Details about Tahir Suleman

Access statistics for papers by Tahir Suleman.

Last updated 2019-02-22. Update your information in the RePEc Author Service.

Short-id: psu496

Working Papers

2018

1. Jumps Beyond the Realms of Cricket: India’s Performance in One Day Internationals and Stock Market Movements
   Working Papers, University of Pretoria, Department of Economics View citations (1)

2017

2. Exchange Rate Returns and Volatility: The Role of Time-Varying Rare Disaster Risks
   Working Papers, University of Pretoria, Department of Economics View citations (3)
   See also Journal Article in The European Journal of Finance (2019)
3. Geopolitical Risks, Returns and Volatility in Emerging Stock Markets: Evidence from a Panel GARCH Model
   Working Papers, University of Pretoria, Department of Economics View citations (7)
4. Long-Run Movement and Predictability of Bond Spread for BRICS and PIIGS: The Role of Economic, Financial and Political Risks
   Working Papers, University of Pretoria, Department of Economics View citations (4)
5. The Role of Economic Uncertainty in Forecasting Exchange Rate Returns and Realized Volatility: Evidence from Quantile Predictive Regressions
   Working Papers, University of Pretoria, Department of Economics
   See also Journal Article in Journal of Forecasting (2018)
6. The Role of Time-Varying Rare Disaster Risks in Predicting Bond Returns and Volatility
   Working Papers, University of Pretoria, Department of Economics View citations (2)
7. Time-Varying Rare Disaster Risks, Oil Returns and Volatility
   Working Papers, University of Pretoria, Department of Economics
   See also Journal Article in Energy Economics (2018)

2016

8. Does Country Risks Predict Stock Returns and Volatility? Evidence from a Nonparametric Approach
   Working Papers, University of Pretoria, Department of Economics View citations (2)
   See also Journal Article in Research in International Business and Finance (2017)

2014

9. Terrorism and Stock Market Linkages: An Empirical Study from Pakistan
   MPRA Paper, University Library of Munich, Germany View citations (7)

Journal Articles

2019

1. Exchange rate returns and volatility: the role of time-varying rare disaster risks
   The European Journal of Finance, 2019, 25, (2), 190-203 View citations (13)
   See also Working Paper (2017)

2018

2. Asymmetries in the African financial markets
   Journal of Multinational Financial Management, 2018, 45, (C), 72-87 View citations (2)
3. The role of economic uncertainty in forecasting exchange rate returns and realized volatility: Evidence from quantile predictive regressions
   Journal of Forecasting, 2018, 37, (7), 705-719 View citations (26)
   See also Working Paper (2017)
4. Time-varying rare disaster risks, oil returns and volatility
   Energy Economics, 2018, 75, (C), 239-248 View citations (43)
   See also Working Paper (2017)

2017

5. Asymmetric Return and Volatility Transmission in Conventional and Islamic Equities
   Risks, 2017, 5, (2), 1-18 View citations (18)
6. Does country risks predict stock returns and volatility? Evidence from a nonparametric approach
   Research in International Business and Finance, 2017, 42, (C), 1173-1195 View citations (10)
   See also Working Paper (2016)
7. Terrorism and Stock Market Linkages: An Empirical Study from a Front-line State
   Global Business Review, 2017, 18, (2), 365-378 View citations (15)