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Tail Risks and Forecastability of Stock Returns of Advanced Economies: Evidence from Centuries of Data. (2021). Salisu, Afees ; Ogbonna, Ahamuefula ; GUPTA, RANGAN.
In: Working Papers.
RePEc:pre:wpaper:202117.

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  1. The tale of two tails and stock returns for two major emerging markets. (2025). Sehgal, Sanjay ; Deisting, Florent ; Agrawal, Tarunika Jain.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:64:y:2025:i:1:d:10.1007_s11156-024-01301-4.

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  2. Gold and tail risks. (2023). Salisu, Afees ; Adediran, Idris ; Omoke, Philip C ; Tchankam, Jean Paul.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005979.

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  3. 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.

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  4. Oil tail risk and the tail risk of the US Dollar exchange rates. (2022). Salisu, Afees ; Olaniran, Abeeb ; Tchankam, Jean Paul.
    In: Energy Economics.
    RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001360.

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  5. Predictability of tail risks of Canada and the U.S. Over a Century: The role of spillovers and oil tail Risks☆. (2022). Salisu, Afees ; Pierdzioch, Christian ; GUPTA, RANGAN.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002163.

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  6. Predictability of Tail Risks of Canada and the U.S. Over a Century: The Role of Spillovers and Oil Tail Risks. (2021). Salisu, Afees ; Pierdzioch, Christian ; GUPTA, RANGAN.
    In: Working Papers.
    RePEc:pre:wpaper:202127.

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  7. 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.

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  8. Tail Risks and Stock Return Predictability: Evidence From Asia-Pacific. (2021). Olubusoye, Olusanya ; Ogbonna, Ahamuefula.
    In: MPRA Paper.
    RePEc:pra:mprapa:109922.

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  9. Can Tail Risk Predict Asia-Pacific Exchange Rates Out of Sample?. (2021). Adediran, Idris.
    In: Asian Economics Letters.
    RePEc:ayb:jrnael:42.

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  10. Tail Risks and Stock Return Predictability - Evidence From Asia-Pacific. (2021). Olubusoye, Olusanya ; Ogbonna, Ahamuefula.
    In: Asian Economics Letters.
    RePEc:ayb:jrnael:40.

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  43. Tail Risks and Forecastability of Stock Returns of Advanced Economies: Evidence from Centuries of Data. (2021). Salisu, Afees ; Ogbonna, Ahamuefula ; GUPTA, RANGAN.
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  44. Investigating the asymmetric impact of oil prices on GCC stock markets. (2021). Rault, Christophe ; Ben Naceur, Sami ; Kanaan, Oussama ; ben Cheikh, Nidhaleddine.
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  45. Geopolitical Uncertainties and Malaysian Stock Market Returns: Do Market Conditions Matter?. (2021). Hassan, M. Kabir ; Shah, Mohd Azlan ; Hoque, Mohammad Enamul.
    In: Mathematics.
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  46. Oil shocks and equity markets: The case of GCC and BRICS economies. (2021). Zaremba, Adam ; Umar, Zaghum ; Trabelsi, Nader.
    In: Energy Economics.
    RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000608.

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  47. Extreme return connectedness and its determinants between clean/green and dirty energy investments. (2021). Bouri, Elie ; Saeed, Tareq ; al Sulami, Hamed.
    In: Energy Economics.
    RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988320303571.

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  48. Investigating the asymmetric impact of oil prices on GCC stock markets. (2021). Rault, Christophe ; Ben Cheikh, Nidhaleddine ; Ben Naceur, Sami ; Kanaan, Oussama.
    In: Economic Modelling.
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  49. The impact of mixed-frequency geopolitical risk on stock market returns. (2021). Yang, Jianlei.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:72:y:2021:i:c:p:226-240.

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  50. Investigating the Asymmetric Impact of Oil Prices on GCC Stock Markets. (2020). Rault, Christophe ; Ben Cheikh, Nidhaleddine ; Ben Naceur, Sami ; Kanaan, Oussama.
    In: IZA Discussion Papers.
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