8
H index
7
i10 index
171
Citations
Victoria University of Wellington | 8 H index 7 i10 index 171 Citations RESEARCH PRODUCTION: 7 Articles 9 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Tahir Suleman. | Is cited by: | Cites to: |
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Working Papers / University of Pretoria, Department of Economics | 8 |
Year | Title of citing document |
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2023 | . Full description at Econpapers || Download paper |
2022 | Analyzing the degree of persistence of economic policy uncertainty using linear and non?linear fourier quantile unit root tests. (2022). Chang, Tsangyao ; Ranjbar, Omid ; Peng, Yiting. In: Manchester School. RePEc:bla:manchs:v:90:y:2022:i:4:p:453-471. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Uncertainty and realized jumps in the pound-dollar exchange rate: evidence from over one century of data. (2023). GUPTA, RANGAN ; Dimitrios, Vortelinos ; Konstantinos, Gkillas. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:27:y:2023:i:1:p:25-47:n:8. Full description at Econpapers || Download paper |
2023 | Geometric persistence and distributional trends in worldwide terrorism. (2023). Milner, Cas ; Chok, James ; Menzies, Max ; James, Nick. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:169:y:2023:i:c:s0960077923001789. Full description at Econpapers || Download paper |
2023 | The global component of headline and core inflation in emerging market economies and its ability to improve forecasting performance. (2023). Molina, Stefano G ; Orraca, Maria Jose ; Arango-Castillo, Lenin. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003583. Full description at Econpapers || Download paper |
2021 | Oil price shocks, geopolitical risks, and green bond market dynamics. (2021). Lee, Chien-Chiang ; Li, Yong-Yi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301972. Full description at Econpapers || Download paper |
2023 | Geopolitical risks and investor sentiment: Causality and TVP-VAR analysis. (2023). He, Zhifang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000700. Full description at Econpapers || Download paper |
2021 | On the serial correlation in multi-horizon predictive quantile regression. (2021). Xu, Ke-Li. In: Economics Letters. RePEc:eee:ecolet:v:200:y:2021:i:c:s0165176521000136. Full description at Econpapers || Download paper |
2023 | Feasible Panel GARCH Models: Variance-Targeting Estimation and Empirical Application. (2023). Asai, Manabu. In: Econometrics and Statistics. RePEc:eee:ecosta:v:25:y:2023:i:c:p:23-38. Full description at Econpapers || Download paper |
2021 | Predicting the return on the spot price of crude oil out-of-sample by conditioning on news-based uncertainty measures: Some new empirical results. (2021). Nonejad, Nima. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321004977. Full description at Econpapers || Download paper |
2022 | Do geopolitical events transmit opportunity or threat to green markets? Decomposed measures of geopolitical risks. (2022). Sohag, Kazi ; Mariev, Oleg ; Hammoudeh, Shawkat ; Elsayed, Ahmed H ; Safonova, Yulia. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322002341. Full description at Econpapers || Download paper |
2023 | The connectedness of oil shocks, green bonds, sukuks and conventional bonds. (2023). Sokolova, Tatiana ; Hadhri, Sinda ; Abrar, Afsheen ; Umar, Zaghum. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000609. Full description at Econpapers || Download paper |
2021 | Does geopolitical risk promote mergers and acquisitions of listed companies in energy and electric power industries. (2021). Lu, Guangxi ; Liu, Jie ; Liang, Yue ; Shen, Huayu. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000207. Full description at Econpapers || Download paper |
2021 | Global financial uncertainties and China’s crude oil futures market: Evidence from interday and intraday price dynamics. (2021). Wang, Lei ; Liu, Liang ; Wei, YU ; Yang, Kun. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000542. Full description at Econpapers || Download paper |
2021 | Oil shocks and equity markets: The case of GCC and BRICS economies. (2021). Zaremba, Adam ; Trabelsi, Nader ; Umar, Zaghum. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000608. Full description at Econpapers || Download paper |
2021 | Crude oil market autocorrelation: Evidence from multiscale quantile regression analysis. (2021). Xu, Chao ; Zhao, Xiaojun ; Sun, Jie. In: Energy Economics. RePEc:eee:eneeco:v:98:y:2021:i:c:s0140988321001444. Full description at Econpapers || Download paper |
2021 | The impact of country risk on energy trade patterns based on complex network and panel regression analyses. (2021). Guo, Yaoqi ; Yang, Cai ; Wang, Ying ; Zhang, Hongwei. In: Energy. RePEc:eee:energy:v:222:y:2021:i:c:s0360544221002280. Full description at Econpapers || Download paper |
2021 | Geopolitical risk and forecastability of tail risk in the oil market: Evidence from over a century of monthly data. (2021). Salisu, Afees ; Pierdzioch, Christian ; GUPTA, RANGAN. In: Energy. RePEc:eee:energy:v:235:y:2021:i:c:s0360544221015814. Full description at Econpapers || Download paper |
2021 | Oil price changes, uncertainty, and geopolitical risks: On the resilience of GCC countries to global tensions. (2021). Klein, Tony ; Alqahtani, Abdullah. In: Energy. RePEc:eee:energy:v:236:y:2021:i:c:s0360544221017898. Full description at Econpapers || Download paper |
2022 | The impacts of El Niño-southern oscillation on renewable energy stock markets: Evidence from quantile perspective. (2022). Wang, Yizhi ; Chen, Yongfei ; Zhang, Jiahao ; Wei, YU. In: Energy. RePEc:eee:energy:v:260:y:2022:i:c:s0360544222018485. Full description at Econpapers || Download paper |
2022 | OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning. (2022). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie ; Sheng, Xin. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002063. Full description at Econpapers || Download paper |
2022 | Oil tail risks and the forecastability of the realized variance of oil-price: Evidence from over 150 years of data. (2022). Salisu, Afees ; Pierdzioch, Christian ; GUPTA, RANGAN. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321003809. Full description at Econpapers || Download paper |
2022 | Evidence from a multiple and partial wavelet analysis on the impact of geopolitical concerns on stock markets in North-East Asian countries. (2022). Choi, Sun-Yong. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321004451. Full description at Econpapers || Download paper |
2022 | Disaster risk matters in the bond market. (2022). Zhu, Xiaoneng ; Ying, Chengwei ; Su, Hao. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612322000800. Full description at Econpapers || Download paper |
2023 | The relationship between global risk aversion and returns from safe-haven assets. (2023). Teplova, Tamara ; Choi, Sun-Yong ; Bossman, Ahmed ; Umar, Zaghum. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006213. Full description at Econpapers || Download paper |
2023 | Geopolitical risk and stock market volatility: A global perspective. (2023). Li, Shaofang ; He, Mengxi ; Zhang, Yaojie. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322007966. Full description at Econpapers || Download paper |
2023 | Climate risks and realized volatility of major commodity currency exchange rates. (2023). GUPTA, RANGAN ; Pierdzioch, Christian ; Cepni, Oguzhan ; Bonato, Matteo. In: Journal of Financial Markets. RePEc:eee:finmar:v:62:y:2023:i:c:s1386418122000519. Full description at Econpapers || Download paper |
2022 | Forecasting oil prices over 150 years: The role of tail risks. (2022). Salisu, Afees ; GUPTA, RANGAN ; Ji, Qiang. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721005158. Full description at Econpapers || Download paper |
2022 | The time-varying effects of trade policy uncertainty and geopolitical risks shocks on the commodity market prices: Evidence from the TVP-VAR-SV approach. (2022). Gao, Wang ; Niu, Zibo ; Yang, Cai. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000514. Full description at Econpapers || Download paper |
2022 | The (Asymmetric) effect of El Niño and La Niña on gold and silver prices in a GVAR model. (2022). Salisu, Afees A ; Bouri, Elie ; Nel, Jacobus ; Gupta, Rangan. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003427. Full description at Econpapers || Download paper |
2022 | Rare disaster risks and gold over 700 years: Evidence from nonparametric quantile regressions. (2022). GUPTA, RANGAN ; Balcilar, Mehmet ; Nel, Jacobus. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004962. Full description at Econpapers || Download paper |
2021 | Does geopolitical risk uncertainty strengthen or depress cash holdings of oil enterprises? Evidence from China. (2021). Yue, Xiao-Guang ; Shao, Xue-Feng ; Mirza, Nawazish ; Xiong, De-Ping ; Wang, Kai-Hua. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:66:y:2021:i:c:s0927538x21000238. Full description at Econpapers || Download paper |
2021 | Faith-based investments and the Covid-19 pandemic: Analyzing equity volatility and media coverage time-frequency relations. (2021). Gubareva, Mariya ; Umar, Zaghum. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000780. Full description at Econpapers || Download paper |
2022 | Spillover and risk transmission between the term structure of the US interest rates and Islamic equities. (2022). Yousaf, Imran ; Vo, Xuan Vinh ; Gubareva, Mariya ; Umar, Zaghum. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:72:y:2022:i:c:s0927538x22000075. Full description at Econpapers || Download paper |
2022 | How resilient are Islamic financial markets during the COVID-19 pandemic?. (2022). Sarker, Tapan ; Shafiullah, Muhammad ; Rashid, Md Mamunur ; Hasan, Md Bokhtiar. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:74:y:2022:i:c:s0927538x22001123. Full description at Econpapers || Download paper |
2022 | Connectedness between the COVID-19 related media coverage and Islamic equities: The role of economic policy uncertainty. (2022). Escribano, Ana ; Mokni, Khaled ; Umar, Zaghum. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:75:y:2022:i:c:s0927538x22001469. Full description at Econpapers || Download paper |
2021 | The persistence of economic policy uncertainty: Evidence of long range dependence. (2021). solarin, sakiru ; Gil-Alana, Luis. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:568:y:2021:i:c:s0378437120309961. Full description at Econpapers || Download paper |
2021 | Geopolitical risk and volatility spillovers in oil and stock markets. (2021). Smales, Lee. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:358-366. Full description at Econpapers || Download paper |
2021 | Insurance and geopolitical risk: Fresh empirical evidence. (2021). Nakhli, Mohamed Sahbi ; Hemrit, Wael. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:82:y:2021:i:c:p:320-334. Full description at Econpapers || Download paper |
2021 | Connectedness between cryptocurrency and technology sectors: International evidence. (2021). Alqahtani, Faisal ; Trabelsi, Nader ; Umar, Zaghum. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:910-922. Full description at Econpapers || Download paper |
2021 | Effect of oil price uncertainty on clean energy metal stocks in China: Evidence from a nonparametric causality-in-quantiles approach. (2021). Zhu, Xuehong ; Chen, Jinyu ; Zhang, Hua ; Shao, Liuguo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:73:y:2021:i:c:p:407-419. Full description at Econpapers || Download paper |
2022 | Geopolitical risks and historical exchange rate volatility of the BRICS. (2022). Salisu, Afees ; GUPTA, RANGAN ; Cuado, Juncal. In: International Review of Economics & Finance. RePEc:eee:reveco:v:77:y:2022:i:c:p:179-190. Full description at Econpapers || Download paper |
2022 | Time-varying geopolitical risk and oil prices. (2022). Hailemariam, Abebe ; Ivanovski, Kris. In: International Review of Economics & Finance. RePEc:eee:reveco:v:77:y:2022:i:c:p:206-221. Full description at Econpapers || Download paper |
2023 | Dynamic connectedness among the implied volatilities of oil prices and financial assets: New evidence of the COVID-19 pandemic. (2023). Filis, George ; Antonakakis, Nikolaos ; Gabauer, David ; Cunado, Juncal ; de Gracia, Fernando Perez. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:114-123. Full description at Econpapers || Download paper |
2023 | Southern oscillation: Great value of its trends for forecasting crude oil spot price volatility. (2023). Wang, LU ; Su, Yuquan ; Yu, Jize ; Hong, Yanran. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:358-368. Full description at Econpapers || Download paper |
2021 | Impact of the Covid-19 induced panic on the Environmental, Social and Governance leaders equity volatility: A time-frequency analysis. (2021). Teplova, Tamara ; Tran, Dang Khoa ; Gubareva, Mariya ; Umar, Zaghum. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921001148. Full description at Econpapers || Download paper |
2023 | Asymmetric effects of geopolitical risks and uncertainties on green bond markets. (2023). Baroudi, Sarra ; Sarker, Provash Kumer ; Chen, Xihui Haviour ; Tang, Yumei. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:189:y:2023:i:c:s0040162523000331. Full description at Econpapers || Download paper |
2021 | Uncertainty Due to Infectious Diseases and Stock–Bond Correlation. (2021). Siriopoulos, Costas ; Konstantatos, Christoforos ; Gkillas, Konstantinos. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:2:p:17-:d:539153. Full description at Econpapers || Download paper |
2021 | Changes in the Stock Market of Food Industry Companies during the COVID-19 Pandemic—A Comparative Analysis of Poland and Germany. (2021). Kraciuk, Jakub ; Kacperska, Elbieta. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:23:p:7886-:d:687188. Full description at Econpapers || Download paper |
2021 | Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment. (2021). Pierdzioch, Christian ; GUPTA, RANGAN. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:23:p:8085-:d:693917. Full description at Econpapers || Download paper |
2022 | Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More Than A Century of Data. (2022). Gupta, Rangan ; Pierdzioch, Christian ; Balcilar, Mehmet. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:22:p:8436-:d:969735. Full description at Econpapers || Download paper |
2021 | The Impact of Israeli and Saudi Arabian Geopolitical Risks on the Lebanese Financial Market. (2021). Mansour-Ichrakieh, Layal. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:3:p:94-:d:507601. Full description at Econpapers || Download paper |
2021 | . Full description at Econpapers || Download paper |
2021 | El Niño, La Niña, and the Forecastability of the Realized Variance of Heating Oil Price Movements. (2021). Pierdzioch, Christian ; GUPTA, RANGAN ; Bouri, Elie ; Balcilar, Mehmet. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:14:p:7987-:d:596011. Full description at Econpapers || Download paper |
2023 | The Dynamic Volatility Connectedness of Major Environmental, Social, and Governance (ESG) Stock Indices: Evidence Based on DCC-GARCH Model. (2023). Rehman, Mohd Ziaur ; Shaik, Muneer. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:1:d:10.1007_s10690-022-09393-5. Full description at Econpapers || Download paper |
2022 | Terrorist attacks and bank financial stability: evidence from MENA economies. (2022). Elgammal, Mohammed ; Elnahass, Marwa ; Marie, Mohamed. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:59:y:2022:i:1:d:10.1007_s11156-022-01043-1. Full description at Econpapers || Download paper |
2021 | Does the interest parity puzzle hold for Central and Eastern European economies?. (2021). Dąbrowski, Marek ; Janus, Jakub ; Dbrowski, Marek A. In: MPRA Paper. RePEc:pra:mprapa:107558. Full description at Econpapers || Download paper |
2022 | Econometric modelling of exchange rate volatility using mixed-frequency data. (2022). Chaturvedi, Priya ; Kumar, Kuldeep. In: MPRA Paper. RePEc:pra:mprapa:115222. Full description at Econpapers || Download paper |
2021 | OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning. (2021). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie ; Sheng, Xin. In: Working Papers. RePEc:pre:wpaper:202101. Full description at Econpapers || Download paper |
2021 | Forecasting Realized Volatility of International REITs: The Role of Realized Skewness and Realized Kurtosis. (2021). Pierdzioch, Christian ; Gupta, Rangan ; Cepni, Oguzhan ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:202114. Full description at Econpapers || Download paper |
2021 | Forecasting Oil Price over 150 Years: The Role of Tail Risks. (2021). Salisu, Afees ; Ji, Qiang ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202120. Full description at Econpapers || Download paper |
2021 | Geopolitical Risk and Forecastability of Tail Risk in the Oil Market: Evidence from Over a Century of Monthly Data. (2021). Salisu, Afees ; GUPTA, RANGAN ; Pierdzioch, Christian. In: Working Papers. RePEc:pre:wpaper:202122. Full description at Econpapers || Download paper |
2021 | Oil Tail Risks and the Forecastability of the Realized Variance of Oil-Price: Evidence from Over 150 Years of Data. (2021). Salisu, Afees ; GUPTA, RANGAN ; Pierdzioch, Christian. In: Working Papers. RePEc:pre:wpaper:202146. Full description at Econpapers || Download paper |
2021 | Exchange Rate Jumps and Geopolitical Risks. (2021). GUPTA, RANGAN ; Vortelinos, Dimitrios ; Konstantatos, Christoforos ; Gkillas, Konstantinos. In: Working Papers. RePEc:pre:wpaper:202171. Full description at Econpapers || Download paper |
2022 | The Heterogeneous Impact of Temperature Growth on Real House Price Returns across the US States. (2022). Gupta, Rangan ; Cepni, Oguzhan ; Ngene, Geoffrey ; van Eyden, Renee. In: Working Papers. RePEc:pre:wpaper:202236. Full description at Econpapers || Download paper |
2022 | Economic Uncertainty and Exchange Market Pressure: Evidence From China. (2022). Liu, Lin. In: SAGE Open. RePEc:sae:sagope:v:12:y:2022:i:1:p:21582440211068485. Full description at Econpapers || Download paper |
2021 | Volatility transmission and spillover dynamics across financial markets: the role of geopolitical risk. (2021). Helmi, Mohamad Husam ; Elsayed, Ahmed H. In: Annals of Operations Research. RePEc:spr:annopr:v:305:y:2021:i:1:d:10.1007_s10479-021-04081-5. Full description at Econpapers || Download paper |
2022 | Uncertainty index and stock volatility prediction: evidence from international markets. (2022). Xu, Weijun ; Zhang, Weiguo ; Gong, Xue ; Li, Zhe. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00361-6. Full description at Econpapers || Download paper |
2021 | On the Exchange Rates Volatility and Economic Policy Uncertainty Nexus: A Panel VAR Approach for Emerging Markets. (2021). Rault, Christophe ; Abid, Abir. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:19:y:2021:i:3:d:10.1007_s40953-021-00240-4. Full description at Econpapers || Download paper |
2021 | The causal nexus of geopolitical risks, consumer and producer confidence indexes: evidence from selected economies. (2021). Alola, Andrew ; Akda, Saffet ; Pehlivanolu, Ferhat. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:55:y:2021:i:4:d:10.1007_s11135-020-01053-y. Full description at Econpapers || Download paper |
2021 | Heterogeneous determinants of the exchange rate market in China with structural breaks. (2021). Deng, Lingling ; Du, Ziqing ; Zhang, Zhi ; Chen, Liming. In: Applied Economics. RePEc:taf:applec:v:53:y:2021:i:59:p:6839-6854. Full description at Econpapers || Download paper |
2022 | Terrorism and investment in Africa: Exploring the role of military expenditure. (2022). Hyacinth, Ichoku ; Chimere, Iheonu. In: Economics and Business Review. RePEc:vrs:ecobur:v:8:y:2022:i:2:p:92-112:n:4. Full description at Econpapers || Download paper |
2021 | Terrorism and global business performance. (2021). Sha, Widin B ; Okafor, Godwin ; Tingbani, Ishmael ; Tauringana, Venancio. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:4:p:5636-5658. Full description at Econpapers || Download paper |
2021 | Forecasting stock return volatility using a robust regression model. (2021). He, Mengxi ; Meng, Fanyi ; Zhang, Yaojie ; Hao, Xianfeng. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:8:p:1463-1478. Full description at Econpapers || Download paper |
2022 | Forecasting realized volatility of international REITs: The role of realized skewness and realized kurtosis. (2022). Pierdzioch, Christian ; GUPTA, RANGAN ; Cepni, Oguzhan ; Bonato, Matteo. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:2:p:303-315. Full description at Econpapers || Download paper |
2022 | The influence of policy uncertainty on exchange rate forecasting. (2022). Smales, Lee A. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:5:p:997-1016. Full description at Econpapers || Download paper |
2023 | Geopolitical risk and global financial cycle: Some forecasting experiments. (2023). Salisu, Afees ; Sikiru, Abdulsalam Abidemi ; Omoke, Philip C. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:1:p:3-16. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2018 | Time-varying rare disaster risks, oil returns and volatility In: Energy Economics. [Full Text][Citation analysis] | article | 42 |
2017 | Time-Varying Rare Disaster Risks, Oil Returns and Volatility.(2017) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 42 | paper | |
2018 | Asymmetries in the African financial markets In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 2 |
2017 | Does country risks predict stock returns and volatility? Evidence from a nonparametric approach In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 9 |
2016 | Does Country Risks Predict Stock Returns and Volatility? Evidence from a Nonparametric Approach.(2016) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
2017 | Asymmetric Return and Volatility Transmission in Conventional and Islamic Equities In: Risks. [Full Text][Citation analysis] | article | 16 |
2014 | Terrorism and Stock Market Linkages: An Empirical Study from Pakistan In: MPRA Paper. [Full Text][Citation analysis] | paper | 11 |
2017 | Exchange Rate Returns and Volatility: The Role of Time-Varying Rare Disaster Risks In: Working Papers. [Citation analysis] | paper | 16 |
2019 | Exchange rate returns and volatility: the role of time-varying rare disaster risks.(2019) In: The European Journal of Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | article | |
2017 | The Role of Time-Varying Rare Disaster Risks in Predicting Bond Returns and Volatility In: Working Papers. [Citation analysis] | paper | 7 |
2017 | Long-Run Movement and Predictability of Bond Spread for BRICS and PIIGS: The Role of Economic, Financial and Political Risks In: Working Papers. [Citation analysis] | paper | 6 |
2017 | The Role of Economic Uncertainty in Forecasting Exchange Rate Returns and Realized Volatility: Evidence from Quantile Predictive Regressions In: Working Papers. [Citation analysis] | paper | 25 |
2018 | The role of economic uncertainty in forecasting exchange rate returns and realized volatility: Evidence from quantile predictive regressions.(2018) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | article | |
2017 | Geopolitical Risks, Returns and Volatility in Emerging Stock Markets: Evidence from a Panel GARCH Model In: Working Papers. [Citation analysis] | paper | 21 |
2018 | Jumps Beyond the Realms of Cricket: India’s Performance in One Day Internationals and Stock Market Movements In: Working Papers. [Citation analysis] | paper | 1 |
2017 | Terrorism and Stock Market Linkages: An Empirical Study from a Front-line State In: Global Business Review. [Full Text][Citation analysis] | article | 15 |
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