocks to financial and health risks (RePEc:wly:ijfiec:v:27:y:2022:i:4:p:4607-4618)
by Afees A. Salisu & Ibrahim D. Raheem & Godstime O. Eigbiremolen - Stock returns and interest rate differential in high and low interest rate environments (RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1713-1728)
by Afees A. Salisu & Abdulsalam Abidemi Sikiru - Hedging against risks associated with travel and tourism stocks during COVID‐19 pandemic: The role of gold (RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1872-1882)
by Abdulsalam Abidemi Sikiru & Afees A. Salisu - Can urban coffee consumption help predict US inflation? (RePEc:wly:jforec:v:38:y:2019:i:7:p:649-668)
by Afees A. Salisu & Raymond Swaray & Idris A. Adediran - Stock‐induced Google trends and the predictability of sectoral stock returns (RePEc:wly:jforec:v:40:y:2021:i:2:p:327-345)
by Afees A. Salisu & Ahamuefula E. Ogbonna & Idris Adediran - Point and density forecasting of macroeconomic and financial uncertainties of the USA (RePEc:wly:jforec:v:40:y:2021:i:4:p:700-707)
by Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna - Stock markets and exchange rate behavior of the BRICS (RePEc:wly:jforec:v:40:y:2021:i:8:p:1581-1595)
by Afees A. Salisu & Juncal Cuñado & Kazeem Isah & Rangan Gupta - Mixed‐frequency forecasting of crude oil volatility based on the information content of global economic conditions (RePEc:wly:jforec:v:41:y:2022:i:1:p:134-157)
by Afees A. Salisu & Rangan Gupta & Elie Bouri & Qiang Ji - Uncertainty and predictability of real housing returns in the United Kingdom: A regional analysis (RePEc:wly:jforec:v:41:y:2022:i:7:p:1525-1556)
by Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna & Mark E. Wohar - Geopolitical risk and global financial cycle: Some forecasting experiments (RePEc:wly:jforec:v:42:y:2023:i:1:p:3-16)
by Afees A. Salisu & Philip C. Omoke & Abdulsalam Abidemi Sikiru - Policy uncertainty and stock market volatility revisited: The predictive role of signal quality (RePEc:wly:jforec:v:42:y:2023:i:8:p:2307-2321)
by Afees A. Salisu & Riza Demirer & Rangan Gupta - The Effects Of U.S. Monetary Policy Uncertainty Shock On International Equity Markets (RePEc:wsi:afexxx:v:16:y:2021:i:04:n:s2010495221500184)
by Raymond L. Aor & Afees A. Salisu & Isah J. Okpe - A Note On Uncertainty Due To Infectious Diseases And Output Growth Of The United States: A Mixed-Frequency Forecasting Experiment (RePEc:wsi:afexxx:v:17:y:2022:i:02:n:s2010495222500099)
by Afees A. Salisu & Rangan Gupta & Riza Demirer - Forecasting the Return Volatility of Energy Prices: A GARCH-MIDAS Approach (RePEc:wsi:wschap:9789813278387_0003)
by Afees A. Salisu & Raymond Swaray