T. Suleman

Economics and Econometrics · 2018–2019

A researcher in the Science corpus: 2 papers; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 16 citations into it

Whom T. Suleman trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Tim Bollerslev

Papers from T. Suleman's perspective

Ordered by how strongly the researchers T. Suleman trusts endorse each paper. Same corpus, a different order for every researcher.

1. Generalized autoregressive conditional heteroskedasticity
2. Testing for unit roots in heterogeneous panels
3. Econometric Analysis of Cross Section and Panel Data
4. Does Geopolitical Risks Predict Stock Returns and Volatility of Leading Defense Companies? Evidence from a Nonparametric Approach
5. Unit root tests in panel data: asymptotic and finite-sample properties
6. Introduction to Statistical Time Series.
7. Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note
8. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
9. Geopolitical risks and stock market dynamics of the BRICS (Economic Systems)
10. How Different Terrorist Attacks Affect Stock Markets

Their papers

• Geopolitical Risks, Returns, and Volatility in Emerging Stock Markets: Evidence from a Panel GARCH Model (2018) — 120 citations
• Women on boards, firm risk and the profitability nexus: Does gender diversity moderate the risk and return relationship? (2019) — 128 citations