Content
2019
- 201930 Does Trading Behaviour Converge across Commodity Markets? Evidence from the Perspective of Hedgers’ Sentiment
by Qiang Ji & Walid Bahloul & Jiang-bo Geng & Rangan Gupta - 201929 Monetary Policy Reaction to Uncertainty in Japan: Evidence from a Quantile-on-Quantile Interest Rate Rule
by Christina Christou & Ruthira Naraidoo & Rangan Gupta & Christis Hassapis - 201928 Monetary policy in a Model with Commodity and Financial Markets
by Vo Phuong Mai Le & Ruthira Naraidoo - 201927 Risk Aversion and Bitcoin Returns in Normal, Bull, and Bear Markets
by Elie Bouri & Rangan Gupta & Chi Keung Marco Lau & David Roubaud - 201926 Does U.K.’s Real GDP have a Unit Root? Evidence from a Multi-Century Perspective
by Giorgio Canarella & Rangan Gupta & Stephen M. Miller & Tolga Omay - 201925 The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures
by Manabu Asai & Rangan Gupta & Michael McAleer - 201924 Domestic Credit and Export Diversification: Africa from a Global Perspective
by Augustin Kwasi Fosu & Abdul Fatawu Abass - 201923 Short and Long Run Asymmetric Effects of Monetary and Fiscal Policy Uncertainty on Economic Activity in the U.S
by Goodness C. Aye - 201922 Fiscal Policy Uncertainty and Economic Activity in South Africa: An Asymmetric Analysis
by Goodness C. Aye - 201921 Economic Policy Uncertainty and Herding Behavior: Evidence from the South African Housing Market
by Esin Cakan & Riza Demirer & Rangan Gupta & Josine Uwilingiye - 201920 Inflation Aversion and the Growth-Inflation Relationship
by Rangan Gupta & Philton Makena - 201919 Oil Price Uncertainty and Movements in the US Government Bond Risk Premia
by Mehmet Balcilar & Rangan Gupta & Shixuan Wang & Mark E. Wohar - 201918 Gold-Oil Dependence Dynamics and the Role of Geopolitical Risks: Evidence from a Markov-Switching Time-Varying Copula Model
by Aviral Kumar Tiwari & Goodness C. Aye & Rangan Gupta & Konstantinos Gkillas - 201917 Contagion between Stock and Real Estate Markets: International Evidence from a Local Gaussian Correlation Approach
by Elie Bouri & Rangan Gupta & Shixuan Wang - 201916 Dynamic Impact of the U.S. Monetary Policy on Oil Market Returns and Volatility
by Hardik A. Marfatia & Rangan Gupta & Esin Cakan - 201915 The Risk Exposures of Safe Havens to Global and Regional Stock Market Shocks: A Novel Approach
by Mehmet Balcilar & Riza Demirer & Rangan Gupta & Mark E. Wohar - 201914 Halloween Effect in Developed Stock Markets: A US Perspective
by Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar - 201913 Contagion between Real Estate and Financial Markets: A Bayesian Quantile-on-Quantile Approach
by Massimiliano Caporin & Rangan Gupta & Francesco Ravazzolo - 201912 Variants of Consumption-Wealth Ratios and Predictability of U.S. Government Bond Risk Premia: Old is still Gold
by Oguzhan Cepni & Rangan Gupta & Mark E. Wohar - 201911 Forecasting the Term Structure of Interest Rates of the BRICS: Evidence from a Nonparametric Functional Data Analysis
by Joao F. Caldeira & Rangan Gupta & Tahir Suleman & Hudson S. Torrent - 201910 Macroeconomic Uncertainty Connections across the US States: Evidence from a Bayesian Graphical Structural VAR (BGSVAR) Model
by Rangan Gupta & Chi-Keung (Marco) Lau & Xin Sheng - 201909 Spillover of Sentiment in the European Union: Evidence from Time- and Frequency-Domains
by Vasilios Plakandaras & Aviral Kumar Tiwari & Rangan Gupta & Qiang Ji - 201908 The Effect of Global Crises on Stock Market Correlations: Evidence from Scalar Regressions via Functional Data Analysis
by Sonali Das & Riza Demirer & Rangan Gupta & Siphumlile Mangisa - 201907 Are Uncertainties across the World Convergent?
by Christina Christou & Giray Gozgor & Rangan Gupta & Chi-Keung (Marco) Lau - 201906 Time-Varying Risk Aversion and the Predictability of Bond Premia
by Oguzhan Cepni & Riza Demirer & Rangan Gupta & Christian Pierdzioch - 201905 Forecasting Realized Volatility of Bitcoin Returns: Tail Events and Asymmetric Loss
by Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch - 201904 The Relationship between Monetary Policy and Uncertainty in Advanced Economies: Evidence from Time- and Frequency-Domains
by Semih Emre Cekin & Besma Hkiri & Aviral Kumar Tiwari & Rangan Gupta - 201903 Forecasting Realized Oil-Price Volatility: The Role of Financial Stress and Asymmetric Loss
by Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch - 201902 Rise and Fall of Calendar Anomalies over a Century
by Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar - 201901 Local Currency Bond Risk Premia of Emerging Markets: The Role of Local and Global Factors
by Oguzhan Cepni & Selcuk Gul & Rangan Gupta
2018
- 201883 Is the Response of the Bank of England to Exchange Rate Movements Frequency-Dependent?
by Petre Caraiani & Rangan Gupta - 201882 Tuition Grant and Equity-Efficiency Tradeoff in Stages of Higher Education Development
by Yoseph Getachew - 201881 Time-Varying Risk Aversion and Realized Gold Volatility
by Riza Demirer & Rangan Gupta & Christian Pierdzioch - 201880 Forecasting Stock Market (Realized) Volatility in the United Kingdom: Is There a Role for Economic Inequality?
by Hossein Hassani & Mohammad Reza Yeganegi & Rangan Gupta & Riza Demirer - 201879 Forecasting (Good and Bad) Realized Exchange-Rate Volatility: Is there a Role for Realized Skewness and Kurtosis?
by Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch - 201878 Political Cycles in the United States and Stock Market Volatility in other Advanced Economies: An EGARCH Approach
by Akhona Myataza & Rangan Gupta - 201877 Can Monetary Policy Lean against Housing Bubbles?
by Christophe André & Petre Caraiani & Adrian Cantemir Čalin & Rangan Gupta - 201876 Gender Inequality and Marketisation Hypothesis in Sub-Saharan Africa
by Tendai Zawaira & Manoel Bittencourt & Matthew W. Clance - 201875 Mortgage Default Risks and High-Frequency Predictability of the US Housing Market: A Reconsideration
by Mehmet Balcilar & Elie Bouri & Rangan Gupta & Mark E. Wohar - 201874 Presidential Cycles in the United States and the Dollar-Pound Exchange Rate: Evidence from over Two Centuries of Data
by Rangan Gupta & Mark E. Wohar - 201873 Forecasting Interest Rate Volatility of the United Kingdom: Evidence from over 150 Years of Data
by Hossein Hassani & Mohammad Reza Yeganegi & Juncal Cunado & Rangan Gupta - 201872 Why must it always be so Real with Tax Evasion?
by Rangan Gupta & Philton Makena - 201871 Jumps Beyond the Realms of Cricket: India’s Performance in One Day Internationals and Stock Market Movements
by Konstantinos Gkillas & Rangan Gupta & Chi Keung Marco Lau & Tahir Suleman - 201870 Time-Varying Impact of Uncertainty Shocks on the US Housing Market
by Christina Christou & Rangan Gupta & Wendy Nyakabawo - 201869 Long-Memory Modeling and Forecasting: Evidence from the U.S. Historical Series of Inflation
by Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller - 201868 Forecasting Changes of Economic Inequality: A Boosting Approach
by Christian Pierdzioch & Rangan Gupta & Hossein Hassani & Emmanuel Silva - 201867 Measuring Co-Dependencies of Economic Policy Uncertainty in Latin American Countries using Vine Copulas
by Semih Emre Cekin & Ashis Kumar Pradhan & Aviral Kumar Tiwari & Rangan Gupta - 201866 Predicting Aggregate and State-Level US House Price Volatility: The Role of Sentiment
by Rangan Gupta & Chi Keung Marco Lau & Wendy Nyakabawo - 201865 Oil Price-Inflation Pass-Through in the United States over 1871 to 2018: A Wavelet Coherency Analysis
by Aviral Kumar Tiwari & Juncal Cunado & Abdulnasser Hatemi-J & Rangan Gupta - 201864 On the Transmission Mechanism of Asia-Pacific Yield Curve Characteristics
by Sowmya Subramaniam & David Gabauer & Rangan Gupta - 201863 Time-Varying Causal Relationship between Stock Market and Unemployment in the United Kingdom: Historical Evidence from 1855 to 2017
by Xolani Sibande & Rangan Gupta & Mark E. Wohar - 201862 Forecasting with Second-Order Approximations and Markov Switching DSGE Models
by Sergey Ivashchenko & Semih Emre Çekin & Kevin Kotzé & Rangan Gupta - 201861 Firm-Level Political Risk and Asymmetric Volatility
by Goodness C. Aye & Mehmet Balcilar & Riza Demirer & Rangan Gupta - 201860 Geopolitical Risks and the Predictability of Regional Oil Returns and Volatility
by Riza Demirer & Rangan Gupta & Qiang Ji & Aviral Kumar Tiwari - 201859 Does Inequality Really Matter in Forecasting Real Housing Returns of the United Kingdom?
by Hossein Hassani & Mohammad Reza Yeganegi & Rangan Gupta - 201858 Does Global Economic Uncertainty Matter for the Volatility and Hedging Effectiveness of Bitcoin?
by Libing Fang & Elie Bouri & Rangan Gupta & David Roubaud - 201857 The Impact of US Uncertainty Shocks on a Panel of Advanced and Emerging Market Economies: The Role of Exchange Rate, Trade and Financial Channels
by Rangan Gupta & Godwin Olasehinde-Williams & Mark E. Wohar - 201856 Trade Openness and Fertility Rates in Africa: Panel-Data Evidence
by Manoel Bittencourt & Matthew Clance & Yoseph Y. Getachew - 201855 Socio-Political Instability and Growth Dynamics
by Manoel Bittencourt & Rangan Gupta & Philton Makena & Lardo Stander - 201854 Random Expected Utility Theory with a Continuum of Prizes
by Wei Ma - 201853 Manager Sentiment and Stock Market Volatility
by Rangan Gupta - 201852 Conflict Heterogeneity in Africa
by Carolyn Chisadza & Matthew Clance - 201851 The Role of Monetary Policy Uncertainty in Predicting Equity Market Volatility of the United Kingdom: Evidence from over 150 Years of Data
by Rangan Gupta & Mark E. Wohar - 201850 Spillover of Mortgage Default Risks in the United States: Evidence from Metropolitan Statistical Areas and States
by Qiang Ji & Rangan Gupta & Festus Victor Bekun & Mehmet Balcilar - 201849 Macroeconomic Shocks and Changing Dynamics of the U.S. REITs Sector
by Rangan Gupta & Zhihui Lv & Wing-Keung Wong - 201848 Time-Varying Predictability of Oil Market Movements Over a Century of Data: The Role of US Financial Stress
by Rangan Gupta & Patrick Kanda & Aviral Kumar Tiwari & Mark E. Wohar - 201847 Point and Density Forecasts of Oil Returns: The Role of Geopolitical Risks
by Vasilios Plakandaras & Rangan Gupta & Wing-Keung Wong - 201846 Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests
by Riza Demirer & Rangan Gupta & Zhihui Lv & Wing-Keung Wong - 201845 Monetary Policy and Bubbles in US REITs
by Petre Caraiani & Adrian Cantemir Călin & Rangan Gupta - 201844 Income Inequality and Economic Growth: A Re-Examination of Theory and Evidence
by Mehmet Balcilar & Rangan Gupta & Wei Ma & Philton Makena - 201843 Uncertainty and Volatility Jumps in the Pound-Dollar Exchange Rate: Evidence from Over One Century of Data
by Konstantinos Gkillas & Rangan Gupta & Dimitrios Vortelinos - 201842 The Role of Housing Sentiment in Forecasting US Home Sales Growth: Evidence from a Bayesian Compressed Vector Autoregressive Model
by Rangan Gupta & Chi Keung Marco Lau & Vasilios Plakandaras & Wing-Keung Wong - 201841 Time-Varying Impact of Geopolitical Risks on Oil Prices
by Juncal Cunado & Rangan Gupta & Chi Keung Marco Lau & Xin Sheng - 201840 Greek Economic Policy Uncertainty: Does it Matter for the European Union?
by Nikolaos Antonakakis & David Gabauer & Rangan Gupta - 201839 Conventional and Unconventional Monetary Policy Reaction to Uncertainty in Advanced Economies: Evidence from Quantile Regressions
by Christina Christou & Ruthira Naraidoo & Rangan Gupta - 201838 Persistence and Cyclical Dynamics of US and UK House Prices: Evidence from Over 150 Years of Data
by Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller - 201837 Bayesian Spatial Modeling for Housing Data in South Africa
by Bingling Wang & Sudipto Banerjee & Rangan Gupta - 201836 Efficiency in BRICS Currency Markets using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability
by Rangan Gupta & Vasilios Plakandaras - 201835 Effects of Geopolitical Risks on Trade Flows: Evidence from the Gravity Model
by Ender Demir & Giray Gozgor & Rangan Gupta & Huseyin Kaya - 201834 Herding Behaviour in the Cryptocurrency Market
by Elie Bouri & Rangan Gupta & David Roubaud - 201833 Frequency-Dependent Real-Time Effects of Uncertainty in the United States: Evidence from Daily Data
by Yanele Nyamela & Vasilios Plakandaras & Rangan Gupta - 201832 Macroeconomic Uncertainty and the Comovement in Buying versus Renting in the United States
by Goodness C. Aye & Rangan Gupta - 201831 A Wavelet Analysis of the Relationship between Oil and Natural Gas Prices
by Aviral Kumar Tiwari & Zinnia Mukherjee & Rangan Gupta & Mehmet Balcilar - 201830 Predicting Stock Market Movements in the United States: The Role of Presidential Approval Ratings
by Rangan Gupta & Patrick Kanda & Mark E. Wohar - 201829 On the Transmission Mechanism of Country-Specific and International Economic Uncertainty Spillovers: Evidence from a TVP-VAR Connectedness Decomposition Approach
by David Gabauer & Rangan Gupta - 201828 Insurance Activity and Economic Performance: Fresh Evidence from Asymmetric Panel Causality Tests
by Abdulnasser Hatemi-J & Chi-Chuan Lee & Chien-Chiang Lee & Rangan Gupta - 201827 Causality between Economic Policy Uncertainty and Real Housing Returns in Emerging Economies: A Cross-Sample Validation Approach
by Goodness Aye - 201826 Predicting International Equity Returns: Evidence from Time-Varying Parameter Vector Autoregressive Models
by Rangan Gupta & Florian Huber & Philipp Piribauer - 201825 Oil Shocks and Volatility Jumps
by Konstantinos Gkillas & Rangan Gupta & Mark E. Wohar - 201824 Stock Market Efficiency Analysis using Long Spans of Data: A Multifractal Detrended Fluctuation Approach
by Aviral Kumar Tiwari & Goodness C. Aye & Rangan Gupta - 201823 Is There a Role for Uncertainty in Forecasting Output Growth in OECD Countries? Evidence from a Time Varying Parameter-Panel Vector Autoregressive Model
by Goodness C. Aye & Rangan Gupta & Chi Keung Marco Lau & Xin Sheng - 201822 Are BRICS Exchange Rates Chaotic?
by Vasilios Plakandaras & Rangan Gupta & Luis A. Gil-Alana & Mark E. Wohar - 201821 Dynamic and Asymmetric Response of Inequality to Income Volatility: The Case of the United Kingdom
by Goodness C. Aye & Giray Gozgor & Rangan Gupta - 201820 Asymmetric Effects of Inequality on Per Capita Real GDP of the United States
by Adnen Ben Nasr & Mehmet Balcilar & Rangan Gupta & Seyi Saint Akadiri - 201819 Growth Volatility and Inequality in the U.S.: A Wavelet Analysis
by Shinhye Chang & Rangan Gupta & Stephen M. Miller & Mark E. Wohar - 201818 The Synergistic Effect of Insurance and Banking Sector Activities on Economic Growth in Africa
by Mehmet Balcilar & Rangan Gupta & Chien-Chiang Lee & Godwin Olasehinde-Williams - 201817 High-Frequency Impact of Monetary Policy and Macroeconomic Surprises on US MSAs and Aggregate US Housing Returns and Volatility: A GJR-GARCH Approach
by Wendy Nyakabawo & Rangan Gupta & Hardik A. Marfatia - 201816 Persistence in Trends and Cycles of Gold and Silver Prices: Evidence from Historical Data
by Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta - 201815 Information Spillover across International Real Estate Investment Trusts: Evidence from an Entropy-Based Network Analysis
by Qiang Ji & Hardik A. Marfatia & Rangan Gupta - 201814 Investor Sentiment Connectedness: Evidence from Linear and Nonlinear Causality Approaches
by Aviral Kumar Tiwari & Deven Bathia & Elie Bouri & Rangan Gupta - 201813 Oil Price Volatility and Economic Growth: Evidence from Advanced OECD Countries using over One Century of Data
by Mamothoana Difeto & Reneé van Eyden & Rangan Gupta & Mark E. Wohar - 201812 Spillovers between Bitcoin and other Assets during Bear and Bull Markets
by Elie Bouri & Mahamitra Das & Rangan Gupta & David Roubaud - 201811 Presidential Cycles and Time-Varying Bond-Stock Correlations: Evidence from More than Two Centuries of Data
by Riza Demirer & Rangan Gupta - 201810 Persistence of Economic Uncertainty: A Comprehensive Analysis
by Vasilios Plakandaras & Rangan Gupta & Mark E. Wohar - 201809 The Predictive Value of Inequality Measures for Stock Returns: An Analysis of Long-Span UK Data Using Quantile Random Forests
by Rangan Gupta & Christian Pierdzioch & Andrew J. Vivian & Mark E. Wohar - 201808 Does Liquidity Risk Explain the Time-Variation in Asset Correlations? Evidence from Stocks, Bonds and Commodities
by Zintle Twala & Riza Demirer & Rangan Gupta - 201807 Geopolitical Risks and Recessions in a Panel of Advanced Economies: Evidence from Over a Century of Data
by Matthew W. Clance & Rangan Gupta & Mark E. Wohar - 201806 International Monetary Policy Spillovers: Evidence from a TVP-VAR
by Nikolaos Antonakakis & David Gabauer & Rangan Gupta - 201805 Volatility Jumps: The Role of Geopolitical Risks
by Konstantinos Gkillas & Rangan Gupta & Mark E. Wohar - 201804 Investor Sentiment and Crash Risk in Safe Havens
by Adnen Ben Nasr & Matteo Bonato & Riza Demirer & Rangan Gupta - 201803 Does Financial Development Affect Income Inequality in the U.S. States? A Panel Data Analysis
by Manoel Bittencourt & Shinhye Chang & Rangan Gupta & Stephen M. Miller - 201802 Dynamic Connectedness of Uncertainty across Developed Economies: A Time-Varying Approach
by Nikolaos Antonakakis & David Gabauer & Rangan Gupta & Vasilios Plakandaras - 201801 Insurance-Growth Nexus in Africa
by Mehmet Balcilar & Rangan Gupta & Chien-Chiang Lee & Godwin Olasehinde-Williams
2017
- 201782 The Effectiveness of Monetary and Fiscal Policy Shocks on U.S. Inequality: The Role of Uncertainty
by Goodness C. Aye & Matthew W. Clance & Rangan Gupta - 201781 Is Wine a Good Choice for Investment?
by Elie Bouri & Rangan Gupta & Wing-Keung Wong & Zhenzhen Zhu - 201780 Volatility Spillovers across Global Asset Classes: Evidence from Time and Frequency Domains
by Aviral Kumar Tiwari & Juncal Cunado & Rangan Gupta & Mark E. Wohar - 201779 An Assessment of UK Macroeconomic Volatility: Historical Evidence Using Over Seven Centuries of Data
by Vasilios Plakandaras & Rangan Gupta & Mark E. Wohar - 201778 Time-Varying Causality between Equity and Currency Returns in the United Kingdom: Evidence from Over Two Centuries of Data
by Patrick Kanda & Michael Burke & Rangan Gupta - 201777 Geopolitical Risks, Returns and Volatility in Emerging Stock Markets: Evidence from a Panel GARCH Model
by Christos Bouras & Christina Christou & Rangan Gupta & Tahir Suleman - 201776 Economic Policy Uncertainty and Insurance
by Mehmet Balcilar & Rangan Gupta & Chien-Chiang Lee & Godwin Olasehinde-Williams - 201775 Oil Returns and Volatility: The Role of Mergers and Acquisitions
by Martijn Bos & Riza Demirer & Rangan Gupta & Aviral Kumar Tiwari - 201774 The Role of Economic Uncertainty in Forecasting Exchange Rate Returns and Realized Volatility: Evidence from Quantile Predictive Regressions
by Christina Christou & Rangan Gupta & Christis Hassapis & Tahir Suleman - 201773 Long-Run Movement and Predictability of Bond Spread for BRICS and PIIGS: The Role of Economic, Financial and Political Risks
by Sheung-Chi Chow & Rangan Gupta & Tahir Suleman & Wing-Keung Wong - 201772 Inflation Dynamics in Uganda: A Quantile Regression Approach
by Francis Leni Anguyo & Rangan Gupta & Kevin Kotzé - 201771 Time-Varying Efficiency of Developed and Emerging Bond Markets: Evidence from Long-Spans of Historical Data
by Lanouar Charfeddine & Karim Ben Khediri & Goodness C. Aye & Rangan Gupta - 201770 The Role of Time-Varying Rare Disaster Risks in Predicting Bond Returns and Volatility
by Rangan Gupta & Tahir Suleman & Mark E. Wohar - 201769 Equilibrium Exchange Rates and Misalignments: The Case of Homogenous Emerging Market Economies
by Christian K. Tipoy & Marthinus C. Breitenbach & Mulatu F. Zerihun - 201768 Redistributive Innovation Policy, Inequality and Efficiency
by Parantap Basu & Yoseph Getachew - 201767 Exchange Rate Returns and Volatility: The Role of Time-Varying Rare Disaster Risks
by Rangan Gupta & Tahir Suleman & Mark E. Wohar - 201766 Common Business Cycles and Volatilities in US States and MSAs: The Role of Economic Uncertainty
by Rangan Gupta & Jun Ma & Marian Risse & Mark E. Wohar - 201765 Time-Varying Role of Macroeconomic Shocks on House Prices in the US and UK: Evidence from Over 150 Years of Data
by Vasilios Plakandaras & Rangan Gupta & Constantinos Katrakilidis & Mark E. Wohar - 201764 Volatility Spillovers between Interest Rates and Equity Markets of Developed Economies: A Note
by Wilson Donzwa & Rangan Gupta & Mark E. Wohar - 201763 Kuznets Curve for the US: A Reconsideration Using Cosummability
by Adnen Ben Nasr & Mehmet Balcilar & Seyi Saint Akadiri & Rangan Gupta - 201762 Time-Varying Rare Disaster Risks, Oil Returns and Volatility
by Rıza Demirer & Rangan Gupta & Tahir Suleman & Mark E. Wohar - 201761 A Note on the Technology Herd: Evidence from Large Institutional Investors
by Esin Cakan & Rıza Demirer & Rangan Gupta & Josine Uwilingiye - 201760 Testing for Asymmetric Nonlinear Short- and Long-Run Relationships between Bitcoin, Aggregate Commodity and Gold Prices
by Elie Bouri & Rangan Gupta & Amine Lahiani & Muhammad Shahbaz - 201759 Risk Spillover between the US and the Remaining G7 Stock Markets Using Time-Varying Copulas with Markov Switching: Evidence from Over a Century of Data
by Qiang Ji & Bing-Yue Liu & Juncal Cunado & Rangan Gupta - 201758 Country Risk Ratings and Stock Market Returns in BRICS Countries: A Nonlinear Dynamic Approach
by Adnen Ben Nasr & Juncal Cunado & Rıza Demirer & Rangan Gupta - 201757 The Effect of Economic Uncertainty on the Housing Market Cycle
by Goodness C. Aye & Matthew W. Clance & Rangan Gupta - 201756 Predicting Stock Market Movements with a Time-Varying Consumption-Aggregate Wealth Ratio
by Tsangyao Chang & Rangan Gupta & Anandamayee Majumdar & Christian Pierdzioch - 201755 The Role of Term Spread and Pattern Changes in Predicting Stock Returns and Volatility of the United Kingdom: Evidence from a Nonparametric Causality-in-Quantiles Test Using Over 250 Years of Data
by Rangan Gupta & Marian Risse & David A. Volkman & Mark E. Wohar - 201754 OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration
by Rangan Gupta & Chi Keung Marco Lau & Seong-Min Yoon - 201753 Does Gold Act as a Hedge against Inflation in the UK? Evidence from a Fractional Cointegration Approach Over 1257 to 2016
by Goodness C. Aye & Hector Carcel & Luis A. Gil-Alana & Rangan Gupta - 201752 On the Predictability of Stock Market Bubbles: Evidence from LPPLS ConfidenceTM Multi-scale Indicators
by Riza Demirer & Guilherme Demos & Rangan Gupta & Didier Sornette - 201751 Decomposing the South African CO2 Emissions within a BRICS Countries Context the Energy Rebound Hypothesis
by Roula Inglesi-Lotz - 201750 Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles
by Elie Bouri & Rangan Gupta & Chi Keung Marco Lau & David Roubaud & Shixuan Wang - 201749 Oil Speculation and Herding Behavior in Emerging Stock Markets
by Esin Cakan & Rıza Demirer & Rangan Gupta & Hardik A. Marfatia - 201748 Monetary Policy, Financial Frictions and Structural Changes: A Markov-Switching DSGE Approach
by Francis Leni Anguyo & Rangan Gupta & Kevin Kotzé - 201747 A Copula-Based Quantile-on-Quantile Regression Approach to Modeling Dependence Structure between Stock and Bond Returns: Evidence from Historical Data of India, South Africa, UK and US
by Refk Selmi & Christos Kollias & Stephanos Papadamou & Rangan Gupta - 201746 Does the Equivalence Scale Matter? Equivalence and Out-of-Pocket Payments
by Steven F. Koch - 201745 Rationalizable Information Equilibria
by Alexander Zimper - 201744 Does Partisan Conflict Predict a Reduction in US Stock Market (Realized) Volatility? Evidence from a Quantile-on-Quantile Regression Model
by Rangan Gupta & Christian Pierdzioch & Refk Selmi & Mark E. Wohar - 201743 Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note
by Elie Bouri & Riza Demirer & Rangan Gupta & Hardik A. Marfatia - 201742 U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict
by Rangan Gupta & Chi Keung Marco Lau & Stephen M. Miller & Mark E. Wohar - 201741 Partisan Conflict and Income Distribution in the United States: A Nonparametric Causality-in-Quantiles Approach
by Mehmet Balcilar & Seyi Saint Akadiri & Rangan Gupta & Stephen M. Miller - 201740 Unemployment Rate Hysteresis and the Great Recession: Exploring the Metropolitan Evidence
by Giorgio Canarella & Rangan Gupta & Stephen M. Miller & Stephen K. Pollard - 201739 Are Multifractal Processes Suited to Forecasting Electricity Price Volatility? Evidence from Australian Intraday Data
by Mawuli Segnon & Chi Keung Lau & Bernd Wilfling & Rangan Gupta - 201738 Monetary Policy Reaction Functions of the TICKs: A Quantile Regression Approach
by Christina Christou & Ruthira Naraidoo & Rangan Gupta & Won Joong Kim - 201737 Macroeconomic Uncertainty, Growth and Inflation in the Eurozone: A Causal Approach
by Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou - 201736 A Note on the Impact of Unconventional Monetary Policy Shocks in the US on Emerging Market REITs: A Qual VAR Approach
by Rangan Gupta & Hardik A. Marfatia - 201735 Are Stock Returns an Inflation Hedge for the UK? Evidence from a Wavelet Analysis Using Over Three Centuries of Data
by Aviral Kumar Tiwari & Juncal Cunado & Rangan Gupta & Mark E. Wohar - 201734 Foreign Market Selection of Emerging Multinational Corporations: Evidence from South African and Egyptian Corporations
by Mustafa Sakr & Andre Jordaan - 201733 The Effect of Education on a Country’s Energy Consumption: Evidence from Developed and Developing Countries
by Roula Inglesi-Lotz & Luis Diez del Corral Morales - 201732 Uncertainty and Forecasts of U.S. Recessions
by Christian Pierdzioch & Rangan Gupta - 201731 Wealth-to-Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test
by Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar - 201730 News Implied Volatility and the Stock-Bond Nexus: Evidence from Historical Data for the USA and the UK Markets
by Rangan Gupta & Christos Kollias & Stephanos Papadamou & Mark E. Wohar - 201729 Network Causality Structures among Bitcoin and other Financial Assets: A Directed Acyclic Graph Approach
by Qiang Ji & Elie Bouri & Rangan Gupta & David Roubaud - 201728 Do Bivariate Multifractal Models Improve Volatility Forecasting in Financial Time Series? An Application to Foreign Exchange and Stock Markets
by Ruipeng Liu & Riza Demirer & Rangan Gupta & Mark E. Wohar - 201727 Price Jumps in Developed Stock Markets: The Role of Monetary Policy Committee Meetings
by Rangan Gupta & Chi Keng Marco Lau & Ruipeng Liu & Hardik A. Marfatia - 201726 OPEC News and Predictability of Oil Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach
by Rangan Gupta & Seong-Min Yoon - 201725 The Role of Economic and Financial Uncertainties in Predicting Commodity Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Test
by Walid Bahloul & Mehmet Balcilar & Juncal Cunado & Rangan Gupta - 201724 The Effects of Oil Price Uncertainty on Economic Activities in South Africa
by Junior T. Chiweza & Goodness C. Aye - 201723 A Panel Analysis of the Impact of Dividend per Share, Dividend Changes and Dividend Payout Ratio on Companies Performance: An Empirical Test of ``the Dividend Signaling Hypothesis"
by Mpinda F. Mvita & Goodness C. Aye - 201722 The Causal Relationship between Exchange Rates and Stock Price Levels in South Africa
by Lelani Coetzee & Goodness C. Aye - 201721 Asymmetric Volatility Effects between the Real Exchange Rate and Stock Prices in South Africa
by Ayanda Sikhosana & Goodness C. Aye - 201720 Does Inequality Help in Forecasting Equity Premium in a Panel of G7 Countries?
by Christina Christou & Rangan Gupta & Fredj Jawadi - 201719 Credit Ratings and Predictability of Stock Returns and Volatility of the BRICS and the PIIGS: Evidence from a Nonparametric Causality-in-Quantiles Approach
by Mehmet Balcilar & Deven Bathia & Riza Demirer & Rangan Gupta - 201718 Exploring Child Poverty and Inequality in Post-Apartheid South Africa: A Multidimensional Perspective
by Kehinde O. Omotoso & Steven F. Koch - 201717 Gender Differentials in Health: A Differences-in-Decompositions Estimate
by Kehinde O. Omotoso & Steven F. Koch - 201716 Social Determinants of Health Inequalities in South Africa: A Decomposition Analysis
by Kehinde O. Omotoso & Steven F. Koch - 201715 The Impact of Macroeconomic News Surprises and Uncertainty of Major Economies on Returns and Volatility of Oil Futures
by Walid Bahloul & Rangan Gupta - 201714 Preferences Over all Random Variables: Incompatibility of Convexity and Continuity
by Hirbod Assa & Alexander Zimper - 201713 Persistence, Mean Reversion and Nonlinearities in Inflation Rates of Developed and Developing Countries Using Over One Century of Data
by Luis A. Gil-Alana & Rangan Gupta - 201712 The International REIT's Time-Varying Response to the U.S. Monetary Policy and Macroeconomic Surprises
by Hardik A. Marfatia & Rangan Gupta & Esin Cakan - 201711 Asymmetric Behaviour in Nominal and Real Housing Prices: Evidence from Advanced and Emerging Economies
by Christophe André & Nikolaos Antonakakis & Rangan Gupta & Mulatu F. Zerihun - 201710 Monetary Policy and Financial Frictions in a Small Open-Economy Model for Uganda
by Francis Leni Anguyo & Rangan Gupta & Kevin Kotze - 201709 Push Factors of Emerging Multinational Corporations: Evidence from South Africa and Egypt
by Mustafa Sakr & Andre Jordaan - 201708 Is Wine a Safe-Haven? Evidence from a Nonparametric Causality-in-Quantiles Test
by Nikolaos Antonakakis & Mehmet Balcilar & Elie Bouri & Rangan Gupta - 201707 Do House Prices Hedge Inflation in the US? A Quantile Cointegration Approach
by Christina Christou & Rangan Gupta & Wendy Nyakabawo & Mark E. Wohar - 201706 Causality between Output and Income Inequality across US States: Evidence from a Heterogeneous Mixed Panel Approach
by Shinhye Chang & Hsiao-Ping Chu & Rangan Gupta & Stephen M. Miller - 201705 Current Account Sustainability in G7 and BRICS: Evidence from a Long Memory Model with Structural Breaks
by Christophe André & Tsangyao Chang & Luis A. Gil-Alana & Rangan Gupta - 201704 Does Global Fear Predict Fear in BRICS Stock Markets? Evidence from a Bayesian Graphical VAR Model
by Elie Bouri & Rangan Gupta & Seyedmehdi Hosseini & Chi Keung Marco Lau - 201703 Openness and Growth: Is the Relationship Non-Linear?
by Rangan Gupta & Lardo Stander & Andrea Vaona - 201702 Geopolitical Risks and the Oil-Stock Nexus Over 1899-2016
by Nikolaos Antonakakis & Rangan Gupta & Christos Kollias & Stephanos Papadamou - 201701 Perturbed Utility and General Equilibrium Analysis
by Wei Ma
2016
- 201690 Does Bitcoin Hedge Global Uncertainty? Evidence from Wavelet-Based Quantile-in-Quantile Regressions
by Elie Bouri & Rangan Gupta & Aviral Kumar Tiwari & David Roubaud - 201689 The Relationship between Stock Market Volatility and Trading Volume: Evidence from South Africa
by Pramod Kumar Naik & Rangan Gupta & Puja Padhi - 201688 Impact of Volatility and Equity Market Uncertainty on Herd Behavior: Evidence from UK REITs
by Omokolade Akinsomi & Yener Coskun & Rangan Gupta & Chi Keung Marco Lau