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ResearcherID: N-1304-2018
Scopus Author ID: 55392158900
SciProfiles: 1158386

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Employment (7)

Centre for Econometrics and Applied Research (CEAR): Ibadan, NG

2021-12-01 to present
Employment
Source: Self-asserted source
afees salisu

University of Pretoria: Pretoria, ZA

2021-06 to present | Extraordinary Professor (Department of Economics )
Employment
Source: Self-asserted source
afees salisu

University of Economics Ho Chi Minh City: Ho Chi Minh City, VN

2020-06-01 to present | Research Fellow (Institute of Business Research )
Employment
Source: Self-asserted source
afees salisu

Global Humanistic University: Willemstad, CW

2018-11-20 to present | University Professor (Economics & Finance)
Employment
Source: Self-asserted source
afees salisu

University of Ibadan Centre for Econometric and Allied Research: Ibadan, Oyo, NG

2017-02-25 to present
Employment
Source: Self-asserted source
afees salisu

Ton Duc Thang University: Ho Chi Minh City, VN

2017-07-01 to 2020-06-30 | International Research Expert
Employment
Source: Self-asserted source
afees salisu

Federal University of Agriculture Abeokuta: Abeokuta, Ogun, NG

2015-01-19 to 2017-02-15 | Academic/Dr (Department of Economics)
Employment
Source: Self-asserted source
afees salisu

Education and qualifications (4)

University College London: London, London, GB

2010 to 2010 | Visiting Graduate Fellowship (Economics)
Education
Source: Self-asserted source
afees salisu

University of Ibadan: Ibadan, Oyo, NG

2007 to 2010 | PhD (Economics)
Education
Source: Self-asserted source
afees salisu

University of Ibadan: Ibadan, Oyo, NG

2005 to 2007 | MSc Economics (Economics)
Education
Source: Self-asserted source
afees salisu

Olabisi Onabanjo University: Ago Iwoye, Ogun, NG

2000 to 2004 | BSc (Economics)
Education
Source: Self-asserted source
afees salisu

Works (50 of 116)

Items per page:
Page 1 of 3

Sectoral Corporate Profits and Long‐Run Stock Return Volatility in the United States: A GARCH‐MIDAS Approach

Journal of Forecasting
2025-03 | Journal article
DOI: 10.1002/for.3207
Contributors: Afees Salisu; Kazeem O. Isah; Ahamuefula Ephraim Ogbonna
Source: check_circle
Crossref

Climate Change and Economic Conditions of Fifty (50) US States: The “Effect Modifier” of Interest Rate in a Semi-Parametric Smooth Varying-Coefficient

2025-02-13 | Preprint
DOI: 10.20944/preprints202502.0800.v1
Contributors: Kazeem Isah; Afees A. Salisu; Xuan Vinh Vo
Source: check_circle
Crossref
grade
Preferred source (of 2)‎

A new index for climate‐induced migration uncertainty

International Migration
2025-01 | Journal article
DOI: 10.1111/imig.13384
Contributors: Sulaiman Salisu; Afees Salisu
Source: check_circle
Crossref

Global economic contraction, climate change and the gold market volatility: A GARCH‐MIDAS approach

Australian Economic Papers
2024-12 | Journal article
DOI: 10.1111/1467-8454.12369
Contributors: Afees A. Salisu; Dinci J. Penzin; Xuan Vinh Vo
Source: check_circle
Crossref

Migration and inflation nexus under high and low interest rate environments: Some panel data evidence

International Migration
2024-12 | Journal article
DOI: 10.1111/imig.13312
Contributors: Afees A. Salisu; Rabia Abdul Muhammad; Mojeed O. Saliu
Source: check_circle
Crossref

Revisiting oil-stock nexus in the time of health crisis: a wavelet approach

International Journal of Emerging Markets
2024-08-20 | Journal article
DOI: 10.1108/IJOEM-12-2021-1864
Contributors: Pamphile Mezui-Mbeng; Eugene Kouassi; Afees Salisu; Loukou Landry Eric Yobouet
Source: check_circle
Crossref

Climate risks and the REITs market

International Journal of Finance & Economics
2024-04-28 | Journal article
DOI: 10.1002/ijfe.2983
Contributors: Afees A. Salisu; Ahamuefula E. Ogbonna; Xuan Vinh Vo
Source: check_circle
Crossref

Policy uncertainty and stock market volatility revisited: The predictive role of signal quality

Journal of Forecasting
2023-12 | Journal article
DOI: 10.1002/for.3016
Contributors: Afees A. Salisu; Riza Demirer; Rangan Gupta
Source: check_circle
Crossref

Climate Change, Technology Shocks and the US Equity Real Estate Investment Trusts (REITs)

Sustainability
2023-10-06 | Journal article
DOI: 10.3390/su151914536
Contributors: Afees A. Salisu; Yinka S. Hammed; Ibrahim Ngananga Ouattara
Source: check_circle
Crossref
grade
Preferred source (of 2)‎

Climate risks and U.S. stock‐market tail risks: A forecasting experiment using over a century of data

International Review of Finance
2023-06 | Journal article
DOI: 10.1111/irfi.12397
Contributors: Afees A. Salisu; Christian Pierdzioch; Rangan Gupta; Reneé van Eyden
Source: check_circle
Crossref

A test for the contributions of urban and rural inflation to inflation persistence in Nigeria

Macroeconomics and Finance in Emerging Market Economies
2023-05-04 | Journal article
DOI: 10.1080/17520843.2021.1974507
Contributors: Godday Uwawunkonye Ebuh; Afees Salisu; Victor Oboh; Nuruddeen Usman
Source: check_circle
Crossref

Hedging against risks associated with travel and tourism stocks during COVID‐19 pandemic: The role of gold

International Journal of Finance & Economics
2023-04 | Journal article
DOI: 10.1002/ijfe.2513
Contributors: Abdulsalam Abidemi Sikiru; Afees A. Salisu
Source: check_circle
Crossref
grade
Preferred source (of 2)‎

Stock returns and interest rate differential in high and low interest rate environments

International Journal of Finance & Economics
2023-04 | Journal article
DOI: 10.1002/ijfe.2502
Contributors: Afees A. Salisu; Abdulsalam Abidemi Sikiru
Source: check_circle
Crossref
grade
Preferred source (of 2)‎

Tail risks and forecastability of stock returns of advanced economies: evidence from centuries of data*

The European Journal of Finance
2023-03-04 | Journal article
DOI: 10.1080/1351847X.2022.2097883
Contributors: Afees A. Salisu; Rangan Gupta; Ahamuefula E. Ogbonna
Source: check_circle
Crossref

Technology Shocks and the Efficiency of Equity Markets in the Developed and Emerging Economies: A Global VAR Approach

Journal of Risk and Financial Management
2023-02-27 | Journal article
DOI: 10.3390/jrfm16030154
Contributors: Yinka S. Hammed; Afees A. Salisu
Source: check_circle
Crossref

The effect of oil uncertainty shock on real GDP of 33 countries: a global VAR approach

Applied Economics Letters
2023-02-06 | Journal article
DOI: 10.1080/13504851.2021.1983134
Contributors: Afees A. Salisu; Rangan Gupta; Abeeb Olaniran
Source: check_circle
Crossref

Geopolitical risk and global financial cycle: Some forecasting experiments

Journal of Forecasting
2023-01 | Journal article
DOI: 10.1002/for.2904
Contributors: Afees A. Salisu; Philip C. Omoke; Abdulsalam Abidemi Sikiru
Source: check_circle
Crossref

The financial US uncertainty spillover multiplier: Evidence from a GVAR model

International Finance
2022-12 | Journal article
DOI: 10.1111/infi.12414
Contributors: Afees A. Salisu; Rangan Gupta; Riza Demirer
Source: check_circle
Crossref

Uncertainty and predictability of real housing returns in the United Kingdom: A regional analysis

Journal of Forecasting
2022-11 | Journal article
DOI: 10.1002/for.2878
Contributors: Afees A. Salisu; Rangan Gupta; Ahamuefula E. Ogbonna; Mark E. Wohar
Source: check_circle
Crossref

The behaviour of U.S. stocks to financial and health risks

International Journal of Finance & Economics
2022-10 | Journal article
DOI: 10.1002/ijfe.2390
Contributors: Afees A. Salisu; Ibrahim D. Raheem; Godstime O. Eigbiremolen
Source: check_circle
Crossref

Uncertainty due to pandemics and epidemics and the behavior of Travel & Leisure stocks in the UK, the USA and Europe

The Journal of Risk Finance
2022-10-31 | Journal article
DOI: 10.1108/JRF-01-2022-0008
Contributors: Afees Salisu; Jean Paul Tchankam
Source: check_circle
Crossref

Out-of- Sample Stock Return Predictability of Alternative COVID-19 Indices

Emerging Markets Finance and Trade
2022-10-21 | Journal article
DOI: 10.1080/1540496X.2022.2072203
Contributors: Afees A. Salisu; Jean Paul Tchankam; Idris A. Adediran
Source: check_circle
Crossref

Oil Price Uncertainty Shocks and Global Equity Markets: Evidence from a GVAR Model

Journal of Risk and Financial Management
2022-08-09 | Journal article
DOI: 10.3390/jrfm15080355
Contributors: Afees A. Salisu; Rangan Gupta; Riza Demirer
Source: check_circle
Crossref
grade
Preferred source (of 2)‎

Commodity Prices and Forecastability of International Stock Returns over a Century: Sentiments versus Fundamentals with Focus on South Africa

Emerging Markets Finance and Trade
2022-07-15 | Journal article
DOI: 10.1080/1540496X.2021.2007878
Contributors: Afees A. Salisu; Rangan Gupta
Source: check_circle
Crossref

Historical geopolitical risk and the behaviour of stock returns in advanced economies

The European Journal of Finance
2022-06-13 | Journal article
DOI: 10.1080/1351847X.2021.1968467
Contributors: Afees A. Salisu; Lukman Lasisi; Jean Paul Tchankam
Source: check_circle
Crossref

A firm level analysis of asymmetric response of U.S. stock returns to exchange rate movements

International Journal of Finance & Economics
2022-01 | Journal article
DOI: 10.1002/ijfe.2210
Contributors: Afees A. Salisu; Kazeem Isah; Nnenna Ogbonnaya‐Orji
Source: check_circle
Crossref
grade
Preferred source (of 2)‎

A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market: Evidence from over a century of data

International Journal of Finance & Economics
2022-01 | Journal article
DOI: 10.1002/ijfe.2158
Contributors: Afees A. Salisu; Rangan Gupta; Ahamuefula E. Ogbonna
Source: check_circle
Crossref
grade
Preferred source (of 2)‎

A Note on the COVID-19 Shock and Real GDP in Emerging Economies

Emerging Markets Finance and Trade
2022-01-02 | Journal article
DOI: 10.1080/1540496X.2021.1981854
Contributors: Afees A. Salisu; Idris A. Adediran; Rangan Gupta
Source: check_circle
Crossref

A GLOBAL VAR ANALYSIS of GLOBAL and REGIONAL SHOCK SPILLOVERS to WEST AFRICAN COUNTRIES

Singapore Economic Review
2021 | Journal article
DOI: 10.1142/S0217590821410034
EID:

2-s2.0-85101762542

Part of ISSN: 02175908
Contributors: Sikiru, A.A.; Salisu, A.A.
Source: Self-asserted source
afees salisu via Scopus - Elsevier

Analysis of asymmetric response of exchange rate to interest rate differentials: The case of African Big 4

North American Journal of Economics and Finance
2021 | Journal article
DOI: 10.1016/j.najef.2020.101320
EID:

2-s2.0-85096869529
Contributors: Musa, A.; Salisu, A.A.; Aliyu, V.O.; Mevweroso, C.R.
Source: Self-asserted source
afees salisu via Scopus - Elsevier

Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty

Journal of Real Estate Finance and Economics
2021 | Journal article
DOI: 10.1007/s11146-020-09813-1
EID:

2-s2.0-85099368452

Part of ISSN: 1573045X 08955638
Contributors: Gupta, R.; Marfatia, H.A.; Pierdzioch, C.; Salisu, A.A.
Source: Self-asserted source
afees salisu via Scopus - Elsevier

Oil shocks and stock market volatility of the BRICS: A GARCH-MIDAS approach

Global Finance Journal
2021 | Journal article
DOI: 10.1016/j.gfj.2020.100546
EID:

2-s2.0-85085756335
Contributors: Salisu, A.A.; Gupta, R.
Source: Self-asserted source
afees salisu via Scopus - Elsevier

The behavior of exchange rate and stock returns in high and low interest rate environments

International Review of Economics and Finance
2021 | Journal article
DOI: 10.1016/j.iref.2021.02.008
EID:

2-s2.0-85101295682

Part of ISSN: 10590560
Contributors: Salisu, A.A.; Vo, X.V.
Source: Self-asserted source
afees salisu via Scopus - Elsevier

Stock markets and exchange rate behavior of the BRICS

Journal of Forecasting
2021-12 | Journal article
DOI: 10.1002/for.2795
Contributors: Afees A. Salisu; Juncal Cuñado; Kazeem Isah; Rangan Gupta
Source: check_circle
Crossref

Point and density forecasting of macroeconomic and financial uncertainties of the USA

Journal of Forecasting
2021-07 | Journal article
DOI: 10.1002/for.2740
Contributors: Afees A. Salisu; Rangan Gupta; Ahamuefula E. Ogbonna
Source: check_circle
Crossref
grade
Preferred source (of 2)‎

Do Epidemics and Pandemics Have Predictive Content for Exchange Rate Movements? Evidence for Asian Economies

Asian Economics Letters
2021-06-30 | Journal article
DOI: 10.46557/001c.23423
Contributors: Afees A. Salisu; Lukman Lasisi; Abeeb Olaniran
Source: check_circle
Crossref

Oil Price and Exchange Rate Behaviour of the BRICS

Emerging Markets Finance and Trade
2021-05-28 | Journal article
DOI: 10.1080/1540496X.2020.1850440
Contributors: Afees A. Salisu; Juncal Cuñado; Kazeem Isah; Rangan Gupta
Source: check_circle
Crossref
grade
Preferred source (of 2)‎

Assessing the safe haven property of the gold market during COVID-19 pandemic

International Review of Financial Analysis
2021-03 | Journal article
DOI: 10.1016/j.irfa.2021.101666
Part of ISSN: 1057-5219
Contributors: Afees A. Salisu; Ibrahim D. Raheem; Xuan Vinh Vo
Source: Self-asserted source
afees salisu via Crossref Metadata Search
grade
Preferred source (of 2)‎

Stock‐induced Google trends and the predictability of sectoral stock returns

Journal of Forecasting
2021-03 | Journal article
DOI: 10.1002/for.2722
Contributors: Afees A. Salisu; Ahamuefula E. Ogbonna; Idris Adediran
Source: check_circle
Crossref
grade
Preferred source (of 2)‎

A New Index for Measuring Uncertainty Due to the COVID-19 Pandemic

Sustainability
2021-03-15 | Journal article
DOI: 10.3390/su13063212
Contributors: Afees A. Salisu; Ahamuefula E. Ogbonna; Tirimisiyu F. Oloko; Idris A. Adediran
Source: check_circle
Crossref
grade
Preferred source (of 2)‎

A fractional cointegration VAR analysis of Islamic stocks: A global perspective

North American Journal of Economics and Finance
2020 | Journal article
DOI: 10.1016/j.najef.2019.101056
EID:

2-s2.0-85071461287

Part of ISBN:

10629408
Contributors: Salisu, A.A.; Ndako, U.B.; Adediran, I.A.; Swaray, R.
Source: Self-asserted source
afees salisu via Scopus - Elsevier

A test for inflation persistence in Nigeria using fractional integration & fractional cointegration techniques

Economic Modelling
2020 | Journal article
DOI: 10.1016/j.econmod.2019.07.024
EID:

2-s2.0-85069973706

Part of ISBN:

02649993
Contributors: Tule, M.K.; Salisu, A.A.; Ebuh, G.U.
Source: Self-asserted source
afees salisu via Scopus - Elsevier

Analysis of the asymmetric response of exchange rate to interest rate differentials: Evidence from the MINT countries

Economics Bulletin
2020 | Journal article
EID:

2-s2.0-85088785786

Part of ISBN:

15452921
Contributors: Penzin, D.J.; Salisu, A.A.
Source: Self-asserted source
afees salisu via Scopus - Elsevier

Asymmetric and Time-Varying Behavior of Exchange Rate and Interest Rate Differential in Emerging Markets

Emerging Markets Finance and Trade
2020 | Journal article
DOI: 10.1080/1540496X.2020.1766444
EID:

2-s2.0-85086083393

Part of ISBN:

15580938 1540496X
Contributors: Salisu, A.A.; Adeleke, I.; Akanni, L.O.
Source: Self-asserted source
afees salisu via Scopus - Elsevier
grade
Preferred source (of 2)‎

Constructing a Global Fear Index for the COVID-19 Pandemic

Emerging Markets Finance and Trade
2020 | Journal article
DOI: 10.1080/1540496X.2020.1785424
EID:

2-s2.0-85088538820

Part of ISBN:

15580938 1540496X
Contributors: Salisu, A.A.; Akanni, L.O.
Source: Self-asserted source
afees salisu via Scopus - Elsevier

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

Applied Economics Letters
2020 | Journal article
DOI: 10.1080/13504851.2020.1834498
EID:

2-s2.0-85092772668

Part of ISBN:

14664291 13504851
Contributors: Salisu, A.A.; Gupta, R.
Source: Self-asserted source
afees salisu via Scopus - Elsevier
grade
Preferred source (of 2)‎

Financial stability and income growth in emerging markets

Buletin Ekonomi Moneter dan Perbankan
2020 | Journal article
DOI: 10.21098/bemp.v23i2.1247
EID:

2-s2.0-85091577841

Part of ISBN:

24609196 14108046
Contributors: Mande, B.T.; Salisu, A.A.; Jimoh, A.N.; Dosumu, F.; Adamu, G.H.
Source: Self-asserted source
afees salisu via Scopus - Elsevier

Forecasting the return volatility of energy prices: A GARCH-MIDAS approach

Handbook of Energy Finance: Theories, Practices and Simulations
2020 | Book
Part of DOI: 10.1142/9789813278387_0003
EID:

2-s2.0-85096272275
Contributors: Salisu, A.A.; Swaray, R.
Source: Self-asserted source
afees salisu via Scopus - Elsevier

Gold as a hedge against oil shocks: Evidence from new datasets for oil shocks

Resources Policy
2020 | Journal article
DOI: 10.1016/j.resourpol.2020.101606
EID:

2-s2.0-85078886430

Part of ISBN:

03014207
Contributors: Salisu, A.A.; Adediran, I.
Source: Self-asserted source
afees salisu via Scopus - Elsevier

Google trends and the predictability of precious metals

Resources Policy
2020 | Journal article
DOI: 10.1016/j.resourpol.2019.101542
EID:

2-s2.0-85075474279

Part of ISBN:

03014207
Contributors: Salisu, A.A.; Ogbonna, A.E.; Adewuyi, A.
Source: Self-asserted source
afees salisu via Scopus - Elsevier
Items per page:
Page 1 of 3

Peer review (3 reviews for 1 publication/grant)

Review activity for Financial innovation. (3)
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