RANGAN GUPTA : Citation Profile


Are you RANGAN GUPTA?

University of Pretoria (80% share)
Institut de Préparation à l'Administration et à la Gestion (IPAG) (20% share)

44

H index

236

i10 index

9639

Citations

RESEARCH PRODUCTION:

707

Articles

1042

Papers

1

Chapters

RESEARCH ACTIVITY:

   19 years (2005 - 2024). See details.
   Cites by year: 507
   Journals where RANGAN GUPTA has often published
   Relations with other researchers
   Recent citing documents: 1321.    Total self citations: 918 (8.7 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgu80
   Updated: 2024-07-05    RAS profile: 2024-05-06    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Pierdzioch, Christian (108)

Salisu, Afees (89)

Demirer, Riza (86)

Cepni, Oguzhan (75)

Wohar, Mark (71)

Bouri, Elie (60)

Balcilar, Mehmet (48)

Gabauer, David (41)

Tiwari, Aviral (28)

Ji, Qiang (26)

Miller, Stephen (26)

Lau, Chi Keung (24)

Plakandaras, Vasilios (21)

Clance, Matthew (18)

Sibande, Xolani (17)

Gil-Alana, Luis (17)

Plastun, Alex (14)

van Eyden, Renee (13)

Chisadza, Carolyn (12)

Caraiani, Petre (12)

André, Christophe (11)

Bonato, Matteo (11)

Ogbonna, Ahamuefula (10)

Kyei, Clement (10)

Marfatia, Hardik (9)

Wang, Shixuan (9)

Wong, Wing-Keung (7)

Kotze, Kevin (7)

Gözgör, Giray (7)

Lee, Chien-Chiang (7)

Cuñado, Juncal (7)

Canarella, Giorgio (7)

Shahzad, Syed Jawad Hussain (7)

Gkillas (Gillas), Konstantinos (6)

Nazlioglu, Saban (6)

Roubaud, David (6)

Zhang, Yue-Jun (6)

Çekin, Semih (6)

Asai, Manabu (5)

Antonakakis, Nikolaos (5)

Yoon, Seong-Min (5)

Gul, Selcuk (4)

Naraidoo, Ruthira (4)

Hatemi-J, Abdulnasser (4)

Isah, Kazeem (4)

Sousa, Ricardo (4)

Caporin, Massimiliano (4)

Cakan, Esin (3)

Olson, Eric (3)

Uwilingiye, Josine (3)

Wilfling, Bernd (3)

Akadiri, Seyi (3)

Olasehinde-Williams, Godwin (3)

Sensoy, Ahmet (3)

Omay, Tolga (3)

Adediran, Idris (3)

DAS, SONALI (3)

Ben Nasr, Adnen (3)

Ravazzolo, Francesco (3)

solarin, sakiru (2)

JAWADI, Fredj (2)

Foglia, Matteo (2)

AYINDE, Taofeek (2)

Ćorić, Bruno (2)

Chatziantoniou, Ioannis (2)

Apergis, Nicholas (2)

Soytas, Ugur (2)

Papadimitriou, Theophilos (2)

Theodoridis, Konstantinos (2)

Risse, Marian (2)

Yousaf, Imran (2)

Bittencourt, Manoel (2)

Gogas, Periklis (2)

Fedotenkov, Igor (2)

Hollander, Hylton (2)

lucey, brian (2)

Olaniran, Abeeb (2)

coskun, yener (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with RANGAN GUPTA.

Is cited by:

Balcilar, Mehmet (135)

Salisu, Afees (130)

Bouri, Elie (126)

Tiwari, Aviral (114)

Shahbaz, Muhammad (106)

Wohar, Mark (87)

Gil-Alana, Luis (82)

Mokni, Khaled (66)

Adekoya, Oluwasegun (65)

Umar, Zaghum (64)

Shahzad, Syed Jawad Hussain (64)

Cites to:

Balcilar, Mehmet (706)

Wohar, Mark (670)

Pierdzioch, Christian (423)

Campbell, John (358)

Demirer, Riza (356)

Diebold, Francis (331)

Pesaran, Mohammad (324)

Bouri, Elie (310)

Miller, Stephen (305)

bloom, nicholas (269)

Bollerslev, Tim (246)

Main data


Where RANGAN GUPTA has published?


Journals with more than one article published# docs
Finance Research Letters35
Applied Economics31
Energy Economics26
The North American Journal of Economics and Finance24
Resources Policy21
Empirical Economics21
The Quarterly Review of Economics and Finance19
Journal of Forecasting19
Research in International Business and Finance19
Applied Economics Letters18
International Review of Economics & Finance17
Emerging Markets Finance and Trade16
Physica A: Statistical Mechanics and its Applications15
Economics Letters14
Economic Modelling14
Journal of Economic Studies12
Journal of Developing Areas11
International Journal of Finance & Economics10
Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement10
Sustainability10
South African Journal of Economics10
Studies in Nonlinear Dynamics & Econometrics9
Advances in Decision Sciences9
Renewable and Sustainable Energy Reviews7
International Review of Finance7
Economia Internazionale / International Economics7
Journal of Behavioral Finance7
Annals of Financial Economics (AFE)6
Defence and Peace Economics6
Energies6
International Review of Financial Analysis6
The IUP Journal of Monetary Economics6
Economic Systems6
The Journal of Real Estate Finance and Economics6
Journal of Policy Modeling6
Structural Change and Economic Dynamics5
Empirica5
Journal of Multinational Financial Management5
Studies in Economics and Finance5
The European Journal of Finance5
Journal of Economics and Finance5
Journal of International Financial Markets, Institutions and Money5
International Economics4
Annals of Economics and Finance4
Computational Economics4
International Finance4
Economic Change and Restructuring4
Mathematics4
International Economics4
Quality & Quantity: International Journal of Methodology4
JRFM4
The Journal of International Trade & Economic Development3
Indian Economic Review3
Journal of Behavioral and Experimental Finance3
Urban Studies3
Journal of Applied Statistics3
Applied Financial Economics3
International Journal of Forecasting3
International Economic Journal3
Journal of Applied Economics3
Energy Policy3
Journal of Forecasting3
Economics and Business Letters3
Journal of Macroeconomics3
Risks3
Journal of International Money and Finance3
Journal of Economics and Behavioral Studies3
Financial Innovation3
Economics Bulletin3
Panoeconomicus3
Energy3
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020)3
Applied Econometrics and International Development3
Manchester School3
Journal of Financial Markets3
Global Finance Journal2
Scottish Journal of Political Economy2
Regional and Sectoral Economic Studies2
Open Economies Review2
Journal of Business Economics and Management2
Public Finance Review2
Economies2
Eurasian Economic Review2
Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards2
Economic Notes2
Pacific-Basin Finance Journal2
Emerging Markets Review2
International Economics and Economic Policy2
Journal of Financial Economic Policy2
Journal of Central Banking Theory and Practice2
International Journal of Sustainable Economy2
The Journal of Economic Asymmetries2
Bulletin of Economic Research2
Economic Research-Ekonomska Istraživanja2
Journal of Emerging Market Finance2
International Journal of Economic Policy in Emerging Economies2
Studies in Economics and Econometrics2
Journal of Applied Economics2

Working Papers Series with more than one paper published# docs
Working Papers / University of Pretoria, Department of Economics872
Working Papers / Eastern Mediterranean University, Department of Economics24
Working Papers / Economic Research Southern Africa15
Working Papers / University of Nevada, Las Vegas , Department of Economics14
Working Papers / Stellenbosch University, Department of Economics9
School of Economics Macroeconomic Discussion Paper Series / School of Economics, University of Cape Town7
Post-Print / HAL5
Working Papers / Department of Research, Ipag Business School4
FinMaP-Working Papers / Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents3
GRU Working Paper Series / City University of Hong Kong, Department of Economics and Finance, Global Research Unit3
Economics Discussion Papers / Kiel Institute for the World Economy (IfW Kiel)3
Working Papers / University of Milano-Bicocca, Department of Economics2
Open Access publications / School of Economics, University College Dublin2
MPRA Paper / University Library of Munich, Germany2

Recent works citing RANGAN GUPTA (2024 and 2023)


YearTitle of citing document
2023Investigating the Influence of Brand Communication and Brand Trust on Customer Commitment: An Examination from the Perspective of Customer Perception. (2023). Wang, Dan ; Sun, Xuemei ; Yu, Shun-Chi ; Chen, Xiuqun. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:27:y:2023:i:2:p:166-195.

Full description at Econpapers || Download paper

2023Bibliometric Characteristics of Cryptocurrency through Citation Network Analysis. (2023). Mamilla, Rajesh ; Lavanya, Reganti. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:27:y:2023:i:2:p:46-74.

Full description at Econpapers || Download paper

2023Effects of Government Regulation of Diesel and Petrol Prices on GDP Growth: Evidence from China. (2023). Vespignani, Joaquin ; Hong, Haidi ; Brueckner, Markus. In: ANU Working Papers in Economics and Econometrics. RePEc:acb:cbeeco:2023-690.

Full description at Econpapers || Download paper

2023Promoting Environmental Sustainability in Africa: Evidence from Governance Synergy. (2023). Asongu, Simplice ; Ndour, Cheikh T ; Traor, Awa. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:23/002.

Full description at Econpapers || Download paper

2023A Revisit of the Natural Resource Curse in the Tourism Industry. (2023). Asongu, Simplice ; Ngassam, Sylvain B ; Ngueleweu, Gildas T. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:23/067.

Full description at Econpapers || Download paper

2023The effects of geopolitical risks on tourism revenues of the Middle East and Asian countries. (2023). Kovacs, Peter ; Gocer, Ismet. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(634):y:2023:i:1(634):p:77-90.

Full description at Econpapers || Download paper

2023An enquiry into extreme price movements of the cryptocurrencies in the backdrop of COVID-19. (2023). Kumar, Anoop S ; Rao, Balaga Mohana ; Anandarao, Suvvari. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(635):y:2023:i:2(635):p:231-238.

Full description at Econpapers || Download paper

2024Oil Price Shocks and Income Inequality in Nigeria: Evidence from Nonlinear ARDL Approach. (2024). Akinlo, Anthony. In: African Journal of Economic Review. RePEc:ags:afjecr:340552.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023The Effect of Foreign Direct Investment and Trade Openness on Economic Growth: Evidence from Five African Countries. (2023). Bamwesigye, Dastan ; Kachelo, Mukuka ; Evans, Yeboah ; Chibalamula, Haggai Chibale. In: AGRIS on-line Papers in Economics and Informatics. RePEc:ags:aolpei:334657.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

2023Oil Price Shocks and Bond Risk Premia: Evidence from a Panel of 15 Countries. (2023). Nersisyan, Liana ; Lyrio, Marco ; Iania, Leonardo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023002.

Full description at Econpapers || Download paper

2024Time-varying parameters error correction model for real ruble exchange rate and oil prices: What has changed due to capital control and sanctions?. (2024). Fokin, Nikita ; Polbin, Andrey V ; Malikova, Ekaterina V. In: Russian Journal of Economics. RePEc:arh:jrujec:v:10:y:2024:i:1:p:20-33.

Full description at Econpapers || Download paper

2023A multimodal model with Twitter FinBERT embeddings for extreme price movement prediction of Bitcoin. (2022). Herremans, Dorien ; Zou, Yanzhao. In: Papers. RePEc:arx:papers:2206.00648.

Full description at Econpapers || Download paper

2023Score-based calibration testing for multivariate forecast distributions. (2022). Pohle, Marc-Oliver ; Kruger, Fabian ; Knuppel, Malte. In: Papers. RePEc:arx:papers:2211.16362.

Full description at Econpapers || Download paper

2024Expectile hidden Markov regression models for analyzing cryptocurrency returns. (2023). Petrella, Lea ; Merlo, Luca ; Foroni, Beatrice. In: Papers. RePEc:arx:papers:2301.09722.

Full description at Econpapers || Download paper

2023Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions. (2023). Hecq, Alain ; Wilms, Ines ; Ternes, Marie. In: Papers. RePEc:arx:papers:2301.10592.

Full description at Econpapers || Download paper

2023Cryptocurrencies Are Becoming Part of the World Global Financial Market. (2023). Zd, Stanislaw Dro ; Kwapie, Jaroslaw ; Wkatorek, Marcin. In: Papers. RePEc:arx:papers:2303.00495.

Full description at Econpapers || Download paper

2023Forecasting the movements of Bitcoin prices: an application of machine learning algorithms. (2023). Ongan, Ayse ; Pabuccu, Hakan. In: Papers. RePEc:arx:papers:2303.04642.

Full description at Econpapers || Download paper

2023Modelling Determinants of Cryptocurrency Prices: A Bayesian Network Approach. (2023). Ee, Mong Shan ; Thiruvady, Dhananjay ; Nazari, Asef ; Amirzadeh, Rasoul. In: Papers. RePEc:arx:papers:2303.16148.

Full description at Econpapers || Download paper

2023A network-based strategy of price correlations for optimal cryptocurrency portfolios. (2023). Correa, Luis Enrique ; Jing, Ruixue. In: Papers. RePEc:arx:papers:2304.02362.

Full description at Econpapers || Download paper

2023Bitcoin: A life in crises. (2023). Houli, Nicolas ; Tarassov, Jevgeni. In: Papers. RePEc:arx:papers:2304.09939.

Full description at Econpapers || Download paper

2023Macroeconomic Effects of Inflation Targeting: A Survey of the Empirical Literature. (2023). Petrevski, Goran. In: Papers. RePEc:arx:papers:2305.17474.

Full description at Econpapers || Download paper

2023GARHCX-NoVaS: A Model-free Approach to Incorporate Exogenous Variables. (2023). Karmakar, Sayar ; Wu, Kejin. In: Papers. RePEc:arx:papers:2308.13346.

Full description at Econpapers || Download paper

2023Impact of Economic Uncertainty, Geopolitical Risk, Pandemic, Financial & Macroeconomic Factors on Crude Oil Returns -- An Empirical Investigation. (2023). Maitra, Sarit. In: Papers. RePEc:arx:papers:2310.01123.

Full description at Econpapers || Download paper

2023Examining the Effect of Monetary Policy and Monetary Policy Uncertainty on Cryptocurrencies Market. (2023). Mahmoudi, Mohammadreza. In: Papers. RePEc:arx:papers:2311.10739.

Full description at Econpapers || Download paper

2024The impact of geopolitical risk on the international agricultural market: Empirical analysis based on the GJR-GARCH-MIDAS model. (2024). Zhou, Wei-Xing ; Dai, Peng-Fei. In: Papers. RePEc:arx:papers:2404.01641.

Full description at Econpapers || Download paper

2023Climate Risk Measures - A Review. (2023). Salisu, Afees ; Oloko, Tirimisiyu. In: Asian Economics Letters. RePEc:ayb:jrnael:81.

Full description at Econpapers || Download paper

2023Modeling Oil shocks-Green Investments Nexus - A Global Evidence Based on Wavelet Coherence Technique. (2023). Alawode, Oluwadamilola ; Bisiriyu, Sodiq ; Badmus, Jamiu. In: Energy RESEARCH LETTERS. RePEc:ayb:jrnerl:79.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Forecasting models for the Chinese macroeconomy in a data?rich environment: Evidence from large dimensional approximate factor models with mixed?frequency data. (2023). Xu, Hao ; Ni, HE ; Zhang, Qin. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:1:p:719-767.

Full description at Econpapers || Download paper

2024Does institutional quality moderate the human capital–inequality dynamics? Comparative evidence from LAC and SSA countries. (2024). Adeleye, Bosede Ngozi. In: African Development Review. RePEc:bla:afrdev:v:36:y:2024:i:1:p:153-169.

Full description at Econpapers || Download paper

2023Is there convergence amongst shadow economies? International evidence. (2023). Saunoris, James ; Mora, Camila Henriquez. In: American Journal of Economics and Sociology. RePEc:bla:ajecsc:v:82:y:2023:i:1:p:15-28.

Full description at Econpapers || Download paper

2023Asymmetric volatility transmission and hedging strategies among REIT, stock, and oil markets. (2023). Yoon, Seongmin ; Vo, Xuan Vinh ; Jiang, Zhuhua ; Mensi, Walid. In: Australian Economic Papers. RePEc:bla:ausecp:v:62:y:2023:i:4:p:597-615.

Full description at Econpapers || Download paper

2023How fiscal policy affects housing market dynamics: Evidence from Spain. (2023). Kucel, Aleksander ; Raya, Josep Maria. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:2:p:323-347.

Full description at Econpapers || Download paper

2023Examination of the impacts of the immediate interest rate of the United States and the VIX on the Dow Jones Islamic Market Index. (2023). Perezmontiel, Jose A ; Ozcelebi, Oguzhan. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:4:p:1157-1180.

Full description at Econpapers || Download paper

2023The dynamics of the house price?to?income ratio: Theory and evidence. (2023). Leung, Charles ; Ho, Edward Chi. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:41:y:2023:i:1:p:61-78.

Full description at Econpapers || Download paper

2023Is the cryptocurrency market a hedge against stock market risk? A Wavelet and GARCH approach. (2023). Sahu, Tarak N ; Jana, Susovon. In: Economic Notes. RePEc:bla:ecnote:v:52:y:2023:i:3:n:e12227.

Full description at Econpapers || Download paper

2024Cryptocurrency and African fiat currencies: A peaceful coexistence?. (2024). Kumah, Seyram P. In: Economic Notes. RePEc:bla:ecnote:v:53:y:2024:i:1:n:e12229.

Full description at Econpapers || Download paper

2023Understanding the transmission of crash risk between cryptocurrency and equity markets. (2023). Corbet, Shaen ; Liu, Zhifeng ; Toan, Luu Duc ; Goodell, John W ; Dai, Pengfei. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:3:p:539-573.

Full description at Econpapers || Download paper

2023Capital?flow volatility in emerging markets: A panel GARCH approach. (2023). Erden, Lutfi ; Kaya, Ahmet Ihsan. In: International Finance. RePEc:bla:intfin:v:26:y:2023:i:2:p:172-188.

Full description at Econpapers || Download paper

2023Quantile price convergence and spillover effects among Bitcoin, Fintech, and artificial intelligence stocks. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Ntowgyamfi, Matthew ; Lee, Chichuan ; Aikins, Emmanuel Joel. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:1:p:187-205.

Full description at Econpapers || Download paper

2023Co?movement among oil, stock, bond, and housing markets: An analysis of U.S., Asian, and European economies. (2023). Yunus, Nafeesa. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:393-436.

Full description at Econpapers || Download paper

2023A new unique impulse response function in linear vector autoregressive models. (2023). Shi, Yanlin. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:460-468.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023The case for independence: Does central bank independence curb the spread of the underground economy?. (2023). Saunoris, James W ; Berdiev, Aziz N. In: Kyklos. RePEc:bla:kyklos:v:76:y:2023:i:3:p:407-435.

Full description at Econpapers || Download paper

2023Seemingly Unrelated Regression Estimation for VAR Models with Explosive Roots. (2023). Li, Qiyuan ; Chen, YE. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:4:p:910-937.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Nature of comovements in US state and MSA housing prices. (2023). Banerjee, Piyali ; Lee, Junsoo ; Lu, Yan ; Tidwell, Alan. In: Real Estate Economics. RePEc:bla:reesec:v:51:y:2023:i:4:p:959-989.

Full description at Econpapers || Download paper

2023Realized BEKK-CAW Models. (2023). Mike, SO ; Manabu, Asai. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:15:y:2023:i:1:p:49-77:n:1.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023The Asymmetric Impact of Economic Policy and Oil Price Uncertainty on Inflation: Evidence from Developed and Emerging Economies. (2023). Anderl, Christina ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10276.

Full description at Econpapers || Download paper

2023Trade in Times of Uncertainty. (2023). Oberhofer, Harald ; Meyer, Birgit ; Matzner, Anna. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10284.

Full description at Econpapers || Download paper

2023Persistence in UK Historical Data on Life Expectancy. (2023). Gil-Alana, Luis ; del Rio, Marta ; Infante, Juan ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10287.

Full description at Econpapers || Download paper

2023Cybercrime on the Ethereum Blockchain. (2023). Yuan, YE ; Nam, Rachel J ; Momtaz, Paul P ; Hornuf, Lars. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10598.

Full description at Econpapers || Download paper

2023Long-Run Trends and Cycles in US House Prices. (2023). Gil-Alana, Luis Alberiko ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10751.

Full description at Econpapers || Download paper

2023Exponential Time Trends in a Fractional Integration Model. (2023). Gil-Alana, Luis Alberiko ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10774.

Full description at Econpapers || Download paper

2023Beyond Borders: Assessing the Influence of Geopolitical Tensions on Sovereign Risk Dynamics. (2023). Afonso, Antonio ; Alves, Jose ; Monteiro, Sofia. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10801.

Full description at Econpapers || Download paper

2024Volatility Spillover between Oil Prices and Main Exchange Rates: Evidence from a DCC-GARCH-Connectedness Approach. (2024). Rault, Christophe ; Nouira, Ridha ; Zayati, Montassar ; ben Salem, Leila. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10989.

Full description at Econpapers || Download paper

2024The Pressure Is On: How Geopolitical Tensions Impact Institutional Fiscal and External Stability Responses. (2024). Afonso, Antonio ; Alves, Jose ; Monteiro, Sofia. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11067.

Full description at Econpapers || Download paper

2024How Do Oil Prices Affect the GDP and Its Components? New Evidence from a Time-Varying Threshold Model. (2024). Nouira, Ridha ; ben Salem, Leila ; Rault, Christophe ; Saafi, Sami. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11107.

Full description at Econpapers || Download paper

2023Oil price volatility: impacts in the Brazilian economy. (2023). , Ledson ; Schommer, Susan ; de Oliveira, Adilson. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00950.

Full description at Econpapers || Download paper

2023Examining structural stability and time-varying causality between economic policy uncertainty and Asia-Pacific Islamic stock price. (2023). Raifu, Isiaka Akande. In: Economics Bulletin. RePEc:ebl:ecbull:eb-22-00609.

Full description at Econpapers || Download paper

2023The stance of U.S. monetary policy and the realized variance of gold-price returns. (2023). von Campe, Roland ; Rohloff, Sebastian ; Pierdzioch, Christian. In: Economics Bulletin. RePEc:ebl:ecbull:eb-22-00723.

Full description at Econpapers || Download paper

2023Exchange Rate and Agricultural Trade: Evidence from Iran. (2023). Tabrizy, Saleh S ; Foroushani, Naser Shahnoushi ; Sardehae, Behzad Fakari. In: Economics Bulletin. RePEc:ebl:ecbull:eb-22-00745.

Full description at Econpapers || Download paper

2023Forecasting housing investment. (2023). Gieseck, Arne ; de Bondt, Gabe ; Martinez, Carlos Caizares. In: Working Paper Series. RePEc:ecb:ecbwps:20232807.

Full description at Econpapers || Download paper

2023Detecting the Herding Behaviour in the South African Stock Market and its Implications. (2023). Enow, Samuel Tabot. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-02-10.

Full description at Econpapers || Download paper

2023An Empirical Investigation of Bitcoin Hedging Capabilities against Inflation using VECM: The Case of United States, Eurozone, Philippines, Ukraine, Canada, India, and Nigeria. (2023). Gbolahan, Kolawole Ibrahim. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-06-11.

Full description at Econpapers || Download paper

2023Analyzing the Connection between Energy Prices and Cryptocurrency throughout the Pandemic Period. (2023). Abdulhasanov, Tural ; Akbulaev, Nurkhodzha. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-25.

Full description at Econpapers || Download paper

2023Exploring Dynamic Nexus between Economic Growth, Environmental Degradation, and Public Health in Pakistan: A Moderated Mediation Approach. (2023). Iqbal, Munawar ; Jadoon, Atif Khan ; Chatrath, Sarvjeet Kaur ; Firdous, Rehana ; Ul, Zameer ; Batool, Syeda Azra. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-27.

Full description at Econpapers || Download paper

2023Pass-through Effects of Oil Prices on LATAM Emerging Stocks before and during COVID-19: An Evidence from a Wavelet -VAR Analysis. (2023). Ahmed, Gouher ; Sisodia, Gyanendra Singh ; Rafiuddin, Aqila ; Tellez, Jesus Cuauhtemoc ; Paramaiah, CH. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-56.

Full description at Econpapers || Download paper

2023Assessing the Asymmetric Effect of Local Realized Exchange Rate Volatility and Implied Volatilities in Energy Market on Exchange Rate Returns in BRICS. (2023). Qabhobho, Thobekile. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-25.

Full description at Econpapers || Download paper

2023The Impact of Electricity Consumption to Human Development Index in Asian Countries: Analysis Panel Vector Error Correction Model. (2023). Arintoko, Arintoko ; Diswandi, Diswandi ; Gravitiani, Evi ; Suryanto, Suryanto. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-26.

Full description at Econpapers || Download paper

2023The Relationship between Energy Consumption, Carbon Emissions and Economic Growth in ASEAN-5 Countries. (2023). Suleimenovna, Saubetova Bibigul ; Zhanargul, Taskinbaikyzy ; Igilikovna, Omarova Aizhan ; Abubakirova, Aktolkin ; Lyazzat, Kudabayeva. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-29.

Full description at Econpapers || Download paper

2023Exploring the Time-varying Connectedness and Contagion Effects among Exchange Rates of BRICS, Energy Commodities, and Volatilities. (2023). Boateng, Ebenezer ; Asafo-Adjei, Emmanuel ; Idun, Anthony Adu-Asare ; Adam, Anokye M ; Qabhobho, Thobekile. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-30.

Full description at Econpapers || Download paper

2023Financial Sector Troubles and Energy Markets. (2023). Soytas, Ugur ; Gormus, Alper. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-40.

Full description at Econpapers || Download paper

2023Modeling and Mediating the Interaction between Oil Prices and Economic Sectors Advancement: The Case of Middle East. (2023). Samara, Husni ; Almaharmeh, Mohammaad ; Aladwan, Mohammad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-5.

Full description at Econpapers || Download paper

2023Does External Debt Worsen Environmental Pollution? Evidence from Morocco. (2023). Qafas, Ahlam ; Bachegour, Hikma. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-7.

Full description at Econpapers || Download paper

2023The Relationship between Oil Prices and Exchange Rate: A Systematic Literature Review. (2023). Khan, Uzma ; Naushad, Mohammad ; Ahmed, Haseen ; Siddiqui, Taufeeque Ahmad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-63.

Full description at Econpapers || Download paper

2023Prospects for the Development of Transport in Poland during the Energy Crisis. (2023). Zimon, Grzegorz. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-8.

Full description at Econpapers || Download paper

2023Managing Electricity Costs in Industrial Mining and Cryptocurrency Data Centers. (2023). Konopelko, Dmitry ; Solovyeva, Irina ; Dzyuba, Anatolyy. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-04-10.

Full description at Econpapers || Download paper

2023Corporate Financial Performance and the Intervening Role of Energy Operating Costs: The Case of Jordanian Electricity Sector. (2023). Alsinglawi, Omar ; Aladwan, Mohammad ; Almaharmeh, Mohammad ; Alhawatmeh, Omar M. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-05-24.

Full description at Econpapers || Download paper

2023Analysis of Renewable Energy, Foreign Direct Investment, and CO2 Relationship: Evidence from France, Germany, and Italy. (2023). Akbulaev, Nurkhodzha. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-05-68.

Full description at Econpapers || Download paper

2023Oil Shocks, Monetary Policy, and Stock Returns: A Case of Oil-based Economy. (2023). , Abdullah. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-7.

Full description at Econpapers || Download paper

2023Do Local and International Shocks Matter in the Interconnectedness amid Exchange Rates and Energy Commodities? Insights into BRICS Economies. (2023). Adam, Anokye M ; Qabhobho, Thobekile ; Asafo-Adjei, Emmanuel. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-70.

Full description at Econpapers || Download paper

2023Tourism and economic output: Do asymmetries matter?. (2023). Kocak, Emrah ; Okumus, Fevzi. In: Annals of Tourism Research. RePEc:eee:anture:v:100:y:2023:i:c:s0160738323000439.

Full description at Econpapers || Download paper

2023Tourism forecasting with granular sentiment analysis. (2023). Song, Haiyan ; Gao, Huicai ; Li, Hengyun. In: Annals of Tourism Research. RePEc:eee:anture:v:103:y:2023:i:c:s0160738323001408.

Full description at Econpapers || Download paper

2024Fortify the investment performance of crude oil market by integrating sentiment analysis and an interval-based trading strategy. (2024). Li, Mingchen ; Cheng, Zishu ; Yang, Kun ; Wei, Yunjie ; Wang, Shouyang. In: Applied Energy. RePEc:eee:appene:v:353:y:2024:i:pa:s0306261923014666.

Full description at Econpapers || Download paper

2024TVP-VAR based time and frequency domain food & energy commodities connectedness an analysis for financial/geopolitical turmoil episodes. (2024). Sakarya, Burhan ; Erturul, Hasan Murat ; Polat, Onur ; Akgul, Ali. In: Applied Energy. RePEc:eee:appene:v:357:y:2024:i:c:s0306261923018512.

Full description at Econpapers || Download paper

2023International spillovers of U.S. monetary uncertainty and equity market volatility to China’s stock markets. (2023). Lee, Chi-Chuan. In: Journal of Asian Economics. RePEc:eee:asieco:v:84:y:2023:i:c:s1049007822001312.

Full description at Econpapers || Download paper

2024Research of the non-linear dynamic relationship between global economic policy uncertainty and crude oil prices. (2024). Wang, Longle ; You, Zhe ; Gong, Mengqi ; Ruan, Dapeng. In: Journal of Asian Economics. RePEc:eee:asieco:v:90:y:2024:i:c:s1049007823000933.

Full description at Econpapers || Download paper

2023A systematic literature review of investor behavior in the cryptocurrency markets. (2023). Gonçalves, Tiago ; Gonalves, Tiago Cruz ; Almeida, Jose. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022001071.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Works by RANGAN GUPTA:


YearTitleTypeCited
2018HIGH FREQUENCY IMPACT OF MONETARY POLICY AND MACROECONOMIC SURPRISES ON US MSAS, AGGREGATE US HOUSING RETURNS AND ASYMMETRIC VOLATILITY In: Advances in Decision Sciences.
[Full Text][Citation analysis]
article8
2018IS WINE A SAFE-HAVEN? EVIDENCE FROM A NONPARAMETRIC CAUSALITY-IN-QUANTILES TEST In: Advances in Decision Sciences.
[Full Text][Citation analysis]
article1
2017Is Wine a Safe-Haven? Evidence from a Nonparametric Causality-in-Quantiles Test.(2017) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2019Economic Policy Uncertainty and Herding Behavior Evidence from the South African Housing Market In: Advances in Decision Sciences.
[Full Text][Citation analysis]
article2
2019Economic Policy Uncertainty and Herding Behavior: Evidence from the South African Housing Market.(2019) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2019PRESIDENTIAL CYCLES IN THE USA AND THE DOLLAR-POUND EXCHANGE RATE: EVIDENCE FROM OVER TWO CENTURIES In: Advances in Decision Sciences.
[Full Text][Citation analysis]
article1
2019MACROECONOMIC UNCERTAINTY AND THE COMOVEMENT IN BUYING VERSUS RENTING IN THE USA In: Advances in Decision Sciences.
[Full Text][Citation analysis]
article1
2019OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration In: Advances in Decision Sciences.
[Full Text][Citation analysis]
article1
2017OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration.(2017) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2020The US Term Structure and Return Volatility in Global REIT Markets In: Advances in Decision Sciences.
[Full Text][Citation analysis]
article1
2020The U.S. Term Structure and Return Volatility in Global REIT Markets.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2020Time-Varying Spillovers between Currency and Stock Markets in the USA: Historical Evidence From More than Two Centuries In: Advances in Decision Sciences.
[Full Text][Citation analysis]
article5
2021Network Analysis of Economic and Financial Uncertainties in Advanced Economies: Evidence from Graph-Theory In: Advances in Decision Sciences.
[Full Text][Citation analysis]
article20
2019Network Analysis of Economic and Financial Uncertainties in Advanced Economies: Evidence from Graph-Theory.(2019) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 20
paper
2016Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation In: CREATES Research Papers.
[Full Text][Citation analysis]
paper2
2015Trust and Quality of Growth: A Note In: Research Africa Network Working Papers.
[Full Text][Citation analysis]
paper12
2015Trust and Quality of Growth: A Note.(2015) In: Working Papers of the African Governance and Development Institute..
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12
paper
2016Trust and quality of growth: a note.(2016) In: Economics Bulletin.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12
article
2015Trust and Quality of Growth: A Note.(2015) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12
paper
2015Trust and Quality of Growth: A Note.(2015) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 12
paper
2012Do House Prices Impact Consumption and Interest Rate? Evidence from OECD Countries using an Agnostic Identification Procedure In: Applied Economics Quarterly (formerly: Konjunkturpolitik).
[Full Text][Citation analysis]
article12
2012Do House Prices Impact Consumption and Interest Rate?: Evidence from OECD Countries Using an Agnostic Identification Procedure.(2012) In: OECD Economics Department Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12
paper
2011Do House Prices Impact Consumption and Interest Rate? Evidence from OECD Countries using an Agnostic Identification Procedure.(2011) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 12
paper
2010Loan Portfolio Conditional Loss Estimation Using an Error-Correcting Macroeconometric Model In: The African Finance Journal.
[Full Text][Citation analysis]
article1
2008Modelling South African grain farmers’ preferences to adopt derivative contracts using discrete choice models In: Agrekon.
[Full Text][Citation analysis]
article4
2018The Effectiveness of Monetary and Fiscal Policy Shocks on U.S. Inequality: The Role of Uncertainty In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia.
[Full Text][Citation analysis]
paper18
2017The Effectiveness of Monetary and Fiscal Policy Shocks on U.S. Inequality: The Role of Uncertainty.(2017) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 18
paper
2019The effectiveness of monetary and fiscal policy shocks on U.S. inequality: the role of uncertainty.(2019) In: Quality & Quantity: International Journal of Methodology.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18
article
2014GENETIC DIVERSITY ANALYSIS OF RICE (Oryza sativa L.) LANDRACES THROUGH RAPD MARKERS In: International Journal of Agricultural Research, Innovation and Technology (IJARIT).
[Full Text][Citation analysis]
article0
2017Forecasting the U.S. Real House Price Index In: Papers.
[Full Text][Citation analysis]
paper21
2015Forecasting the U.S. real house price index.(2015) In: Economic Modelling.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21
article
2014Forecasting the U.S. Real House Price Index.(2014) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 21
paper
2014Forecasting the U.S. Real House Price Index.(2014) In: Working Paper series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21
paper
2014Forecasting the U.S. Real House Price Index.(2014) In: DUTH Research Papers in Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21
paper
2018Impact of Volatility and Equity Market Uncertainty on Herd Behaviour: Evidence from UK REITs In: ERES.
[Full Text][Citation analysis]
paper5
2016Impact of Volatility and Equity Market Uncertainty on Herd Behavior: Evidence from UK REITs.(2016) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2017The Impact of Oil Price on South African GDP Growth: A Bayesian Markov Switching-VAR Analysis In: African Development Review.
[Full Text][Citation analysis]
article30
2014The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30
paper
2014The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis.(2014) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 30
paper
2018PREDICTING STOCK RETURNS AND VOLATILITY WITH INVESTOR SENTIMENT INDICES: A RECONSIDERATION USING A NONPARAMETRIC CAUSALITY†IN†QUANTILES TEST In: Bulletin of Economic Research.
[Full Text][Citation analysis]
article9
2020Is real per capita state personal income stationary? New nonlinear, asymmetric panel?data evidence In: Bulletin of Economic Research.
[Full Text][Citation analysis]
article4
2014Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence.(2014) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2015Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence.(2015) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2016Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence.(2016) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2021Time?varying impact of global, region?, and country?specific uncertainties on the volatility of international trade In: Contemporary Economic Policy.
[Full Text][Citation analysis]
article0
2008Costly Tax Enforcement and Financial Repression In: Economic Notes.
[Full Text][Citation analysis]
article3
2008Costly Tax Enforcement and Financial Repression.(2008) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2008Costly tax enforcement and financial repression.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2020Trade uncertainties and the hedging abilities of Bitcoin In: Economic Notes.
[Full Text][Citation analysis]
article20
2019Trade Uncertainties and the Hedging Abilities of Bitcoin.(2019) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 20
paper
2017Do leading indicators forecast U.S. recessions? A nonlinear re†evaluation using historical data In: International Finance.
[Full Text][Citation analysis]
article3
2019Insurance activity and economic performance: Fresh evidence from asymmetric panel causality tests In: International Finance.
[Full Text][Citation analysis]
article6
2018Insurance Activity and Economic Performance: Fresh Evidence from Asymmetric Panel Causality Tests.(2018) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 6
paper
2022The behaviour of real interest rates: New evidence from a suprasecular perspective In: International Finance.
[Full Text][Citation analysis]
article0
2022The financial US uncertainty spillover multiplier: Evidence from a GVAR model In: International Finance.
[Full Text][Citation analysis]
article3
2021The Financial US Uncertainty Spillover Multiplier: Evidence from a GVAR Model.(2021) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2018Wealth?to?Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test In: International Review of Finance.
[Full Text][Citation analysis]
article1
2017Wealth-to-Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test.(2017) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2019US Fiscal Policy and Asset Prices: The Role of Partisan Conflict In: International Review of Finance.
[Full Text][Citation analysis]
article2
2017U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict.(2017) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2017U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict.(2017) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2021Predicting Stock Market Movements in the United States: The Role of Presidential Approval Ratings In: International Review of Finance.
[Full Text][Citation analysis]
article3
2018Predicting Stock Market Movements in the United States: The Role of Presidential Approval Ratings.(2018) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2021Variants of consumption?wealth ratios and predictability of U.S. government bond risk premia In: International Review of Finance.
[Full Text][Citation analysis]
article0
2021Monetary policy and bubbles in US REITs In: International Review of Finance.
[Full Text][Citation analysis]
article2
2018Monetary Policy and Bubbles in US REITs.(2018) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2022Uncertainty due to infectious diseases and forecastability of the realized variance of United States real estate investment trusts: A note In: International Review of Finance.
[Full Text][Citation analysis]
article0
2023Climate risks and U.S. stock?market tail risks: A forecasting experiment using over a century of data In: International Review of Finance.
[Full Text][Citation analysis]
article0
2021Climate Risks and U.S. Stock-Market Tail Risks: A Forecasting Experiment Using over a Century of Data.(2021) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2018Testing the Efficiency of the Art Market Using Quantile†Based Unit Root Tests with Sharp and Smooth Breaks In: Manchester School.
[Full Text][Citation analysis]
article3
2018Social Status, Inflation and Endogenous Growth in A Cash?in?Advance Economy: A Reconsideration using the Credit Channel In: Manchester School.
[Full Text][Citation analysis]
article1
2019Persistence, Mean Reversion and Nonlinearities in Inflation Rates of Developed and Developing Countries Using Over One Century of Data In: Manchester School.
[Full Text][Citation analysis]
article0
2017Persistence, Mean Reversion and Nonlinearities in Inflation Rates of Developed and Developing Countries Using Over One Century of Data.(2017) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2017Electricity demand in South Africa: is it asymmetric? In: OPEC Energy Review.
[Full Text][Citation analysis]
article3
2021Income inequality and economic growth: A re?examination of theory and evidence In: Review of Development Economics.
[Full Text][Citation analysis]
article7
2018Income Inequality and Economic Growth: A Re-Examination of Theory and Evidence.(2018) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 7
paper
2015CONVERGENCE IN PROVINCIAL-LEVEL SOUTH AFRICAN HOUSE PRICES: EVIDENCE FROM THE CLUB CONVERGENCE AND CLUSTERING PROCEDURE In: Review of Urban & Regional Development Studies.
[Full Text][Citation analysis]
article11
2013Convergence in Provincial-Level South African House Prices: Evidence from the Club Convergence and Clustering Procedure.(2013) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 11
paper
2006A BVAR MODEL FOR THE SOUTH AFRICAN ECONOMY In: South African Journal of Economics.
[Full Text][Citation analysis]
article4
2006A BVAR Model for the South African Economy.(2006) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2006FORECASTING THE SOUTH AFRICAN ECONOMY WITH VARs AND VECMs In: South African Journal of Economics.
[Full Text][Citation analysis]
article4
2006Forecasting the South African Economy with VARs and VECMs.(2006) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2007A SMALL?SCALE DSGE MODEL FOR FORECASTING THE SOUTH AFRICAN ECONOMY In: South African Journal of Economics.
[Full Text][Citation analysis]
article22
2006A Small-Scale DSGE Model for Forecasting the South African Economy.(2006) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 22
paper
2007FORECASTING THE SOUTH AFRICAN ECONOMY WITH GIBBS SAMPLED BVECMs In: South African Journal of Economics.
[Full Text][Citation analysis]
article3
2007Forecasting the South African Economy with Gibbs Sampled BVECMs.(2007) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2008MEASURING THE WELFARE COST OF INFLATION IN SOUTH AFRICA In: South African Journal of Economics.
[Full Text][Citation analysis]
article6
2008Measuring the Welfare Cost of Inflation in South Africa.(2008) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 6
paper
2008Measuring the welfare cost of inflation in South Africa.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6
paper
2008SPATIAL BAYESIAN METHODS OF FORECASTING HOUSE PRICES IN SIX METROPOLITAN AREAS OF SOUTH AFRICA In: South African Journal of Economics.
[Full Text][Citation analysis]
article8
2008Spatial Bayesian Methods of Forecasting House Prices in Six Metropolitan Areas of South Africa.(2008) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 8
paper
2009BAYESIAN METHODS OF FORECASTING INVENTORY INVESTMENT In: South African Journal of Economics.
[Full Text][Citation analysis]
article0
2009TESTING FOR PPP USING SADC REAL EXCHANGE RATES In: South African Journal of Economics.
[Full Text][Citation analysis]
article4
2008Testing for PPP Using SADC Real Exchange Rates.(2008) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2009TESTING FOR FRACTIONAL INTEGRATION IN SOUTHERN AFRICAN DEVELOPMENT COMMUNITY REAL EXCHANGE RATES In: South African Journal of Economics.
[Full Text][Citation analysis]
article1
2010DYNAMIC TIME INCONSISTENCY AND THE SOUTH AFRICAN RESERVE BANK In: South African Journal of Economics.
[Full Text][Citation analysis]
article4
2019Time–frequency relationship between US inflation and inflation uncertainty: evidence from historical data In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]
article5
2022Oil shocks and directional predictability of macroeconomic uncertainties of developed economies: Evidence from high?frequency data† In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]
article2
2017Time-varying persistence of inflation: evidence from a wavelet-based approach In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
article1
2016Time-Varying Persistence of Inflation: Evidence from a Wavelet-Based Approach.(2016) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2016Time-Varying Persistence of Inflation: Evidence from a Wavelet-based Approach.(2016) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2018Causal relationships between economic policy uncertainty and housing market returns in China and India: evidence from linear and nonlinear panel and time series models In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
article22
2016Causal Relationships between Economic Policy Uncertainty and Housing Market Returns in China and India: Evidence from Linear and Nonlinear Panel and Time Series Models.(2016) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 22
paper
2019Are stock returns an inflation hedge for the UK? Evidence from a wavelet analysis using over three centuries of data In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
article7
2017Are Stock Returns an Inflation Hedge for the UK? Evidence from a Wavelet Analysis Using Over Three Centuries of Data.(2017) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 7
paper
2020Conventional and unconventional monetary policy reaction to uncertainty in advanced economies: evidence from quantile regressions In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
article1
2020Conventional and unconventional monetary policy reaction to uncertainty in advanced economies: evidence from quantile regressions.(2020) In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
article
2018Conventional and Unconventional Monetary Policy Reaction to Uncertainty in Advanced Economies: Evidence from Quantile Regressions.(2018) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2020Uncertainty and Forecasts of U.S. Recessions In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
article0
2017Uncertainty and Forecasts of U.S. Recessions.(2017) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2021Long-memory modeling and forecasting: evidence from the U.S. historical series of inflation In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
article0
2018Long-Memory Modeling and Forecasting: Evidence from the U.S. Historical Series of Inflation.(2018) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2022Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
article0
2017Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data.(2017) In: CQE Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2017Are Multifractal Processes Suited to Forecasting Electricity Price Volatility? Evidence from Australian Intraday Data.(2017) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2023Uncertainty and realized jumps in the pound-dollar exchange rate: evidence from over one century of data In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
article0
2019Contagion between Real Estate and Financial Markets: A Bayesian Quantile-on-Quantile Approach In: BEMPS - Bozen Economics & Management Paper Series.
[Full Text][Citation analysis]
paper8
2021Contagion between real estate and financial markets: A Bayesian quantile-on-quantile approach.(2021) In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8
article
2019Contagion between Real Estate and Financial Markets: A Bayesian Quantile-on-Quantile Approach.(2019) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 8
paper
2018Forecasting using a Nonlinear DSGE Model In: Journal of Central Banking Theory and Practice.
[Full Text][Citation analysis]
article1
2016Forecasting using a Nonlinear DSGE Model.(2016) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2019Volatility Spillovers between Interest Rates and Equity Markets of Developed Economies In: Journal of Central Banking Theory and Practice.
[Full Text][Citation analysis]
article0
2020Is there a National Housing Market Bubble Brewing in the United States? In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]
paper0
2020Is there a National Housing Market Bubble Brewing in the United States?.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2015Causality between US economic policy and equity market uncertainties: Evidence from linear and nonlinear tests In: Journal of Applied Economics.
[Full Text][Citation analysis]
article26
2013Causality between US Economic Policy and Equity Market Uncertainties: Evidence from Linear and Nonlinear Tests.(2013) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 26
paper
2015Causality Between Us Economic Policy and Equity Market Uncertainties: Evidence from Linear and Nonlinear Tests.(2015) In: Journal of Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26
article
2017The growth-inflation nexus for the U.S. from 1801 to 2013: A semiparametric approach In: Journal of Applied Economics.
[Full Text][Citation analysis]
article1
2017The Growth-Inflation Nexus for the U.S. from 1801 to 2013: A Semiparametric Approach.(2017) In: Journal of Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
article
2015The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper3
2015The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis.(2015) In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2015The Relationship between Healthcare expenditures and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis.(2015) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2018The relationship between healthcare expenditure and disposable personal income in the US states: a fractional integration and cointegration analysis.(2018) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
article
2018Impact of macroeconomic news surprises and uncertainty for major economies on returns and volatility of oil futures In: International Economics.
[Full Text][Citation analysis]
article12
2018Impact of macroeconomic news surprises and uncertainty for major economies on returns and volatility of oil futures.(2018) In: International Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12
article
2017The Impact of Macroeconomic News Surprises and Uncertainty of Major Economies on Returns and Volatility of Oil Futures.(2017) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 12
paper
2019Does inequality really matter in forecasting real housing returns of the United Kingdom? In: International Economics.
[Full Text][Citation analysis]
article2
2019Does inequality really matter in forecasting real housing returns of the United Kingdom?.(2019) In: International Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
article
2018Does Inequality Really Matter in Forecasting Real Housing Returns of the United Kingdom?.(2018) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2020Halloween Effect in developed stock markets: A historical perspective In: International Economics.
[Full Text][Citation analysis]
article4
2020Halloween Effect in developed stock markets: A historical perspective.(2020) In: International Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
article
2021Inflation-targeting and inflation volatility: International evidence from the cosine-squared cepstrum In: International Economics.
[Full Text][Citation analysis]
article5
2021Inflation-targeting and inflation volatility: International evidence from the cosine-squared cepstrum.(2021) In: International Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
article
2021The Effect of Macroeconomic Uncertainty on Housing Returns and Volatility: Evidence from US State-Level Data In: GRU Working Paper Series.
[Full Text][Citation analysis]
paper2
2022The effect of macroeconomic uncertainty on housing returns and volatility: evidence from US state-level data.(2022) In: Chapters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
chapter
2021The Effect of Macroeconomic Uncertainty on Housing Returns and Volatility: Evidence from US State-Level Data.(2021) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2021Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty In: GRU Working Paper Series.
[Full Text][Citation analysis]
paper4
2022Forecasting output growth of advanced economies over eight centuries: The role of gold market volatility as a proxy of global uncertainty.(2022) In: Resources Policy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
article
2021Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty.(2021) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2021Income Inequality and House Prices across US States In: GRU Working Paper Series.
[Full Text][Citation analysis]
paper0
2023Income inequality and house prices across US states.(2023) In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
article
2021Income Inequality and House Prices across US States.(2021) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2016The Role of Oil Prices in the Forecasts of South African Interest Rates: A Bayesian Approach In: School of Economics Macroeconomic Discussion Paper Series.
[Full Text][Citation analysis]
paper0
2017The role of oil prices in the forecasts of South African interest rates: A Bayesian approach.(2017) In: Energy Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
article
2015The Role of Oil Prices in the Forecasts of South African Interest Rates: A Bayesian Approach.(2015) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2016Forecasting South African Macroeconomic Variables with a Markov-Switching Small Open-Economy Dynamic Stochastic General Equilibrium Model In: School of Economics Macroeconomic Discussion Paper Series.
[Full Text][Citation analysis]
paper2
2016Forecasting South African Macroeconomic Variables with a Markov-Switching Small Open-Economy Dynamic Stochastic General Equilibrium Model.(2016) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2017Forecasting South African macroeconomic variables with a Markov-switching small open-economy dynamic stochastic general equilibrium model.(2017) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
article
2017Monetary Policy and Financial Frictions in a Small Open-Economy Model for Uganda In: School of Economics Macroeconomic Discussion Paper Series.
[Full Text][Citation analysis]
paper0
2017Monetary Policy and Financial Frictions in a Small Open-Economy Model for Uganda.(2017) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2020Monetary policy and financial frictions in a small open-economy model for Uganda.(2020) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
article
2017Monetary Policy, Financial Frictions and Structural Changes: A Markov-Switching DSGE approach In: School of Economics Macroeconomic Discussion Paper Series.
[Full Text][Citation analysis]
paper0
2017Monetary Policy, Financial Frictions and Structural Changes: A Markov-Switching DSGE Approach.(2017) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2017Inflation Dynamics in Uganda: A Quantile Regression Approach In: School of Economics Macroeconomic Discussion Paper Series.
[Full Text][Citation analysis]
paper0
2017Inflation Dynamics in Uganda: A Quantile Regression Approach.(2017) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2020Inflation dynamics in Uganda: a quantile regression approach.(2020) In: Macroeconomics and Finance in Emerging Market Economies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
article
2018Forecasting with second-order approximations and Markov-switching DSGE models In: School of Economics Macroeconomic Discussion Paper Series.
[Full Text][Citation analysis]
paper0
2020Forecasting with Second-Order Approximations and Markov-Switching DSGE Models.(2020) In: Computational Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
article
2018Forecasting with Second-Order Approximations and Markov Switching DSGE Models.(2018) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2020Unemployment fluctuations and currency returns in the United Kingdom: Evidence from over one and a half century of data In: School of Economics Macroeconomic Discussion Paper Series.
[Full Text][Citation analysis]
paper2
2021Unemployment fluctuations and currency returns in the United Kingdom: Evidence from over one and a half century of data.(2021) In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
article
2020Unemployment Fluctuations and Currency Returns in the United Kingdom: Evidence from Over One and a Half Century of Data.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2005Costly State Monitoring and Reserve Requirements In: Annals of Economics and Finance.
[Full Text][Citation analysis]
article3
2005Costly State Monitoring and Reserve Requirements.(2005) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2010Private and Public Health Expenditures in an Endogenous Growth Model with Inflation Targeting In: Annals of Economics and Finance.
[Full Text][Citation analysis]
article5
2010Private and Public Health Expenditures in an Endogenous Growth Model with Inflation Targeting.(2010) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2011Growth-Effects of Inflation Targeting: The Role of Financial Sector Development In: Annals of Economics and Finance.
[Full Text][Citation analysis]
article3
2006Growth-Effects of Inflation Targeting: The Role of Financial Sector Development.(2006) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2019Inflation Aversion and the Growth-Inflation Relationship In: Annals of Economics and Finance.
[Full Text][Citation analysis]
article1
2019Inflation Aversion and the Growth-Inflation Relationship.(2019) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2019A TIME-VARYING APPROACH OF THE US WELFARE COST OF INFLATION In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
article19
2014A Time-Varying Approach of the US Welfare Cost of Inflation.(2014) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 19
paper
2014A Time-Varying Approach of the US Welfare Cost of Inflation.(2014) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19
paper
2015Has oil price predicted stock returns for over a century? In: Working Papers.
[Full Text][Citation analysis]
paper234
2015Has oil price predicted stock returns for over a century?.(2015) In: Energy Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 234
article
2014Has Oil Pirce Predicted Stock Returns for Over a Century?.(2014) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 234
paper
2011Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs In: Indian Economic Review.
[Citation analysis]
article4
2008Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs.(2008) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2007Financial Liberalization and the Dynamics of Inflation, Nominal Exchange Rate, and Terms of Trade In: Indian Economic Review.
[Citation analysis]
article0
2005Financial Liberalization and the Dynamics of Inflation, the Nominal Exchange Rate and the Terms of Trade.(2005) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2009Financial Liberalization and a Possible Growth-Inflation Trade-Off In: Indian Economic Review.
[Citation analysis]
article0
2006Financial Liberalization and a Possible Growth-Inflation Trade-Off.(2006) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2010CONVERGENCE OF METROPOLITAN HOUSE PRICES IN SOUTH AFRICA: A RE-EXAMINATION USING EFFICIENT UNIT ROOT TESTS In: Applied Econometrics and International Development.
[Full Text][Citation analysis]
article1
2009Convergence of Metropolitan House Prices in South Africa: A Re-Examination Using Efficient Unit Root Tests.(2009) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2012Macro Shocks and Real US Stock Prices with Special Focus on the “Great Recession” In: Applied Econometrics and International Development.
[Full Text][Citation analysis]
article4
2012Macro Shocks and Real US Stock Prices with Special Focus on the Great Recession.(2012) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2009Half-Life Deviations from PPP in the South African Development Community (SADC) In: Applied Econometrics and International Development.
[Full Text][Citation analysis]
article0
2012THE EFFECTS OF MONETARY POLICY ON REAL FARM PRICES IN SOUTH AFRICA In: Regional and Sectoral Economic Studies.
[Full Text][Citation analysis]
article0
2011The Effects of Monetary Policy On Real Farm Prices in South Africa.(2011) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2013Metropolitan House Prices In Regions of India: Do They Converge? In: Regional and Sectoral Economic Studies.
[Full Text][Citation analysis]
article1
2020Are Uncertainties across the World Convergent? In: Economics Bulletin.
[Full Text][Citation analysis]
article2
2019Are Uncertainties across the World Convergent?.(2019) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2021Risk aversion and Bitcoin returns in extreme quantiles In: Economics Bulletin.
[Full Text][Citation analysis]
article0
2017Forecasting accuracy evaluation of tourist arrivals In: Annals of Tourism Research.
[Full Text][Citation analysis]
article39
2019Oil price volatility and economic growth: Evidence from advanced economies using more than a century’s data In: Applied Energy.
[Full Text][Citation analysis]
article85
2021Volatility connectedness of major cryptocurrencies: The role of investor happiness In: Journal of Behavioral and Experimental Finance.
[Full Text][Citation analysis]
article29
2020Volatility Connectedness of Major Cryptocurrencies: The Role of Investor Happiness.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 29
paper
2023Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries In: Journal of Behavioral and Experimental Finance.
[Full Text][Citation analysis]
article1
2022Investor Sentiment and Multi-Scale Positive and Negative Stock Market Bubbles in a Panel of G7 Countries.(2022) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2015Herding behavior in real estate markets: Novel evidence from a Markov-switching model In: Journal of Behavioral and Experimental Finance.
[Full Text][Citation analysis]
article21
2023Monetary policy and bubbles in G7 economies using a panel VAR approach: Implications for sustainable development In: Economic Analysis and Policy.
[Full Text][Citation analysis]
article2
2022Can monetary policy lean against housing bubbles? In: Economic Modelling.
[Full Text][Citation analysis]
article6
2018Can Monetary Policy Lean against Housing Bubbles?.(2018) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 6
paper
2009Linking global economic dynamics to a South African-specific credit risk correlation model In: Economic Modelling.
[Full Text][Citation analysis]
article10
2007Linking Global Economic Dynamics to a South African-Specific Credit Risk Correlation Model.(2007) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 10
paper
2010The effect of monetary policy on real house price growth in South Africa: A factor-augmented vector autoregression (FAVAR) approach In: Economic Modelling.
[Full Text][Citation analysis]
article44
2009THE EFFECT OF MONETARY POLICY ON REAL HOUSE PRICE GROWTH IN SOUTH AFRICA: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH.(2009) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 44
paper
2011An in-sample and out-of-sample empirical investigation of the nonlinearity in house prices of South Africa In: Economic Modelling.
[Full Text][Citation analysis]
article8
2010An In-Sample and Out-of-Sample Empirical Investigation of the Nonlinearity in House Prices of South Africa.(2010) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 8
paper
2011Forecasting the US real house price index: Structural and non-structural models with and without fundamentals In: Economic Modelling.
[Full Text][Citation analysis]
article27
2010Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27
paper
2009Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals.(2009) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 27
paper
2009Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals.(2009) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27
paper
2012South African stock return predictability in the context data mining: The role of financial variables and international stock returns In: Economic Modelling.
[Full Text][Citation analysis]
article13
2010South African Stock Return Predictability in the Context of Data Mining: The Role of Financial Variables and International Stock Returns.(2010) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 13
paper
2012Structural breaks and GARCH models of stock return volatility: The case of South Africa In: Economic Modelling.
[Full Text][Citation analysis]
article18
2010Structural Breaks and GARCH Models of Stock Return Volatility: The Case of South Africa.(2010) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 18
paper
2013Macroeconomic Variables and South African Stock Return Predictability In: Economic Modelling.
[Full Text][Citation analysis]
article27
2011Macroeconomic Variables and South African Stock Return Predictability.(2011) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 27
paper
2013Is the relationship between monetary policy and house prices asymmetric across bull and bear markets in South Africa? Evidence from a Markov-switching vector autoregressive model In: Economic Modelling.
[Full Text][Citation analysis]
article14
2013A DSGE-VAR model for forecasting key South African macroeconomic variables In: Economic Modelling.
[Full Text][Citation analysis]
article16
2015Forecasting macroeconomic data for an emerging market with a nonlinear DSGE model In: Economic Modelling.
[Full Text][Citation analysis]
article11
2017Can volume predict Bitcoin returns and volatility? A quantiles-based approach In: Economic Modelling.
[Full Text][Citation analysis]
article284
2017Can volume predict Bitcoin returns and volatility? A quantiles-based approach.(2017) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 284
paper
2020The impact of macroeconomic factors on income inequality: Evidence from the BRICS In: Economic Modelling.
[Full Text][Citation analysis]
article8
2014Forecasting Chinas foreign exchange reserves using dynamic model averaging: The roles of macroeconomic fundamentals, financial stress and economic uncertainty In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
article14
2013Forecasting China’s Foreign Exchange Reserves Using Dynamic Model Averaging: The Role of Macroeconomic Fundamentals, Financial Stress and Economic Uncertainty.(2013) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 14
paper
2014Detecting predictable non-linear dynamics in Dow Jones Islamic Market and Dow Jones Industrial Average indices using nonparametric regressions In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
article15
2015Temporal causality between house prices and output in the US: A bootstrap rolling-window approach In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
article38
2013Temporal Causality between House Prices and Output in the U. S.: A Bootstrap Rolling-Window Approach.(2013) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 38
paper
2013Temporal Causality between House Prices and Output in the U.S.: A Bootstrap Rolling-Window Approach.(2013) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 38
paper
2016On economic uncertainty, stock market predictability and nonlinear spillover effects In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
article38
2015On Economic Uncertainty, Stock Market Predictability and Nonlinear Spillover Effects.(2015) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 38
paper
2017Do precious metal prices help in forecasting South African inflation? In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
article2
2015Do Precious Metal Prices Help in Forecasting South African Inflation?.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2015Do Precious Metal Prices Help in Forecasting South African Inflation?.(2015) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2015Do Precious Metal Prices Help in Forecasting South African Inflation?.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2017The international REIT’s time-varying response to the U.S. monetary policy and macroeconomic surprises In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
article8
2017The International REITs Time-Varying Response to the U.S. Monetary Policy and Macroeconomic Surprises.(2017) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 8
paper
2018OPEC news and predictability of oil futures returns and volatility: Evidence from a nonparametric causality-in-quantiles approach In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
article6
2017OPEC News and Predictability of Oil Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach.(2017) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 6
paper
2018Information spillover across international real estate investment trusts: Evidence from an entropy-based network analysis In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
article19
2018Information Spillover across International Real Estate Investment Trusts: Evidence from an Entropy-Based Network Analysis.(2018) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 19
paper
2019The 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 In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
article0
2017The 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.(2017) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2019Rise and fall of calendar anomalies over a century In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
article11
2019Rise and Fall of Calendar Anomalies over a Century.(2019) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 11
paper
2019Time-varying predictability of oil market movements over a century of data: The role of US financial stress In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
article17
2018Time-Varying Predictability of Oil Market Movements Over a Century of Data: The Role of US Financial Stress.(2018) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 17
paper
2019Time-varying risk aversion and realized gold volatility In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
article19
2018Time-Varying Risk Aversion and Realized Gold Volatility.(2018) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 19
paper
2020Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching: Evidence from over a century of data In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
article14
2017Risk Spillover between the US and the Remaining G7 Stock Markets Using Time-Varying Copulas with Markov Switching: Evidence from Over a Century of Data.(2017) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 14
paper
2020Oil price uncertainty and movements in the US government bond risk premia In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
article11
2019Oil Price Uncertainty and Movements in the US Government Bond Risk Premia.(2019) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 11
paper
2020Price gap anomaly in the US stock market: The whole story In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
article1
2019Price Gap Anomaly in the US Stock Market: The Whole Story.(2019) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2021Risk spillover between Bitcoin and conventional financial markets: An expectile-based approach In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
article24
2020Risk Spillover between Bitcoin and Conventional Financial Markets: An Expectile-Based Approach.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 24
paper
2021House price synchronization across the US states: The role of structural oil shocks In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
article4
2020House Price Synchronization across the US States: The Role of Structural Oil Shocks.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2021Evolution of price effects after one-day abnormal returns in the US stock market In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
article1
2020Evolution of Price Effects After One-Day of Abnormal Returns in the US Stock Market.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2021Does inequality help in forecasting equity premium in a panel of G7 countries? In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
article1
2021Does inequality help in forecasting equity premium in a panel of G7 countries?.(2021) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2017Does Inequality Help in Forecasting Equity Premium in a Panel of G7 Countries?.(2017) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2021Time-varying impact of monetary policy shocks on US stock returns: The role of investor sentiment In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
article4
2020Time-Varying Impact of Monetary Policy Shocks on U.S. Stock Returns: The Role of Investor Sentiment.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2022Price effects after one-day abnormal returns in developed and emerging markets: ESG versus traditional indices In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
article2
2021Price Effects after One-Day Abnormal Returns in Developed and Emerging Markets: ESG versus Traditional Indices.(2021) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2022Evolving United States stock market volatility: The role of conventional and unconventional monetary policies In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
article3
2021Evolving United States Stock Market Volatility: The Role of Conventional and Unconventional Monetary Policies.(2021) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2023Hedge and safe-haven properties of FAANA against gold, US Treasury, bitcoin, and US Dollar/CHF during the pandemic period In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
article3
2015Predicting stock returns and volatility using consumption-aggregate wealth ratios: A nonlinear approach In: Economics Letters.
[Full Text][Citation analysis]
article2
2015Predicting Stock Returns and Volatility Using Consumption-Aggregate Wealth Ratios: A Nonlinear Approach.(2015) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2015Oil price forecastability and economic uncertainty In: Economics Letters.
[Full Text][Citation analysis]
article58
2015Oil Price Forecastability and Economic Uncertainty.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 58
paper
2015Oil Price Forecastability and Economic Uncertainty.(2015) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 58
paper
2015Oil price forecastability and economic uncertainty.(2015) In: Open Access publications.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 58
paper
2016On international uncertainty links: BART-based empirical evidence for Canada In: Economics Letters.
[Full Text][Citation analysis]
article7
2015On International Uncertainty Links: BART-Based Empirical Evidence for Canada.(2015) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 7
paper
2016Is inflation persistence different in reality? In: Economics Letters.
[Full Text][Citation analysis]
article11
2016Is Inflation Persistence Different in Reality?.(2016) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 11
paper
2018Dynamic connectedness of uncertainty across developed economies: A time-varying approach In: Economics Letters.
[Full Text][Citation analysis]
article129
2018Dynamic Connectedness of Uncertainty across Developed Economies: A Time-Varying Approach.(2018) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 129
paper
2018Presidential cycles and time-varying bond–stock market correlations: Evidence from more than two centuries of data In: Economics Letters.
[Full Text][Citation analysis]
article2
2018On the transmission mechanism of country-specific and international economic uncertainty spillovers: Evidence from a TVP-VAR connectedness decomposition approach In: Economics Letters.
[Full Text][Citation analysis]
article119
2018On the Transmission Mechanism of Country-Specific and International Economic Uncertainty Spillovers: Evidence from a TVP-VAR Connectedness Decomposition Approach.(2018) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 119
paper
2019Time-varying impact of uncertainty shocks on the US housing market In: Economics Letters.
[Full Text][Citation analysis]
article8
2018Time-Varying Impact of Uncertainty Shocks on the US Housing Market.(2018) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 8
paper
2020Forecasting economic policy uncertainty of BRIC countries using Bayesian VARs In: Economics Letters.
[Full Text][Citation analysis]
article9
2021Bitcoin mining activity and volatility dynamics in the power market In: Economics Letters.
[Full Text][Citation analysis]
article5
2021Bitcoin Mining Activity and Volatility Dynamics in the Power Market.(2021) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2022The effects of climate risks on economic activity in a panel of US states: The role of uncertainty In: Economics Letters.
[Full Text][Citation analysis]
article10
2022The Effects of Climate Risks on Economic Activity in a Panel of US States: The Role of Uncertainty.(2022) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 10
paper
2022Persistence of state-level uncertainty of the United States: The role of climate risks In: Economics Letters.
[Full Text][Citation analysis]
article3
2022Persistence of State-Level Uncertainty of the United States: The Role of Climate Risks.(2022) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2022Climate uncertainty and carbon emissions prices: The relative roles of transition and physical climate risks In: Economics Letters.
[Full Text][Citation analysis]
article6
2022Climate Uncertainty and Carbon Emissions Prices: The Relative Roles of Transition and Physical Climate Risks.(2022) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 6
paper
2023Forecasting national recessions of the United States with state-level climate risks: Evidence from model averaging in Markov-switching models In: Economics Letters.
[Full Text][Citation analysis]
article0
2022Forecasting National Recessions of the United States with State-Level Climate Risks: Evidence from Model Averaging in Markov-Switching Models.(2022) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2015Are stock prices related to the political uncertainty index in OECD countries? Evidence from the bootstrap panel causality test In: Economic Systems.
[Full Text][Citation analysis]
article53
2013Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 53
paper
2013Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test.(2013) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 53
paper
2016Forecasting the South African inflation rate: On asymmetric loss and forecast rationality In: Economic Systems.
[Full Text][Citation analysis]
article3
2014Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality.(2014) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2014Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2017The time-varying correlation between output and prices in the United States over the period 1800–2014 In: Economic Systems.
[Full Text][Citation analysis]
article2
2018Geopolitical risks and stock market dynamics of the BRICS In: Economic Systems.
[Full Text][Citation analysis]
article92
2016Geopolitical Risks and Stock Market Dynamics of the BRICS.(2016) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 92
paper
2018The synergistic effect of insurance and banking sector activities on economic growth in Africa In: Economic Systems.
[Full Text][Citation analysis]
article11
2018The Synergistic Effect of Insurance and Banking Sector Activities on Economic Growth in Africa.(2018) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 11
paper
2022Socio-political instability and growth dynamics In: Economic Systems.
[Full Text][Citation analysis]
article1
2018Socio-Political Instability and Growth Dynamics.(2018) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2015Causality between inflation and inflation uncertainty in South Africa: Evidence from a Markov-switching vector autoregressive model In: Emerging Markets Review.
[Full Text][Citation analysis]
article15
2014Causality between Inflation and Inflation Uncertainty in South Africa: Evidence from a Markov-Switching Vector Autoregressive Model.(2014) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 15
paper
2018Does global fear predict fear in BRICS stock markets? Evidence from a Bayesian Graphical Structural VAR model In: Emerging Markets Review.
[Full Text][Citation analysis]
article39
2021Do oil-price shocks predict the realized variance of U.S. REITs? In: Energy Economics.
[Full Text][Citation analysis]
article6
2020Do Oil-Price Shocks Predict the Realized Variance of U.S. REITs?.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 6
paper
2022Forecasting oil and gold volatilities with sentiment indicators under structural breaks In: Energy Economics.
[Full Text][Citation analysis]
article11
2021Forecasting Oil and Gold Volatilities with Sentiment Indicators Under Structural Breaks.(2021) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 11
paper
2022Global financial cycle and the predictability of oil market volatility: Evidence from a GARCH-MIDAS model In: Energy Economics.
[Full Text][Citation analysis]
article14
2021Global Financial Cycle and the Predictability of Oil Market Volatility: Evidence from a GARCH-MIDAS Model.(2021) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 14
paper
2022Forecasting the realized variance of oil-price returns using machine learning: Is there a role for U.S. state-level uncertainty? In: Energy Economics.
[Full Text][Citation analysis]
article3
2022Forecasting the Realized Variance of Oil-Price Returns Using Machine-Learning: Is there a Role for U.S. State-Level Uncertainty?.(2022) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2013Does the source of oil price shocks matter for South African stock returns? A structural VAR approach In: Energy Economics.
[Full Text][Citation analysis]
article77
2013Does the Source of Oil Price Shocks Matter for South African Stock Returns? A Structural VAR Approach.(2013) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 77
paper
2014Oil price uncertainty and manufacturing production In: Energy Economics.
[Full Text][Citation analysis]
article32
2014Dutch disease effect of oil rents on agriculture value added in Middle East and North African (MENA) countries In: Energy Economics.
[Full Text][Citation analysis]
article47
2014Persistence and cycles in historical oil price data In: Energy Economics.
[Full Text][Citation analysis]
article12
2013Persistence and Cycles in Historical Oil Prices Data.(2013) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 12
paper
2015Regime switching model of US crude oil and stock market prices: 1859 to 2013 In: Energy Economics.
[Full Text][Citation analysis]
article79
2014Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013.(2014) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 79
paper
2014Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013.(2014) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 79
paper
2015Energy efficiency of selected OECD countries: A slacks based model with undesirable outputs In: Energy Economics.
[Full Text][Citation analysis]
article55
2014Energy Efficiency of Selected OECD Countries: A Slacks Based Model with Undesirable Outputs.(2014) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 55
paper
2015Is there an Environmental Kuznets Curve for South Africa? A co-summability approach using a century of data In: Energy Economics.
[Full Text][Citation analysis]
article21
2014Is there an Environmental Kuznets Curve for South Africa? A Co-Summability Approach Using a Century of Data.(2014) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 21
paper
2016Uncertainty and crude oil returns In: Energy Economics.
[Full Text][Citation analysis]
article149
2015Uncertainty and Crude Oil Returns.(2015) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 149
paper
2015Uncertainty and crude oil returns.(2015) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 149
paper
2016Forecasting crude oil price volatility and value-at-risk: Evidence from historical and recent data In: Energy Economics.
[Full Text][Citation analysis]
article51
2017Common cycles and common trends in the stock and oil markets: Evidence from more than 150years of data In: Energy Economics.
[Full Text][Citation analysis]
article20
2015Common Cycles and Common Trends in the Stock and Oil markets: Evidence from More than 150 Years of Data.(2015) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 20
paper
2017Forecasting oil and stock returns with a Qual VAR using over 150years off data In: Energy Economics.
[Full Text][Citation analysis]
article15
2015Forecasting Oil and Stock Returns with a Qual VAR using over 150 Years of Data.(2015) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 15
paper
2017Oil price shocks and Chinas economy: Reactions of the monetary policy to oil price shocks In: Energy Economics.
[Full Text][Citation analysis]
article44
2014Oil Price Shocks and China’s Economy: Reactions of the Monetary Policy to Oil Price Shocks.(2014) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 44
paper
2018Date stamping historical periods of oil price explosivity: 1876–2014 In: Energy Economics.
[Full Text][Citation analysis]
article47
2018Oil returns and volatility: The role of mergers and acquisitions In: Energy Economics.
[Full Text][Citation analysis]
article5
2017Oil Returns and Volatility: The Role of Mergers and Acquisitions.(2017) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2018Time-varying rare disaster risks, oil returns and volatility In: Energy Economics.
[Full Text][Citation analysis]
article25
2017Time-Varying Rare Disaster Risks, Oil Returns and Volatility.(2017) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 25
paper
2020Gold-oil dependence dynamics and the role of geopolitical risks: Evidence from a Markov-switching time-varying copula model In: Energy Economics.
[Full Text][Citation analysis]
article54
2019Gold-Oil Dependence Dynamics and the Role of Geopolitical Risks: Evidence from a Markov-Switching Time-Varying Copula Model.(2019) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 54
paper
2020Price and volatility linkages between international REITs and oil markets In: Energy Economics.
[Full Text][Citation analysis]
article8
2019Price and Volatility Linkages between International REITs and Oil Markets.(2019) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 8
paper
2020Moments-based spillovers across gold and oil markets In: Energy Economics.
[Full Text][Citation analysis]
article26
2019Moments-Based Spillovers across Gold and Oil Markets.(2019) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 26
paper
2020The impacts of structural oil shocks on macroeconomic uncertainty: Evidence from a large panel of 45 countries In: Energy Economics.
[Full Text][Citation analysis]
article21
2020The Impacts of Structural Oil Shocks on Macroeconomic Uncertainty: Evidence from a Large Panel of 45 Countries.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 21
paper
2021OPEC news and jumps in the oil market In: Energy Economics.
[Full Text][Citation analysis]
article4
2020OPEC News and Jumps in the Oil Market.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2021Income inequality and oil resources: Panel evidence from the United States In: Energy Policy.
[Full Text][Citation analysis]
article5
2020Income Inequality and Oil Resources: Panel Evidence from the United States.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2014The nexus of electricity consumption, economic growth and CO2 emissions in the BRICS countries In: Energy Policy.
[Full Text][Citation analysis]
article165
2013The nexus of electricity consumption, economic growth and CO2 emissions in the BRICS countries.(2013) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 165
paper
2015Oil prices and financial stress: A volatility spillover analysis In: Energy Policy.
[Full Text][Citation analysis]
article90
2016Time series analysis of persistence in crude oil price volatility across bull and bear regimes In: Energy.
[Full Text][Citation analysis]
article31
2015Time Series Analysis of Persistence in Crude Oil Price Volatility across Bull and Bear Regimes.(2015) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 31
paper
2021Structure dependence between oil and agricultural commodities returns: The role of geopolitical risks In: Energy.
[Full Text][Citation analysis]
article31
2020Structure Dependence between Oil and Agricultural Commodities Returns: The Role of Geopolitical Risks.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 31
paper
2021Geopolitical risk and forecastability of tail risk in the oil market: Evidence from over a century of monthly data In: Energy.
[Full Text][Citation analysis]
article10
2021Geopolitical Risk and Forecastability of Tail Risk in the Oil Market: Evidence from Over a Century of Monthly Data.(2021) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 10
paper
2015Forecasting the price of gold using dynamic model averaging In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article70
2014Forecasting the Price of Gold Using Dynamic Model Averaging.(2014) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 70
paper
2019Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin? In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article121
2018Does Global Economic Uncertainty Matter for the Volatility and Hedging Effectiveness of Bitcoin?.(2018) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 121
paper
2019International monetary policy spillovers: Evidence from a time-varying parameter vector autoregression In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article35
2020Predicting international equity returns: Evidence from time-varying parameter vector autoregressive models In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article2
2018Predicting International Equity Returns: Evidence from Time-Varying Parameter Vector Autoregressive Models.(2018) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2021Return connectedness across asset classes around the COVID-19 outbreak In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article180
2020Return Connectedness across Asset Classes around the COVID-19 Outbreak.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 180
paper
2022Forecasting stock-market tail risk and connectedness in advanced economies over a century: The role of gold-to-silver and gold-to-platinum price ratios In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article3
2021Forecasting Stock-Market Tail Risk and Connectedness in Advanced Economies Over a Century: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios.(2021) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2016Incorporating economic policy uncertainty in US equity premium models: A nonlinear predictability analysis In: Finance Research Letters.
[Full Text][Citation analysis]
article60
2015Incorporating Economic Policy Uncertainty in US Equity Premium Models: A Nonlinear Predictability Analysis.(2015) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 60
paper
2017The depreciation of the pound post-Brexit: Could it have been predicted? In: Finance Research Letters.
[Full Text][Citation analysis]
article8
2016The Depreciation of the Pound Post-Brexit: Could it have been Predicted?.(2016) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 8
paper
2017Geopolitical risks and the oil-stock nexus over 1899–2016 In: Finance Research Letters.
[Full Text][Citation analysis]
article105
2017Geopolitical Risks and the Oil-Stock Nexus Over 1899-2016.(2017) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 105
paper
2017Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions In: Finance Research Letters.
[Full Text][Citation analysis]
article305
2017Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions.(2017) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 305
paper
2016Does Bitcoin Hedge Global Uncertainty? Evidence from Wavelet-Based Quantile-in-Quantile Regressions.(2016) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 305
paper
2018The relationship between commodity markets and commodity mutual funds: A wavelet-based analysis In: Finance Research Letters.
[Full Text][Citation analysis]
article8
2016The Relationship between Commodity Markets and Commodity Mutual Funds: A Wavelet-Based Analysis.(2016) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 8
paper
2018The role of partisan conflict in forecasting the U.S. equity premium: A nonparametric approach In: Finance Research Letters.
[Full Text][Citation analysis]
article10
2016The Role of Partisan Conflict in Forecasting the U.S. Equity Premium: A Nonparametric Approach.(2016) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 10
paper
2018Volatility jumps: The role of geopolitical risks In: Finance Research Letters.
[Full Text][Citation analysis]
article36
2018Volatility Jumps: The Role of Geopolitical Risks.(2018) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 36
paper
2019Stock market efficiency analysis using long spans of Data: A multifractal detrended fluctuation approach In: Finance Research Letters.
[Full Text][Citation analysis]
article20
2018Stock Market Efficiency Analysis using Long Spans of Data: A Multifractal Detrended Fluctuation Approach.(2018) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 20
paper
2019Herding behaviour in cryptocurrencies In: Finance Research Letters.
[Full Text][Citation analysis]
article98
2019The predictive value of inequality measures for stock returns: An analysis of long-span UK data using quantile random forests In: Finance Research Letters.
[Full Text][Citation analysis]
article5
2018The Predictive Value of Inequality Measures for Stock Returns: An Analysis of Long-Span UK Data Using Quantile Random Forests.(2018) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2019On REIT returns and (un-)expected inflation: Empirical evidence based on Bayesian additive regression trees In: Finance Research Letters.
[Full Text][Citation analysis]
article4
2016On REIT Returns and (Un-) Expected Inflation: Empirical Evidence Based on Bayesian Additive Regression Trees.(2016) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2020Local currency bond risk premia of emerging markets: The role of local and global factors In: Finance Research Letters.
[Full Text][Citation analysis]
article4
2019Local Currency Bond Risk Premia of Emerging Markets: The Role of Local and Global Factors.(2019) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2020Time-varying risk aversion and the predictability of bond premia In: Finance Research Letters.
[Full Text][Citation analysis]
article4
2019Time-Varying Risk Aversion and the Predictability of Bond Premia.(2019) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2020Historical volatility of advanced equity markets: The role of local and global crises In: Finance Research Letters.
[Full Text][Citation analysis]
article1
2019Historical Volatility of Advanced Equity Markets: The Role of Local and Global Crises.(2019) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2020Forecasting realized gold volatility: Is there a role of geopolitical risks? In: Finance Research Letters.
[Full Text][Citation analysis]
article43
2019Forecasting Realized Gold Volatility: Is there a Role of Geopolitical Risks?.(2019) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 43
paper
2020Time-Varying impact of uncertainty shocks on macroeconomic variables of the united kingdom: Evidence from over 150 years of monthly data In: Finance Research Letters.
[Full Text][Citation analysis]
article5
2019Time-Varying Impact of Uncertainty Shocks on Macroeconomic Variables of the United Kingdom: Evidence from Over 150 Years of Monthly Data.(2019) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2021Predicting Bitcoin returns: Comparing the roles of newspaper- and internet search-based measures of uncertainty In: Finance Research Letters.
[Full Text][Citation analysis]
article30
2019Predicting Bitcoin Returns: Comparing the Roles of Newspaper- and Internet Search-Based Measures of Uncertainty.(2019) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 30
paper
2021Gold, platinum and the predictability of bond risk premia In: Finance Research Letters.
[Full Text][Citation analysis]
article2
2019Gold, Platinum and the Predictability of Bond Risk Premia.(2019) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2021Investor sentiment and dollar-pound exchange rate returns: Evidence from over a century of data using a cross-quantilogram approach In: Finance Research Letters.
[Full Text][Citation analysis]
article7
2020Investor Sentiment and Dollar-Pound Exchange Rate Returns: Evidence from Over a Century of Data Using a Cross-Quantilogram Approach.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 7
paper
2021A note on investor happiness and the predictability of realized volatility of gold In: Finance Research Letters.
[Full Text][Citation analysis]
article12
2020A Note on Investor Happiness and the Predictability of Realized Volatility of Gold.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 12
paper
2021Time-varying impact of pandemics on global output growth In: Finance Research Letters.
[Full Text][Citation analysis]
article1
2020Time-Varying Impact of Pandemics on Global Output Growth.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2021Time-varying risk aversion and forecastability of the US term structure of interest rates In: Finance Research Letters.
[Full Text][Citation analysis]
article1
2020Time-Varying Risk Aversion and Forecastability of the US Term Structure of Interest Rates.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2021Forecasting power of infectious diseases-related uncertainty for gold realized variance In: Finance Research Letters.
[Full Text][Citation analysis]
article17
2021Bear, Bull, Sidewalk, and Crash: The Evolution of the US Stock Market Using Over a Century of Daily Data In: Finance Research Letters.
[Full Text][Citation analysis]
article1
2020Bear, Bull, Sidewalk, and Crash: The Evolution of the US Stock Market Using Over a Century of Daily Data.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2021The impact of disaggregated oil shocks on state-level real housing returns of the United States: The role of oil dependence In: Finance Research Letters.
[Full Text][Citation analysis]
article2
2020The Impact of Disaggregated Oil Shocks on State-Level Real Housing Returns of the United States: The Role of Oil Dependence.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2022Financial market connectedness: The role of investors’ happiness In: Finance Research Letters.
[Full Text][Citation analysis]
article10
2022OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning In: Finance Research Letters.
[Full Text][Citation analysis]
article2
2021OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning.(2021) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2022Oil tail risks and the forecastability of the realized variance of oil-price: Evidence from over 150 years of data In: Finance Research Letters.
[Full Text][Citation analysis]
article3
2021Oil Tail Risks and the Forecastability of the Realized Variance of Oil-Price: Evidence from Over 150 Years of Data.(2021) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2022Global evidence of the COVID-19 shock on real equity prices and real exchange rates: A counterfactual analysis with a threshold-augmented GVAR model In: Finance Research Letters.
[Full Text][Citation analysis]
article1
2021Global Evidence of the COVID-19 Shock on Real Equity Prices and Real Exchange Rates: A Counterfactual Analysis with a Threshold-Augmented GVAR Model.(2021) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2022Forecasting returns of major cryptocurrencies: Evidence from regime-switching factor models In: Finance Research Letters.
[Full Text][Citation analysis]
article3
2022Forecasting Returns of Major Cryptocurrencies: Evidence from Regime-Switching Factor Models.(2022) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2022Contagious diseases and gold: Over 700 years of evidence from quantile regressions In: Finance Research Letters.
[Full Text][Citation analysis]
article2
2022Contagious Diseases and Gold: Over 700 Years of Evidence from Quantile Regressions.(2022) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2023US monetary policy and BRICS stock market bubbles In: Finance Research Letters.
[Full Text][Citation analysis]
article1
2022US Monetary Policy and BRICS Stock Market Bubbles.(2022) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2023Predictability of economic slowdowns in advanced countries over eight centuries: The role of climate risks In: Finance Research Letters.
[Full Text][Citation analysis]
article1
2022Predictability of Economic Slowdowns in Advanced Countries over Eight Centuries: The Role of Climate Risks.(2022) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2023Forecasting the conditional distribution of realized volatility of oil price returns: The role of skewness over 1859 to 2023 In: Finance Research Letters.
[Full Text][Citation analysis]
article0
2023Forecasting the Conditional Distribution of Realized Volatility of Oil Price Returns: The Role of Skewness over 1859 to 2023.(2023) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2023Fiscal policy and stock markets at the effective lower bound In: Finance Research Letters.
[Full Text][Citation analysis]
article0
2023Fiscal Policy and Stock Markets at the Effective Lower Bound.(2023) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2020The role of an aligned investor sentiment index in predicting bond risk premia of the U.S In: Journal of Financial Markets.
[Full Text][Citation analysis]
article13
2023Climate risks and realized volatility of major commodity currency exchange rates In: Journal of Financial Markets.
[Full Text][Citation analysis]
article7
2022Climate Risks and Realized Volatility of Major Commodity Currency Exchange Rates.(2022) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 7
paper
2023Climate risks and state-level stock market realized volatility In: Journal of Financial Markets.
[Full Text][Citation analysis]
article0
2022Climate Risks and State-Level Stock-Market Realized Volatility.(2022) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2021Oil shocks and stock market volatility of the BRICS: A GARCH-MIDAS approach In: Global Finance Journal.
[Full Text][Citation analysis]
article35
2019Oil Shocks and Stock Market Volatility of the BRICS: A GARCH-MIDAS Approach.(2019) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 35
paper
2022Financial turbulence, systemic risk and the predictability of stock market volatility In: Global Finance Journal.
[Full Text][Citation analysis]
article2
2021Financial Turbulence, Systemic Risk and the Predictability of Stock Market Volatility.(2021) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2014Can economic uncertainty, financial stress and consumer sentiments predict U.S. equity premium? In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article42
2013Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium?.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 42
paper
2014Can Economic Uncertainty, Financial Stress and Consumer Senti-ments Predict U.S. Equity Premium?.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 42
paper
2013Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium?.(2013) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 42
paper
2016Testing the asymmetric effects of financial conditions in South Africa: A nonlinear vector autoregression approach In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article26
2014Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26
paper
2014Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26
paper
2014Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach.(2014) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 26
paper
2016Stock price dynamics and the business cycle in an estimated DSGE model for South Africa In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article5
2014Stock Price Dynamics and the Business Cycle in an Estimated DSGE Model for South Africa.(2014) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 5
paper
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2017Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article37
2016Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach.(2016) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 37
paper
2017Convergence patterns in sovereign bond yield spreads: Evidence from the Euro Area In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article12
2016Convergence Patterns in Sovereign Bond Yield Spreads: Evidence from the Euro Area.(2016) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 12
paper
2011A large factor model for forecasting macroeconomic variables in South Africa In: International Journal of Forecasting.
[Full Text][Citation analysis]
article25
2009A Large Factor Model for Forecasting Macroeconomic Variables in South Africa.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25
paper
2020Forecasting volatility and co-volatility of crude oil and gold futures: Effects of leverage, jumps, spillovers, and geopolitical risks In: International Journal of Forecasting.
[Full Text][Citation analysis]
article45
2019Forecasting Volatility and Co-volatility of Crude Oil and Gold Futures: Effects of Leverage, Jumps, Spillovers, and Geopolitical Risks.(2019) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 45
paper
2024Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks In: International Journal of Forecasting.
[Full Text][Citation analysis]
article2
2022Forecasting Stock Market Volatility with Regime-Switching GARCH-MIDAS: The Role of Geopolitical Risks.(2022) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2014Tax evasion, financial development and inflation: Theory and empirical evidence In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article34
2013Tax evasion, financial development and inflation: theory and empirical evidence.(2013) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 34
paper
2008Tax evasion and financial repression In: Journal of Economics and Business.
[Full Text][Citation analysis]
article12
2007Tax Evasion and Financial Repression.(2007) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12
paper
2009Could we have predicted the recent downturn in the South African housing market? In: Journal of Housing Economics.
[Full Text][Citation analysis]
article9
2008COULD WE HAVE PREDICTED THE RECENT DOWNTURN IN THE SOUTH AFRICAN HOUSING MARKET?.(2008) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 9
paper
2018Unfulfilled expectations and the emergence of the EFF.(2018) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9
paper
2020Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article52
2019Forecasting Realized Oil-Price Volatility: The Role of Financial Stress and Asymmetric Loss.(2019) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 52
paper
2020Cross-border capital flows and return dynamics in emerging stock markets: Relative roles of equity and debt flows In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article5
2019Cross-Border Capital Flows and Return Dynamics in Emerging Stock Markets: Relative Roles of Equity and Debt Flows.(2019) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2015Trends and cycles in historical gold and silver prices In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article9
2016Trends and Cycles in Historical Gold and Silver Prices.(2016) In: NCID Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9
paper
2015Trends and Cycles in Historical Gold and Silver Prices.(2015) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 9
paper
2018Common business cycles and volatilities in US states and MSAs: The role of economic uncertainty In: Journal of Macroeconomics.
[Full Text][Citation analysis]
article20
2017Common Business Cycles and Volatilities in US States and MSAs: The Role of Economic Uncertainty.(2017) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 20
paper
2020Is the response of the bank of England to exchange rate movements frequency-dependent? In: Journal of Macroeconomics.
[Full Text][Citation analysis]
article0
2018Is the Response of the Bank of England to Exchange Rate Movements Frequency-Dependent?.(2018) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2022Exchange rate predictability with nine alternative models for BRICS countries In: Journal of Macroeconomics.
[Full Text][Citation analysis]
article0
2021Exchange Rate Predictability with Nine Alternative Models for BRICS Countries.(2021) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2018Firm-level political risk and asymmetric volatility In: The Journal of Economic Asymmetries.
[Full Text][Citation analysis]
article9
2018Firm-Level Political Risk and Asymmetric Volatility.(2018) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 9
paper
2019Spillover of mortgage default risks in the United States: Evidence from metropolitan statistical areas and states In: The Journal of Economic Asymmetries.
[Full Text][Citation analysis]
article1
2018Spillover of Mortgage Default Risks in the United States: Evidence from Metropolitan Statistical Areas and States.(2018) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2013The long-run impact of inflation in South Africa In: Journal of Policy Modeling.
[Full Text][Citation analysis]
article6
2010The Long-Run Impact of Inflation in South Africa.(2010) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 6
paper
2014Housing and the business cycle in South Africa In: Journal of Policy Modeling.
[Full Text][Citation analysis]
article14
2014Housing and the Business Cycle in South Africa.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14
paper
2013Housing and the Business Cycle in South Africa.(2013) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 14
paper
2017Evidence of persistence in U.S. short and long-term interest rates In: Journal of Policy Modeling.
[Full Text][Citation analysis]
article1
2017The impact of US policy uncertainty on the monetary effectiveness in the Euro area In: Journal of Policy Modeling.
[Full Text][Citation analysis]
article18
2018UK macroeconomic volatility: Historical evidence over seven centuries In: Journal of Policy Modeling.
[Full Text][Citation analysis]
article0
2019Does financial development affect income inequality in the U.S. States? In: Journal of Policy Modeling.
[Full Text][Citation analysis]
article10
2015Persistence of precious metal prices: A fractional integration approach with structural breaks In: Resources Policy.
[Full Text][Citation analysis]
article31
2015Persistence of precious metal prices: a fractional integration approach with structural breaks.(2015) In: NCID Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31
paper
2014Persistence in Precious Metal Prices: A Fractional Integration Approach with Structural Breaks.(2014) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 31
paper
2015Do commodity investors herd? Evidence from a time-varying stochastic volatility model In: Resources Policy.
[Full Text][Citation analysis]
article9
2016Is gold an inflation-hedge? Evidence from an interrupted Markov-switching cointegration model In: Resources Policy.
[Full Text][Citation analysis]
article33
2015Is Gold an Inflation-Hedge? Evidence from an Interrupted Markov-Switching Cointegration Model.(2015) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 33
paper
2016Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test In: Resources Policy.
[Full Text][Citation analysis]
article121
2015Does Uncertainty Move the Gold Price? New Evidence from a Nonparametric Causality-in-Quantiles Test.(2015) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 121
paper
2017The effect of investor sentiment on gold market return dynamics: Evidence from a nonparametric causality-in-quantiles approach In: Resources Policy.
[Full Text][Citation analysis]
article34
2017Does gold act as a hedge against inflation in the UK? Evidence from a fractional cointegration approach over 1257 to 2016 In: Resources Policy.
[Full Text][Citation analysis]
article40
2017Does Gold Act as a Hedge against Inflation in the UK? Evidence from a Fractional Cointegration Approach Over 1257 to 2016.(2017) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 40
paper
2018Gold futures returns and realized moments: A forecasting experiment using a quantile-boosting approach In: Resources Policy.
[Full Text][Citation analysis]
article5
2016Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach.(2016) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2018Testing for asymmetric nonlinear short- and long-run relationships between bitcoin, aggregate commodity and gold prices In: Resources Policy.
[Full Text][Citation analysis]
article88
2018Testing for asymmetric nonlinear short- and long-run relationships between bitcoin, aggregate commodity and gold prices.(2018) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 88
paper
2017Testing for Asymmetric Nonlinear Short- and Long-Run Relationships between Bitcoin, Aggregate Commodity and Gold Prices.(2017) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 88
paper
2019A wavelet analysis of the relationship between oil and natural gas prices In: Resources Policy.
[Full Text][Citation analysis]
article27
2018A Wavelet Analysis of the Relationship between Oil and Natural Gas Prices.(2018) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 27
paper
2019Point and density forecasts of oil returns: The role of geopolitical risks In: Resources Policy.
[Full Text][Citation analysis]
article61
2018Point and Density Forecasts of Oil Returns: The Role of Geopolitical Risks.(2018) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 61
paper
2020The predictive power of oil price shocks on realized volatility of oil: A note In: Resources Policy.
[Full Text][Citation analysis]
article14
2020The Predictive Power of Oil Price Shocks on Realized Volatility of Oil: A Note.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 14
paper
2022Forecasting oil prices over 150 years: The role of tail risks In: Resources Policy.
[Full Text][Citation analysis]
article10
2021Forecasting Oil Price over 150 Years: The Role of Tail Risks.(2021) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 10
paper
2022Oil-price uncertainty and the U.K. unemployment rate: A forecasting experiment with random forests using 150 years of data In: Resources Policy.
[Full Text][Citation analysis]
article6
2020Oil-Price Uncertainty and the U.K. Unemployment Rate: A Forecasting Experiment with Random Forests Using 150 Years of Data.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 6
paper
2022Climate risks and forecastability of the realized volatility of gold and other metal prices In: Resources Policy.
[Full Text][Citation analysis]
article5
2021Climate Risks and Forecastability of the Realized Volatility of Gold and Other Metal Prices.(2021) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2022The (Asymmetric) effect of El Niño and La Niña on gold and silver prices in a GVAR model In: Resources Policy.
[Full Text][Citation analysis]
article4
2021The (Asymmetric) Effect of El Nino and La Nina on Gold and Silver Prices in a GVAR Model.(2021) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2022Rare disaster risks and gold over 700 years: Evidence from nonparametric quantile regressions In: Resources Policy.
[Full Text][Citation analysis]
article1
2022Rare Disaster Risks and Gold over 700 Years: Evidence from Nonparametric Quantile Regressions.(2022) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2023Climate risks and predictability of the trading volume of gold: Evidence from an INGARCH model In: Resources Policy.
[Full Text][Citation analysis]
article2
2022Climate Risks and Predictability of the Trading Volume of Gold: Evidence from an INGARCH Model.(2022) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2023Integration and risk transmission in the market for crude oil: New evidence from a time-varying parameter frequency connectedness approach In: Resources Policy.
[Full Text][Citation analysis]
article4
2023On the pricing effects of bitcoin mining in the fossil fuel market: The case of coal In: Resources Policy.
[Full Text][Citation analysis]
article1
2022On the Pricing Effects of Bitcoin Mining in the Fossil Fuel Market: The Case of Coal.(2022) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2024Gold, platinum and the predictability of bubbles in global stock markets In: Resources Policy.
[Full Text][Citation analysis]
article0
2017Economic policy uncertainty and stock market returns in PacificRim countries: Evidence based on a Bayesian panel VAR model In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]
article78
2016Economic Policy Uncertainty and Stock Market Returns in Pacific-Rim Countries: Evidence based on a Bayesian Panel VAR Model.(2016) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 78
paper
2018The role of economic and financial uncertainties in predicting commodity futures returns and volatility: Evidence from a nonparametric causality-in-quantiles test In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]
article28
2017The Role of Economic and Financial Uncertainties in Predicting Commodity Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Test.(2017) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 28
paper
2018News implied volatility and the stock-bond nexus: Evidence from historical data for the USA and the UK markets In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]
article8
2017News Implied Volatility and the Stock-Bond Nexus: Evidence from Historical Data for the USA and the UK Markets.(2017) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 8
paper
2019Time-varying causal relationship between stock market and unemployment in the United Kingdom: Historical evidence from 1855 to 2017 In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]
article4
2018Time-Varying Causal Relationship between Stock Market and Unemployment in the United Kingdom: Historical Evidence from 1855 to 2017.(2018) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2017Financial tail risks in conventional and Islamic stock markets: A comparative analysis In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
article19
2018Is wine a good choice for investment? In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
article22
2017Is Wine a Good Choice for Investment?.(2017) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 22
paper
2016LPPLS bubble indicators over two centuries of the S&P 500 index In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article14
2016LPPLS Bubble Indicators over Two Centuries of the S&P 500 Index.(2016) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 14
paper
2016Does sunspot numbers cause global temperatures? A reconsideration using non-parametric causality tests In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article5
2014Does Sunspot Numbers Cause Global Temperatures? A Reconsideration Using a Non-Parametric Causality Test.(2014) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2017Do trend extraction approaches affect causality detection in climate change studies? In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article5
2016Do Trend Extraction Approaches Affect Causality Detection in Climate Change Studies?.(2016) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2017Income inequality: A complex network analysis of US states In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article1
2018Time-varying efficiency of developed and emerging bond markets: Evidence from long-spans of historical data In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article9
2017Time-Varying Efficiency of Developed and Emerging Bond Markets: Evidence from Long-Spans of Historical Data.(2017) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 9
paper
2018Time-varying causality between equity and currency returns in the United Kingdom: Evidence from over two centuries of data In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article6
2017Time-Varying Causality between Equity and Currency Returns in the United Kingdom: Evidence from Over Two Centuries of Data.(2017) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 6
paper
2018The dynamic impact of uncertainty in causing and forecasting the distribution of oil returns and risk In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article12
2015The Dynamic Impact of Uncertainty in Causing and Forecasting the Distribution of Oil Returns and Risk.(2015) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 12
paper
2018Predicting global temperature anomaly: A definitive investigation using an ensemble of twelve competing forecasting models In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article8
2015Predicting Global Temperature Anomaly: A Definitive Investigation Using an Ensemble of Twelve Competing Forecasting Models.(2015) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 8
paper
2018Market efficiency of Baltic stock markets: A fractional integration approach In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article12
2016Market Efficiency of Baltic Stock Markets: A Fractional Integration Approach.(2016) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 12
paper
2019Persistence in trends and cycles of gold and silver prices: Evidence from historical data In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article8
2018Persistence in Trends and Cycles of Gold and Silver Prices: Evidence from Historical Data.(2018) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 8
paper
2019Growth volatility and inequality in the U.S.: A wavelet analysis In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article2
2018Growth Volatility and Inequality in the U.S.: A Wavelet Analysis.(2018) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2018Growth Volatility and Inequality in the U.S.: A Wavelet Analysis.(2018) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2019Forecasting (downside and upside) realized exchange-rate volatility: Is there a role for realized skewness and kurtosis? In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article8
2019Greek economic policy uncertainty: Does it matter for Europe? Evidence from a dynamic connectedness decomposition approach In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article11
2020Graph theory-based network analysis of regional uncertainties of the US Economy In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article1
2020Global crises and gold as a safe haven: Evidence from over seven and a half centuries of data In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article16
2019Global Crises and Gold as a Safe Haven: Evidence from Over Seven and a Half Centuries of Data.(2019) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 16
paper
2015Forecasting aggregate retail sales: The case of South Africa In: International Journal of Production Economics.
[Full Text][Citation analysis]
article15
2014Forecasting Aggregate Retail Sales: The Case of South Africa.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15
paper
2013Forecasting Aggregate Retail Sales: The Case of South Africa.(2013) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 15
paper
2017Do terror attacks predict gold returns? Evidence from a quantile-predictive-regression approach In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
article14
2016Do Terror Attacks Predict Gold Returns? Evidence from a Quantile-Predictive-Regression Approach.(2016) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 14
paper
2017Does economic policy uncertainty forecast real housing returns in a panel of OECD countries? A Bayesian approach In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
article17
2016Does Economic Policy Uncertainty Forecast Real Housing Returns in a Panel of OECD Countries? A Bayesian Approach.(2016) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 17
paper
2018Endogenous fluctuations in an endogenous growth model: An analysis of inflation targeting as a policy In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
article0
2018Comparing the forecasting ability of financial conditions indices: The case of South Africa In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
article10
2015Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10
paper
2015Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa.(2015) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 10
paper
2018Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
article90
2017Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles.(2017) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 90
paper
2018Volatility spillovers across global asset classes: Evidence from time and frequency domains In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
article62
2017Volatility Spillovers across Global Asset Classes: Evidence from Time and Frequency Domains.(2017) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 62
paper
2018Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
article109
2017Network Causality Structures among Bitcoin and other Financial Assets: A Directed Acyclic Graph Approach.(2017) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 109
paper
2020Measuring co-dependencies of economic policy uncertainty in Latin American countries using vine copulas In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
article4
2018Measuring Co-Dependencies of Economic Policy Uncertainty in Latin American Countries using Vine Copulas.(2018) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2020Forecasting equity premium in a panel of OECD countries: The role of economic policy uncertainty In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
article5
2016Forecasting Equity Premium in a Panel of OECD Countries: The Role of Economic Policy Uncertainty.(2016) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2020Why must it always be so Real with tax evasion? In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
article0
2018Why must it always be so Real with Tax Evasion?.(2018) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2020The relationship between monetary policy and uncertainty in advanced economies: Evidence from time- and frequency-domains In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
article1
2019The Relationship between Monetary Policy and Uncertainty in Advanced Economies: Evidence from Time- and Frequency-Domains.(2019) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2021Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS: Evidence from a nonparametric causality-in-quantiles approach In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
article7
2021Dynamic impact of the U.S. monetary policy on oil market returns and volatility In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
article0
2019Dynamic Impact of the U.S. Monetary Policy on Oil Market Returns and Volatility.(2019) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2021Uncertainty and daily predictability of housing returns and volatility of the United States: Evidence from a higher-order nonparametric causality-in-quantiles test In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
article1
2020Uncertainty and Daily Predictability of Housing Returns and Volatility of the United States: Evidence from a Higher-Order Nonparametric Causality-in-Quantiles Test.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2022Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
article32
2020Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 32
paper
2022Out-of-sample predictability of gold market volatility: The role of US Nonfarm Payroll In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
article2
2021Out-of-Sample Predictability of Gold Market Volatility: The Role of US Nonfarm Payroll.(2021) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2023Firm-level business uncertainty and the predictability of the aggregate U.S. stock market volatility during the COVID-19 pandemic In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
article0
2021Firm-level Business Uncertainty and the Predictability of the Aggregate U.S. Stock Market Volatility during the COVID-19 Pandemic.(2021) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2023Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
article2
2022Testing the Forecasting Power of Global Economic Conditions for the Volatility of International REITs using a GARCH-MIDAS Approach.(2022) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2015Renewable energy and growth: Evidence from heterogeneous panel of G7 countries using Granger causality In: Renewable and Sustainable Energy Reviews.
[Full Text][Citation analysis]
article74
2015Are there multiple bubbles in the ethanol–gasoline price ratio of Brazil? In: Renewable and Sustainable Energy Reviews.
[Full Text][Citation analysis]
article12
2014Are there Multiple Bubbles in the Ethanol-Gasoline Price Ratio of Brazil?.(2014) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 12
paper
2016Modeling persistence of carbon emission allowance prices In: Renewable and Sustainable Energy Reviews.
[Full Text][Citation analysis]
article11
2015Modeling Persistence of Carbon Emission Allowance Prices.(2015) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 11
paper
2016Hydroelectricity consumption and economic growth nexus: Evidence from a panel of ten largest hydroelectricity consumers In: Renewable and Sustainable Energy Reviews.
[Full Text][Citation analysis]
article14
2015Hydroelectricity Consumption and Economic Growth Nexus: Evidence from a Panel of Ten Largest Hydroelectricity Consumers.(2015) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 14
paper
2017Are there Environmental Kuznets Curves for US state-level CO2 emissions? In: Renewable and Sustainable Energy Reviews.
[Full Text][Citation analysis]
article43
2014Are there Environmental Kuznets Curves for US State-Level CO2 Emissions?.(2014) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 43
paper
2017Modeling and forecasting the volatility of carbon dioxide emission allowance prices: A review and comparison of modern volatility models In: Renewable and Sustainable Energy Reviews.
[Full Text][Citation analysis]
article30
2018U.S. state-level carbon dioxide emissions: Does it affect health care expenditure? In: Renewable and Sustainable Energy Reviews.
[Full Text][Citation analysis]
article14
2015The co-movement and causality between the U.S. housing and stock markets in the time and frequency domains In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article40
2016Linkages between financial sector CDS spreads and macroeconomic influence in a nonlinear setting In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article24
2016Linkages between financial sector CDS spreads and macroeconomic influence in a nonlinear setting.(2016) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 24
paper
2014Linkages between Financial Sector CDS Spreads and Macroeconomic Influence in a Nonlinear Setting.(2014) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 24
paper
2016Forecasting the volatility of the Dow Jones Islamic Stock Market Index: Long memory vs. regime switching In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article22
2014Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22
paper
2014Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching.(2014) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 22
paper
2014Forecasting the volatility of the dow jones islamic stock market index: Long memory vs. regime switching.(2014) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22
paper
2014Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching.(2014) In: FinMaP-Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22
paper
2017Do cay and cayMS predict stock and housing returns? Evidence from a nonparametric causality test In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article1
2017The efficiency of the art market: Evidence from variance ratio tests, linear and nonlinear fractional integration approaches In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article5
2016The Efficiency of the Art Market: Evidence from Variance Ratio Tests, Linear and Nonlinear Fractional Integration Approaches.(2016) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2018Do house prices hedge inflation in the US? A quantile cointegration approach In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article9
2017Do House Prices Hedge Inflation in the US? A Quantile Cointegration Approach.(2017) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 9
paper
2019The role of economic policy uncertainties in predicting stock returns and their volatility for Hong Kong, Malaysia and South Korea In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article36
2019Predicting stock market movements with a time-varying consumption-aggregate wealth ratio In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article2
2017Predicting Stock Market Movements with a Time-Varying Consumption-Aggregate Wealth Ratio.(2017) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2019A re-evaluation of the term spread as a leading indicator In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article1
2020Spillover of sentiment in the European Union: Evidence from time- and frequency-domains In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article4
2019Spillover of Sentiment in the European Union: Evidence from Time- and Frequency-Domains.(2019) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2020Movements in international bond markets: The role of oil prices In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article18
2019Movements in International Bond Markets: The Role of Oil Prices.(2019) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 18
paper
2021Infectious disease-related uncertainty and the safe-haven characteristic of US treasury securities In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article35
2020Infectious Disease-Related Uncertainty and the Safe-Haven Characteristic of US Treasury Securities.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 35
paper
2021Linking U.S. State-level housing market returns, and the consumption-(Dis)Aggregate wealth ratio In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article1
2020Linking U.S. State-Level Housing Market Returns and the Consumption-(Dis)Aggregate Wealth Ratio.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2022Geopolitical risks and historical exchange rate volatility of the BRICS In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article11
2020Geopolitical Risks and Historical Exchange Rate Volatility of the BRICS.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 11
paper
2022Oil price shocks and yield curve dynamics in emerging markets In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article2
2020Oil Price Shocks and Yield Curve Dynamics in Emerging Markets.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2023The impacts of oil price volatility on financial stress: Is the COVID-19 period different? In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article4
2021The Impacts of Oil Price Volatility on Financial Stress: Is the COVID-19 Period Different?.(2021) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2024Estimating U.S. housing price network connectedness: Evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article10
2020Estimating U.S. Housing Price Network Connectedness: Evidence from Dynamic Elastic Net, Lasso, and Ridge Vector Autoregressive Models.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 10
paper
2020Estimating U.S. Housing Price Network Connectedness: Evidence from Dynamic Elastic Net, Lasso, and Ridge Vector Autoregressive Models.(2020) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10
paper
2016Periodically collapsing bubbles in the South African stock market In: Research in International Business and Finance.
[Full Text][Citation analysis]
article13
2016Periodically Collapsing Bubbles in the South African Stock Market.(2016) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 13
paper
2017Merger and acquisitions in South African banking: A network DEA model In: Research in International Business and Finance.
[Full Text][Citation analysis]
article12
2016Merger and Acquisitions in South African Banking: A Network DEA Model.(2016) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 12
paper
2017Can (unusual) weather conditions in New York predict South African stock returns? In: Research in International Business and Finance.
[Full Text][Citation analysis]
article4
2017Has the correlation of inflation and stock prices changed in the United States over the last two centuries? In: Research in International Business and Finance.
[Full Text][Citation analysis]
article8
2017Does country risks predict stock returns and volatility? Evidence from a nonparametric approach In: Research in International Business and Finance.
[Full Text][Citation analysis]
article5
2016Does Country Risks Predict Stock Returns and Volatility? Evidence from a Nonparametric Approach.(2016) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2019Chaos in G7 stock markets using over one century of data: A note In: Research in International Business and Finance.
[Full Text][Citation analysis]
article5
2016Chaos in G7 Stock Markets using Over One Century of Data: A Note.(2016) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2019Reprint of: Chaos in G7 stock markets using over one century of data: A note In: Research in International Business and Finance.
[Full Text][Citation analysis]
article4
2020Historical evolution of monthly anomalies in international stock markets In: Research in International Business and Finance.
[Full Text][Citation analysis]
article3
2019Historical Evolution of Monthly Anomalies in International Stock Markets.(2019) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2020Trading behaviour connectedness across commodity markets: Evidence from the hedgers’ sentiment perspective In: Research in International Business and Finance.
[Full Text][Citation analysis]
article15
2020Insurance and economic policy uncertainty In: Research in International Business and Finance.
[Full Text][Citation analysis]
article15
2020The role of global economic conditions in forecasting gold market volatility: Evidence from a GARCH-MIDAS approach In: Research in International Business and Finance.
[Full Text][Citation analysis]
article15
2020The Role of Global Economic Conditions in Forecasting Gold Market Volatility: Evidence from a GARCH-MIDAS Approach.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 15
paper
2021Monetary policy and speculative spillovers in financial markets In: Research in International Business and Finance.
[Full Text][Citation analysis]
article4
2020Monetary Policy and Speculative Spillovers in Financial Markets.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2021The dynamics of U.S. REITs returns to uncertainty shocks: A proxy SVAR approach In: Research in International Business and Finance.
[Full Text][Citation analysis]
article1
2020The Dynamics of U.S. REITs Returns to Uncertainty Shocks: A Proxy SVAR Approach.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2021Disaggregated oil shocks and stock-market tail risks: Evidence from a panel of 48 economics In: Research in International Business and Finance.
[Full Text][Citation analysis]
article6
2023The non-linear response of US state-level tradable and non-tradable inflation to oil shocks: The role of oil-dependence In: Research in International Business and Finance.
[Full Text][Citation analysis]
article1
2021The Non-Linear Response of US State-Level Tradable and Non-Tradable Inflation to Oil Shocks: The Role of Oil-Dependence.(2021) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2023Forecasting state- and MSA-level housing returns of the US: The role of mortgage default risks In: Research in International Business and Finance.
[Full Text][Citation analysis]
article0
2020Forecasting State- and MSA-Level Housing Returns of the US: The Role of Mortgage Default Risks.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2023Are real interest rates a monetary phenomenon? Evidence from 700 years of data In: Research in International Business and Finance.
[Full Text][Citation analysis]
article0
2023Global geopolitical risk and inflation spillovers across European and North American economies In: Research in International Business and Finance.
[Full Text][Citation analysis]
article3
2024Herding in international REITs markets around the COVID-19 pandemic In: Research in International Business and Finance.
[Full Text][Citation analysis]
article0
2022Herding in International REITs Markets around the COVID-19 Pandemic.(2022) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2016Inflation forecasts and forecaster herding: Evidence from South African survey data In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics).
[Full Text][Citation analysis]
article6
2014Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data.(2014) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 6
paper
2014Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6
paper
2019The effect of global crises on stock market correlations: Evidence from scalar regressions via functional data analysis In: Structural Change and Economic Dynamics.
[Full Text][Citation analysis]
article11
2019The Effect of Global Crises on Stock Market Correlations: Evidence from Scalar Regressions via Functional Data Analysis.(2019) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 11
paper
2019Oil price-inflation pass-through in the United States over 1871 to 2018: A wavelet coherency analysis In: Structural Change and Economic Dynamics.
[Full Text][Citation analysis]
article23
2018Oil Price-Inflation Pass-Through in the United States over 1871 to 2018: A Wavelet Coherency Analysis.(2018) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 23
paper
2020Spillovers across macroeconomic, financial and real estate uncertainties: A time-varying approach In: Structural Change and Economic Dynamics.
[Full Text][Citation analysis]
article15
2019Spillovers across Macroeconomic, Financial and Real Estate Uncertainties: A Time-Varying Approach.(2019) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 15
paper
2020The effect of global and regional stock market shocks on safe haven assets In: Structural Change and Economic Dynamics.
[Full Text][Citation analysis]
article7
2021Time-varying evidence of predictability of financial stress in the United States over a century: The role of inequality In: Structural Change and Economic Dynamics.
[Full Text][Citation analysis]
article4
2020Time-Varying Evidence of Predictability of Financial Stress in the United States over a Century: The Role of Inequality.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2017Near-Rational Expectations: How Far are Surveys from Rationality? In: Journal of Economics and Econometrics.
[Full Text][Citation analysis]
article1
2017Near-Rational Expectations: How Far are Surveys from Rationality?.(2017) In: EERI Research Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2016Near-Rational Expectations: How Far are Surveys from Rationality?.(2016) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2009The Effect of Monetary Policy on House Price Inflation: A Factor Augmented Vector Autoregression (FAVAR) Approach In: EcoMod2009.
[Full Text][Citation analysis]
paper4
2009THE EFFECT OF MONETARY POLICY ON HOUSE PRICE INFLATION: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH.(2009) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2009Tax evasion and financial repression: a reconsideration using endogenous growth models In: Journal of Economic Studies.
[Full Text][Citation analysis]
article0
2010Forecasting the South African economy: a hybrid?DSGE approach In: Journal of Economic Studies.
[Full Text][Citation analysis]
article0
2010The effect of monetary policy on house price inflation In: Journal of Economic Studies.
[Full Text][Citation analysis]
article0
2022Time-varying predictability of financial stress on inequality in United Kingdom In: Journal of Economic Studies.
[Full Text][Citation analysis]
article0
2020Time-Varying Predictability of Financial Stress on Inequality in United Kingdom.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2016Testing for bubbles in the BRICS stock markets In: Journal of Economic Studies.
[Full Text][Citation analysis]
article0
2017South Africa’s economic response to monetary policy uncertainty In: Journal of Economic Studies.
[Full Text][Citation analysis]
article5
2015The South African Economic Response to Monetary Policy Uncertainty.(2015) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2016The dynamic response of the rand real exchange rate to fundamental shocks In: Journal of Economic Studies.
[Full Text][Citation analysis]
article0
2009Tax evasion and financial repression: a reconsideration using endogenous growth models In: Journal of Economic Studies.
[Full Text][Citation analysis]
article3
2008Tax Evasion and Financial Repression: A Reconsideration Using Endogenous Growth Models.(2008) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2008Tax evasion and financial repression: A reconsideration using endogenous growth models.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2010Forecasting the South African economy: a hybrid?DSGE approach In: Journal of Economic Studies.
[Full Text][Citation analysis]
article3
2010The effect of monetary policy on house price inflation In: Journal of Economic Studies.
[Full Text][Citation analysis]
article35
2016The dynamic response of the rand real exchange rate to fundamental shocks In: Journal of Economic Studies.
[Full Text][Citation analysis]
article0
2016Testing for bubbles in the BRICS stock markets In: Journal of Economic Studies.
[Full Text][Citation analysis]
article10
2014A time-varying approach to analysing fiscal policy and asset prices in South Africa In: Journal of Financial Economic Policy.
[Full Text][Citation analysis]
article0
2014A time-varying approach to analysing fiscal policy and asset prices in South Africa In: Journal of Financial Economic Policy.
[Full Text][Citation analysis]
article5
2013A Time-Varying Approach to Analysing Fiscal Policy and Asset Prices in South Africa.(2013) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2020Spillovers between US real estate and financial assets in time and frequency domains In: Journal of Property Investment & Finance.
[Full Text][Citation analysis]
article4
2019Spillovers between US Real Estate and Financial Assets in Time and Frequency Domains.(2019) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2019A note on the technology herd: evidence from large institutional investors In: Review of Behavioral Finance.
[Full Text][Citation analysis]
article2
2017A Note on the Technology Herd: Evidence from Large Institutional Investors.(2017) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2015Identifying an index of financial conditions for South Africa In: Studies in Economics and Finance.
[Full Text][Citation analysis]
article0
2019The stock-bond nexus and investors’ behavior in mature and emerging markets In: Studies in Economics and Finance.
[Full Text][Citation analysis]
article0
2013Macroeconomic surprises and stock returns in South Africa In: Studies in Economics and Finance.
[Full Text][Citation analysis]
article0
2013Macroeconomic surprises and stock returns in South Africa In: Studies in Economics and Finance.
[Full Text][Citation analysis]
article5
2012Macroeconomic Surprises and Stock Returns in South Africa.(2012) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2012Macroeconomic Surprises and Stock Returns in South Africa.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2015Identifying an index of financial conditions for South Africa In: Studies in Economics and Finance.
[Full Text][Citation analysis]
article6
2019The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
paper4
2019The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures.(2019) In: Energies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
article
2019The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures.(2019) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 4
paper
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2010Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes In: Working Papers.
[Full Text][Citation analysis]
paper0
2011Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2010Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes.(2010) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2013Forecasting Nevada gross gaming revenue and taxable sales using coincident and leading employment indexes.(2013) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
article
2010Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes.(2010) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2015THE ROLE OF NEWS-BASED UNCERTAINTY INDICES IN PREDICTING OIL MARKETS: A HYBRID NONPARAMETRIC QUANTILE CAUSALITY METHOD In: Working Papers.
[Full Text][Citation analysis]
paper116
2015The Role of News-Based Uncertainty Indices in Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method.(2015) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 116
paper
2017The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method.(2017) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 116
article
2015Identifying Periods of US Housing Market Explosivity In: Working Papers.
[Full Text][Citation analysis]
paper1
2015Identifying Periods of US Housing Market Explosivity.(2015) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2015Identifying Periods of US Housing Market Explosivity.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2015Characterising the South African Business Cycle: Is GDP Difference-Stationary or Trend-Stationary in a Markov-Switching Setup? In: Working Papers.
[Full Text][Citation analysis]
paper0
2015Characterising the South African Business Cycle: Is GDP Difference-Stationary or Trend-Stationary in a Markov-Switching Setup?.(2015) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2015International Stock Return Predictability: Is the Role of U.S. Time-Varying? In: Working Papers.
[Full Text][Citation analysis]
paper7
2017International stock return predictability: Is the role of U.S. time-varying?.(2017) In: Empirica.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7
article
2015International Stock Return Predictability: Is the Role of U.S. Time-Varying?.(2015) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 7
paper
2015Forecasting Core Inflation: The Case of South Africa In: Working Papers.
[Full Text][Citation analysis]
paper3
2015Forecasting Core Inflation: The Case of South Africa.(2015) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2020Forecasting core inflation: the case of South Africa.(2020) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
article
2014Analysing South Africas Inflation Persistence Using an ARFIMA Model with Markov-Switching Fractional Differencing Parameter In: Working Papers.
[Full Text][Citation analysis]
paper11
2016Analyzing South Africa’s inflation persistence using an ARFIMA model with Markov-switching fractional differencing parameter.(2016) In: Journal of Developing Areas.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11
article
2014Analysing South Africas Inflation Persistence Using an ARFIMA Model with Markov-Switching Fractional Differencing Parameter.(2014) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 11
paper
2014The Role of Economic Policy Uncertainty in Forecasting US Inflation Using a VARFIMA Model In: Working Papers.
[Full Text][Citation analysis]
paper7
2014The Role of Economic Policy Uncertainty in Forecasting US Inflation Using a VARFIMA Model.(2014) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 7
paper
2014Revisiting Herding Behavior in REITs: A RegimeSwitching Approach In: Working Papers.
[Full Text][Citation analysis]
paper0
2014Revisiting Herding Behavior in REITs: A Regime-Switching Approach.(2014) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2014House Values and Proximity to a Landfill: A Quantile Regression Framework In: Working Papers.
[Full Text][Citation analysis]
paper0
2014House Values and Proximity to a Landfill: A Quantile Regression Framework.(2014) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2014The Growth-Inflation Nexus for the US over 1801-2013: A Semiparametric Approach In: Working Papers.
[Full Text][Citation analysis]
paper0
2014The Growth-Inflation Nexus for the US over 1801-2013: A Semiparametric Approach.(2014) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2014Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation In: Working Papers.
[Full Text][Citation analysis]
paper10
2014Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation.(2014) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 10
paper
2016Forecasting South African inflation using non-linearmodels: a weighted loss-based evaluation.(2016) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10
article
2014Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index? In: Working Papers.
[Full Text][Citation analysis]
paper14
2014Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index?.(2014) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 14
paper
2015Are there long-run diversification gains from the Dow Jones Islamic finance index?.(2015) In: Applied Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14
article
2014Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience In: Working Papers.
[Full Text][Citation analysis]
paper8
2012Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8
paper
2012Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience.(2012) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 8
paper
2012Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience.(2012) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8
paper
2012Is the relationship between monetary policy and house prices asymmetric in South Africa? Evidence from a Markov-Switching Vector Autoregressive mode In: Working Papers.
[Full Text][Citation analysis]
paper3
2012IS THE RELATIONSHIP BETWEEN MONETARY POLICY AND HOUSE PRICES ASYMMETRIC IN SOUTH AFRICA? EVIDENCE FROM A MARKOV-SWITCHING VECTOR AUTOREGRESSIVE MODEL.(2012) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2012Is the relationship between monetary policy and house prices asymmetric in South Africa? Evidence from a Markov-Switching Vector Autoregressive mode.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2012The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US In: Working Papers.
[Full Text][Citation analysis]
paper12
2012The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12
paper
2012The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US.(2012) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 12
paper
2015The out-of-sample forecasting performance of nonlinear models of regional housing prices in the US.(2015) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12
article
2012The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US.(2012) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12
paper
2016The links between crude oil prices and GCC stock markets: Evidence from time-varying Granger causality tests In: Working Papers.
[Full Text][Citation analysis]
paper5
2016The Links between Crude Oil Prices and GCC Stock Markets: Evidence from Time-Varying Granger Causality Tests.(2016) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2020Time-Varying Risk Aversion and the Profitability of Carry Trades: Evidence from the Cross-Quantilogram In: Economies.
[Full Text][Citation analysis]
article2
2019Time-Varying Risk Aversion and the Profitability of Carry Trades: Evidence from the Cross-Quantilogram.(2019) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2020Growth Dynamics, Multiple Equilibria, and Local Indeterminacy in an Endogenous Growth Model of Money, Banking and Inflation Targeting In: Economies.
[Full Text][Citation analysis]
article1
2019Growth Dynamics, Multiple Equilibria, and Local Indeterminacy in an Endogenous Growth Model of Money, Banking and Inflation Targeting.(2019) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2020Infectious Diseases, Market Uncertainty and Oil Market Volatility In: Energies.
[Full Text][Citation analysis]
article38
2021Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers In: Energies.
[Full Text][Citation analysis]
article4
2021Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers.(2021) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2021A Note on Forecasting the Historical Realized Variance of Oil-Price Movements: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios In: Energies.
[Full Text][Citation analysis]
article4
2021A Note on Forecasting the Historical Realized Variance of Oil-Price Movements: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios.(2021) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2021Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment In: Energies.
[Full Text][Citation analysis]
article8
2021Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment.(2021) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 8
paper
2022Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data In: Energies.
[Full Text][Citation analysis]
article0
2022Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data.(2022) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2021Dynamic Impact of Unconventional Monetary Policy on International REITs In: JRFM.
[Full Text][Citation analysis]
article3
2020Dynamic Impact of Unconventional Monetary Policy on International REITs.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2022Forecastability of Agricultural Commodity Futures Realised Volatility with Daily Infectious Disease-Related Uncertainty In: JRFM.
[Full Text][Citation analysis]
article1
2022Forecastability of Agricultural Commodity Futures Realised Volatility with Daily Infectious Disease-Related Uncertainty.(2022) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2022Predictability of the Realised Volatility of International Stock Markets Amid Uncertainty Related to Infectious Diseases In: JRFM.
[Full Text][Citation analysis]
article1
2021Predictability of the Realised Volatility of International Stock Markets Amid Uncertainty Related to Infectious Diseases.(2021) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2022Oil Price Uncertainty Shocks and Global Equity Markets: Evidence from a GVAR Model In: JRFM.
[Full Text][Citation analysis]
article1
In: .
[Full Text][Citation analysis]
article0
2023Realized Stock-Market Volatility of the United States and the Presidential Approval Rating.(2023) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
In: .
[Full Text][Citation analysis]
article0
In: .
[Full Text][Citation analysis]
article0
2021Climate Risks and Forecasting Stock-Market Returns in Advanced Economies Over a Century.(2021) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
In: .
[Full Text][Citation analysis]
article1
2020Forecasting U.S. Aggregate Stock Market Excess Return: Do Functional Data Analysis Add Economic Value?.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2023The Effects of Disaggregate Oil Shocks on the Aggregate Expected Skewness of the United States In: Risks.
[Full Text][Citation analysis]
article0
2023The Effects of Disaggregate Oil Shocks on Aggregate Expected Skewness of the United States.(2023) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2018Country Risk Ratings and Stock Market Returns in Brazil, Russia, India, and China (BRICS) Countries: A Nonlinear Dynamic Approach In: Risks.
[Full Text][Citation analysis]
article4
2021COVID-19 Pandemic and Investor Herding in International Stock Markets In: Risks.
[Full Text][Citation analysis]
article21
2020COVID-19 Pandemic and Investor Herding in International Stock Markets.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 21
paper
2019Macroeconomic Shocks and Changing Dynamics of the U.S. REITs Sector In: Sustainability.
[Full Text][Citation analysis]
article9
2018Macroeconomic Shocks and Changing Dynamics of the U.S. REITs Sector.(2018) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 9
paper
2019Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests In: Sustainability.
[Full Text][Citation analysis]
article11
2018Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests.(2018) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 11
paper
2020Investor Happiness and Predictability of the Realized Volatility of Oil Price In: Sustainability.
[Full Text][Citation analysis]
article8
2020Investor Happiness and Predictability of the Realized Volatility of Oil Price.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8
paper
2021El Niño, La Niña, and the Forecastability of the Realized Variance of Heating Oil Price Movements In: Sustainability.
[Full Text][Citation analysis]
article2
2021El Nino, La Nina, and the Forecastability of the Realized Variance of Heating Oil Price Movements.(2021) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2021Multi-Horizon Financial and Housing Wealth Effects across the U.S. States In: Sustainability.
[Full Text][Citation analysis]
article1
2019Multi-Horizon Financial and Housing Wealth Effects across the U.S. States.(2019) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2021The Effect of Air Quality and Weather on the Chinese Stock: Evidence from Shenzhen Stock Exchange In: Sustainability.
[Full Text][Citation analysis]
article1
2021Government Effectiveness and the COVID-19 Pandemic In: Sustainability.
[Full Text][Citation analysis]
article5
2021Government Effectiveness and Covid-19 Pandemic.(2021) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2022The State-Level Nonlinear Effects of Government Spending Shocks in the US: The Role of Partisan Conflict In: Sustainability.
[Full Text][Citation analysis]
article0
2023Climate Change and Inequality: Evidence from the United States In: Sustainability.
[Full Text][Citation analysis]
article0
2017Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations In: Sustainability.
[Full Text][Citation analysis]
article17
2016Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations.(2016) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 17
paper
2021Interest Rate Uncertainty and the Predictability of Bank Revenues In: Working Papers.
[Full Text][Citation analysis]
paper2
2020Interest Rate Uncertainty and the Predictability of Bank Revenues.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2022Interest rate uncertainty and the predictability of bank revenues.(2022) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
article
2006Asymmetric Information, Tax Evasion and Alternative Instruments of Government Revenue In: The IUP Journal of Monetary Economics.
[Citation analysis]
article2
2005Asymmetric Information, Tax Evasion and Alternative Instruments of Government Revenue.(2005) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2008Financial Liberalization: A Myth or a Miracle Cure? In: The IUP Journal of Monetary Economics.
[Citation analysis]
article4
2005Financial Liberalization: A Myth or a Miracle Cure?.(2005) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2008Modeling and Forecasting the Metical-Rand Exchange Rate In: The IUP Journal of Monetary Economics.
[Citation analysis]
article2
2007Modelling and Forecasting the Metical-Rand Exchange Rate.(2007) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2009Market Microstructure Approach to the Exchange Rate Determination Puzzle In: The IUP Journal of Monetary Economics.
[Citation analysis]
article1
2008Market Microstructure Approach to the Exchange Rate Determination Puzzle.(2008) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2010Exchange Rate Puzzles: A Review of the Recent Theoretical and Empirical Developments In: The IUP Journal of Monetary Economics.
[Citation analysis]
article0
2008Exchange Rate Puzzles: A Review of the Recent Theoretical and Empirical Developments.(2008) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2010Financial Liberalization and the Effectiveness of Monetary Policy on House Prices in South Africa In: The IUP Journal of Monetary Economics.
[Citation analysis]
article6
2008Financial Liberalisation and the Effectiveness of Monetary Policy on House Prices in South Africa.(2008) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 6
paper
2016Are there housing bubbles in South Africa? Evidence from SPSM-based panel KSS test with a Fourier function In: Global Business and Economics Review.
[Full Text][Citation analysis]
article0
2013Are there Housing Bubbles in South Africa? Evidence from SPSM-Based Panel KSS Test with a Fourier Function.(2013) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2013The causal relationship between exports and economic growth in the nine provinces of South Africa: evidence from panel-Granger causality test In: International Journal of Economic Policy in Emerging Economies.
[Full Text][Citation analysis]
article9
2013The Causal Relationship between Exports and Economic Growth in the Nine Provinces of South Africa: Evidence from Panel-Granger Causality Tests.(2013) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 9
paper
2015Revisiting the causality between electricity consumption and economic growth in South Africa: a bootstrap rolling-window approach In: International Journal of Economic Policy in Emerging Economies.
[Full Text][Citation analysis]
article17
2013Revisiting the Causality between Electricity Consumption and Economic Growth in South Africa: A Bootstrap Rolling-Window Approach.(2013) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 17
paper
2014The causal relationship between house prices and growth in the nine provinces of South Africa: evidence from panel - Granger causality tests In: International Journal of Sustainable Economy.
[Full Text][Citation analysis]
article3
2015Panel Granger causality between oil consumption and GDP: evidence from BRICS countries In: International Journal of Sustainable Economy.
[Full Text][Citation analysis]
article2
2013Panel Granger causality between oil consumption and GDP: Evidence from the BRICS countries.(2013) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2019Are there Really Long-Run Diversification Benefits from Sustainable Investments? In: International Journal of Business and Economics.
[Full Text][Citation analysis]
article0
2012Comparing South African Inflation Volatility Across Monetary Policy Regimes: An Application of Saphe Cracking In: Journal of Developing Areas.
[Full Text][Citation analysis]
article6
2009COMPARING SOUTH AFRICAN INFLATION VOLATILITY ACROSS MONETARY POLICY REGIMES: AN APPLICATION OF SAPHE CRACKING.(2009) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 6
paper
2015Causality between exports and economic growth in South Africa: evidence from linear and nonlinear tests In: Journal of Developing Areas.
[Full Text][Citation analysis]
article25
2013Causality between Exports and Economic Growth in South Africa: Evidence from Linear and Nonlinear Tests.(2013) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 25
paper
2016The relationship between oil and agricultural commodity prices in south africa: a quantile causality approach In: Journal of Developing Areas.
[Full Text][Citation analysis]
article4
2016The relationship between oil and agricultural commodity prices in South Africa: A quantile causality approach.(2016) In: Journal of Developing Areas.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
article
2016AN APPLICATION OF A NEW SEASONAL UNIT ROOT TEST FOR TRENDING AND BREAKING SERIES TO INDUSTRIAL PRODUCTION OF THE BRICS In: Journal of Developing Areas.
[Full Text][Citation analysis]
article0
2014An Application of a New Seasonal Unit Root Test for Trending and Breaking Series to Industrial Production of the BRICS.(2014) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2017Development, Poverty and Inequality: A Spatial Analysis of South African Provinces In: Journal of Developing Areas.
[Full Text][Citation analysis]
article1
2015Development, Poverty and Inequality: A Spatial Analysis of South African Provinces.(2015) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2017Does the US. macroeconomic news make the South African stock market riskier? In: Journal of Developing Areas.
[Full Text][Citation analysis]
article3
2016Does U.S. Macroeconomic News Make the South African Stock Market Riskier?.(2016) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2018THE RELATIONSHIP BETWEEN STOCK MARKET VOLATILITY AND TRADING VOLUME: EVIDENCE FROM SOUTH AFRICA In: Journal of Developing Areas.
[Full Text][Citation analysis]
article11
2016The Relationship between Stock Market Volatility and Trading Volume: Evidence from South Africa.(2016) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 11
paper
2018Dynamic Relationship Between Oil Price And Inflation In South Africa In: Journal of Developing Areas.
[Full Text][Citation analysis]
article16
2014Dynamic Relationship between Oil Price and Inflation in South Africa.(2014) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 16
paper
2020The Effectiveness Of Monetary Policy In South Africa Under Inflation Targeting: Evidence from a Time-Varying Factor-Augmented Vector Autoregressive Model In: Journal of Developing Areas.
[Full Text][Citation analysis]
article1
2016The Effectiveness of Monetary Policy in South Africa under Inflation Targeting: Evidence from a Time-Varying Factor-Augmented Vector Autoregressive Model.(2016) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2009A New-Keynesian DSGE model for forecasting the South African economy In: Journal of Forecasting.
[Full Text][Citation analysis]
article14
2008A New-Keynesian DSGE Model for Forecasting the South African Economy.(2008) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 14
paper
2010Forecasting macroeconomic variables in a small open economy: a comparison between small- and large-scale models In: Journal of Forecasting.
[Full Text][Citation analysis]
article27
2008Forecasting Macroeconomic Variables in a Small Open Economy: A Comparison between Small- and Large-Scale Models.(2008) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 27
paper
2011Forecasting regional house price inflation: a comparison between dynamic factor models and vector autoregressive models In: Journal of Forecasting.
[Full Text][Citation analysis]
article9
2016Dynamic Comovements Between Housing and Oil Markets in the US over 1859 to 2013: a Note In: Atlantic Economic Journal.
[Full Text][Citation analysis]
article13
2015Dynamic Comovements between Housing and Oil Markets in the US over 1859 to 2013: A Note.(2015) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 13
paper
2017Forecasting Home Sales in the Four Census Regions and the Aggregate US Economy Using Singular Spectrum Analysis In: Computational Economics.
[Full Text][Citation analysis]
article2
2014Forecasting Home Sales in the Four Census Regions and the Aggregate US Economy Using Singular Spectrum Analysis.(2014) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2021Forecasting Realized Volatility of Bitcoin: The Role of the Trade War In: Computational Economics.
[Full Text][Citation analysis]
article11
2020Forecasting Realized Volatility of Bitcoin: The Role of the Trade War.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 11
paper
2023A Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting In: Computational Economics.
[Full Text][Citation analysis]
article0
2020Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2020Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting.(2020) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2010Has the SARB become more effective post inflation targeting? In: Economic Change and Restructuring.
[Full Text][Citation analysis]
article11
2009Has the SARB Become More Effective Post Inflation Targeting?.(2009) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 11
paper
2014Real interest rate persistence in South Africa: evidence and implications In: Economic Change and Restructuring.
[Full Text][Citation analysis]
article5
2012Real Interest Rate Persistence in South Africa: Evidence and Implications.(2012) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2012Real Interest Rate Persistence in South Africa: Evidence and Implications.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2017South Africa’s inflation persistence: a quantile regression framework In: Economic Change and Restructuring.
[Full Text][Citation analysis]
article6
2023Economic disasters and inequality: a note In: Economic Change and Restructuring.
[Full Text][Citation analysis]
article0
2017The relationship between population growth and standard-of-living growth over 1870–2013: evidence from a bootstrapped panel Granger causality test In: Empirica.
[Full Text][Citation analysis]
article4
2016The Relationship between Population Growth and Standard-of-Living Growth Over 1870-2013: Evidence from a Bootstrapped Panel Granger Causality Test.(2016) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2018Does tourism cause growth asymmetrically in a panel of G-7 countries? A short note In: Empirica.
[Full Text][Citation analysis]
article6
2019The impact of US uncertainty on the Euro area in good and bad times: evidence from a quantile structural vector autoregressive model In: Empirica.
[Full Text][Citation analysis]
article13
2016The Impact of US Uncertainty on the Euro Area in Good and Bad Times: Evidence from a Quantile Structural Vector Autoregressive Model.(2016) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 13
paper
2021The effects of public expenditures on labour productivity in Europe In: Empirica.
[Full Text][Citation analysis]
article2
2020The Effects of Public Expenditures on Labour Productivity in Europe.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2017Persistence, Mean-Reversion and Non-linearities in $$\hbox {CO2}$$ CO2 Emissions: Evidence from the BRICS and G7 Countries In: Environmental & Resource Economics.
[Full Text][Citation analysis]
article6
2018Convergence in Income Inequality: Further Evidence from the Club Clustering Methodology across States in the U.S. In: International Advances in Economic Research.
[Full Text][Citation analysis]
article9
2017On exchange-rate movements and gold-price fluctuations: evidence for gold-producing countries from a nonparametric causality-in-quantiles test In: International Economics and Economic Policy.
[Full Text][Citation analysis]
article5
2015On Exchange-Rate Movements and Gold-Price Fluctuations: Evidence for Gold-Producing Countries from a Nonparametric Causality-in-Quantiles Test.(2015) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2018Unconventional monetary policy shocks in OECD countries: how important is the extent of policy uncertainty? In: International Economics and Economic Policy.
[Full Text][Citation analysis]
article8
2015Unconventional Monetary Policy Shocks in OECD Countries: How Important is the Extent of Policy Uncertainty?.(2015) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 8
paper
2010Predicting Downturns in the US Housing Market: A Bayesian Approach In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]
article13
2008Predicting Downturns in the US Housing Market: A Bayesian Approach.(2008) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 13
paper
2012The Time-Series Properties of House Prices: A Case Study of the Southern California Market In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]
article32
2009The Time-Series Properties of House Prices: A Case Study of the Southern California Market.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32
paper
2015Time-Varying Effects of Housing and Stock Returns on U.S. Consumption In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]
article10
2016Evolution of the Monetary Transmission Mechanism in the US: the Role of Asset Returns In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]
article5
2014Evolution of the Monetary Transmission Mechanism in the US: The Role of Asset Returns.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2021What Can Fifty-Two Collateralizable Wealth Measures Tell Us About Future Housing Market Returns? Evidence from U.S. State-Level Data In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]
article1
2019What can Fifty-Two Collateralizable Wealth Measures tell us about Future Housing Market Returns? Evidence from U.S. State-Level Data.(2019) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2021High-Frequency Volatility Forecasting of US Housing Markets In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]
article0
2019High-Frequency Volatility Forecasting of US Housing Markets.(2019) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2016Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test In: Open Economies Review.
[Full Text][Citation analysis]
article70
2015Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test.(2015) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 70
paper
2017The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence From a Quantile Predictive Regression Approach In: Open Economies Review.
[Full Text][Citation analysis]
article0
2016The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence from a Quantile Predictive Regression Approach.(2016) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2020Oil shocks and volatility jumps In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]
article4
2018Oil Shocks and Volatility Jumps.(2018) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2019Long-Run Movement and Predictability of Bond Spread for BRICS and PIIGS: The Role of Economic, Financial and Political Risks In: Journal of Reviews on Global Economics.
[Full Text][Citation analysis]
article7
2017Long-Run Movement and Predictability of Bond Spread for BRICS and PIIGS: The Role of Economic, Financial and Political Risks.(2017) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 7
paper
2013The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand In: European Journal of Comparative Economics.
[Full Text][Citation analysis]
article1
2013The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand.(2013) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2012Valuation Ratios and Stock Return Predictability in South Africa: Is It There? In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]
article2
2015Guest Editor’s Introduction In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]
article0
2015Testing the Out-of-Sample Forecasting Ability of a Financial Conditions Index for South Africa In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]
article3
2013Testing the Out-of-Sample Forecasting Ability of a Financial Conditions Index for South Africa.(2013) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2015Can We Beat the Random-Walk Model for the South African Rand–U.S. Dollar and South African Rand–UK Pound Exchange Rates? Evidence from Dynamic Model Averaging In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]
article2
2016The Causal Relationship Between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling Window Approach In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]
article80
2013The Causal Relationship between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling-Window Approach.(2013) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 80
paper
2016Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a Large Number of Predictors In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]
article7
2011Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a Large Number of Predictors.(2011) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 7
paper
2018Monetary Policy Reaction Functions of the TICKs: A Quantile Regression Approach In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]
article0
2017Monetary Policy Reaction Functions of the TICKs: A Quantile Regression Approach.(2017) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2019The Impact of Oil Shocks in a Small Open Economy New-Keynesian Dynamic Stochastic General Equilibrium Model for an Oil-Importing Country: The Case of South Africa In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]
article11
2019Geopolitical Risks, Returns, and Volatility in Emerging Stock Markets: Evidence from a Panel GARCH Model In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]
article26
2020Geopolitical Risks, Returns, and Volatility in Emerging Stock Markets: Evidence from a Panel GARCH Model.(2020) In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26
article
2017Geopolitical Risks, Returns and Volatility in Emerging Stock Markets: Evidence from a Panel GARCH Model.(2017) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 26
paper
2021How Do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]
article1
2019How do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch.(2019) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2021Forecasting the Term Structure of Interest Rates of the BRICS: Evidence from a Nonparametric Functional Data Analysis In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]
article0
2019Forecasting the Term Structure of Interest Rates of the BRICS: Evidence from a Nonparametric Functional Data Analysis.(2019) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2021Oil Price and Exchange Rate Behaviour of the BRICS In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]
article11
2022A Note on the COVID-19 Shock and Real GDP in Emerging Economies In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]
article2
2022The Role of Economic Policy Uncertainty in Predicting Output Growth in Emerging Markets: A Mixed-Frequency Granger Causality Approach In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]
article3
2019The Role of Economic Policy Uncertainty in Predicting Output Growth in Emerging Markets: A Mixed-Frequency Granger Causality Approach.(2019) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2022Commodity Prices and Forecastability of International Stock Returns over a Century: Sentiments versus Fundamentals with Focus on South Africa In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]
article2
2013DGSE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa In: Working Papers.
[Full Text][Citation analysis]
paper7
2013DSGE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa.(2013) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 7
paper
2009Ripple Effects” and Forecasting Home Prices in Los Angeles, Las Vegas, and Phoenix In: Working Papers.
[Full Text][Citation analysis]
paper32
2009“Ripple Effects” and Forecasting Home Prices In Los Angeles, Las Vegas, and Phoenix.(2009) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 32
paper
2012“Ripple effects” and forecasting home prices in Los Angeles, Las Vegas, and Phoenix.(2012) In: The Annals of Regional Science.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32
article
2009Ripple Effects and Forecasting Home Prices in Los Angeles, Las Vegas, and Phoenix.(2009) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32
paper
2009Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States In: Working Papers.
[Full Text][Citation analysis]
paper8
2009Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States.(2009) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 8
paper
2009Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States.(2009) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8
paper
2009Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Mode In: Working Papers.
[Full Text][Citation analysis]
paper11
2009Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Model.(2009) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 11
paper
2009Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Model.(2009) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11
paper
2011Using Large Data Sets to Forecast Sectoral Employment In: Working Papers.
[Full Text][Citation analysis]
paper1
2011Using Large Data Sets to Forecast Sectoral Employment.(2011) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2014Using large data sets to forecast sectoral employment.(2014) In: Statistical Methods & Applications.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
article
2012Using Large Data Sets to Forecast Sectoral Employment.(2012) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2012Was the Recent Downturn in US GDP Predictable? In: Working Papers.
[Full Text][Citation analysis]
paper0
2012Was the Recent Downturn in US GDP Predictable?.(2012) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2013Was the Recent Downturn in US GDP Predictable?.(2013) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2013Housing and the Great Depression In: Working Papers.
[Full Text][Citation analysis]
paper9
2013Housing and the Great Depression.(2013) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 9
paper
2014Housing and the Great Depression.(2014) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9
article
2012Housing and the Great Depression.(2012) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9
paper
2014The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains In: Working Papers.
[Full Text][Citation analysis]
paper4
2013The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains.(2013) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2013The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains.(2013) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2014Time-Varying Effects of Housing and Stock Prices on U.S. Consumption In: Working Papers.
[Full Text][Citation analysis]
paper2
2013Time-Varying Effects of Housing and Stock Prices on U.S. Consumption.(2013) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2013Time-Varying Effects of Housing and Stock Prices on U.S. Consumption.(2013) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2013Testing for persistence with breaks and outliers in South African house prices In: NCID Working Papers.
[Full Text][Citation analysis]
paper6
2012Testing for Persistence with Breaks and Outliers in South African House Prices.(2012) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 6
paper
2012Testing for Persistence with Breaks and Outliers in South African House Prices.(2012) In: Faculty Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6
paper
2019The role of monetary policy uncertainty in predicting equity market volatility of the United Kingdom: evidence from over 150 years of data In: Economics and Business Letters.
[Full Text][Citation analysis]
article1
2018The Role of Monetary Policy Uncertainty in Predicting Equity Market Volatility of the United Kingdom: Evidence from over 150 Years of Data.(2018) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2020Predicting firm-level volatility in the United States: the role of monetary policy uncertainty In: Economics and Business Letters.
[Full Text][Citation analysis]
article0
2020Predicting Firm-Level Volatility in the United States: The Role of Monetary Policy Uncertainty.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2020Testing the white noise hypothesis in high-frequency housing returns of the United States In: Economics and Business Letters.
[Full Text][Citation analysis]
article0
2019Testing the White Noise Hypothesis in High-Frequency Housing Returns of the United States.(2019) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2011Is the Permanent Income Hypothesis Really Well-Suited for Forecasting? In: Eastern Economic Journal.
[Full Text][Citation analysis]
article1
2020Insurance-growth nexus in Africa In: The Geneva Papers on Risk and Insurance - Issues and Practice.
[Full Text][Citation analysis]
article2
2018Insurance-Growth Nexus in Africa.(2018) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2015Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns In: MPRA Paper.
[Full Text][Citation analysis]
paper25
2015Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns.(2015) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 25
paper
2005Revisiting the Temporal Causality between Money and Income In: Working Papers.
[Citation analysis]
paper0
2005The Macroeconomic Reform and the Demand for Money in India In: Working Papers.
[Citation analysis]
paper2
2005Effect of High Yielding Variety of Seeds in the State of West Bengal: An Empirical Quest In: Working Papers.
[Citation analysis]
paper0
2005Financial Liberalization and Inflationary Dynamics in the Context of a Small Open Economy In: Working Papers.
[Citation analysis]
paper0
2005Financial Liberalization and Inflationary Dynamics in the Context of a Small Open Economy.(2005) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2005Rational Expectations and the Effects of Financial Liberalization on Price Level and Output In: Working Papers.
[Citation analysis]
paper0
2005Revisiting the Inflation-Repression Relationship In: Working Papers.
[Citation analysis]
paper0
2006Financial Liberalization with Productive Public Expenditure and A Curb Market In: Working Papers.
[Citation analysis]
paper0
2006An Endogenous Growth Model of a Financially Repressed Small Open Economy In: Working Papers.
[Citation analysis]
paper0
2009An Endogenous Growth Model of a Financially Repressed Small Open Economy.(2009) In: International Economic Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
article
2006Active versus Passive Policies of Unemployment: Growth and Public Finance Perspectives In: Working Papers.
[Citation analysis]
paper0
2006An Investigation of Openness and Economic Growth Using Panel Estimation In: Working Papers.
[Citation analysis]
paper11
2006R&D, Openness, and Growth In: Working Papers.
[Citation analysis]
paper0
2007Bayesian Methods of Forecasting Inventory Investment in South Africa In: Working Papers.
[Citation analysis]
paper0
2007Modelling Preferences of South African Grain Farmers for Adopting Derivative Contracts Using Discrete Choice Models In: Working Papers.
[Citation analysis]
paper0
2007A Panel Bargaining Model within the Regional Boundaries of the South African Grain Industry In: Working Papers.
[Citation analysis]
paper0
2007Temporal Causality between Budget Deficit and Interest Rate: The Case of South Africa In: Working Papers.
[Citation analysis]
paper1
2007Temporal Causality between Taxes and Public Expenditures: The Case of South Africa In: Working Papers.
[Citation analysis]
paper1
2007Forecasting the South African Economy: A DSGE-VAR Approach In: Working Papers.
[Citation analysis]
paper2
2007Forecasting the South African Economy: A DSGE-VAR Approach.(2007) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2008Forecasting the South African Economy : A DSGE-VAR Approach.(2008) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2008Forecasting the South African Economy : A DSGE-VAR Approach.(2008) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2008Time Aggregation and the Contradictions with Causal Relationships: Can Economic Theory Come to the Rescue? In: Working Papers.
[Citation analysis]
paper4
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
article
2008Currency Substitution and Financial Repression In: Working Papers.
[Citation analysis]
paper0
2008Currency Substitution and Financial Repression.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2011Currency Substitution and Financial Repression.(2011) In: International Economic Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
article
2008Measuring the Welfare Cost of Inflation in South Africa: A Reconsideration In: Working Papers.
[Citation analysis]
paper2
2008Testing for Fractional Integration in SADC Real Exchange Rates In: Working Papers.
[Citation analysis]
paper0
2008Is a DFM Well-Suited in Forecasting Regional House Price Inflation? In: Working Papers.
[Citation analysis]
paper0
2008A Dynamic Factor Model for Forecasting Macroeconomic Variables in South Africa In: Working Papers.
[Citation analysis]
paper2
2008Openness, Bureaucratic Corruption and Public Policy in an Endogenous Growth Model In: Working Papers.
[Citation analysis]
paper0
2008Misalignment in the Growth-Maximizing Policies under Alternative Assumptions of Tax Evasion In: Working Papers.
[Citation analysis]
paper0
2008Costly Tax Enforcement and Financial Repression: A Reconsideration Using an Endogenous Growth Model In: Working Papers.
[Citation analysis]
paper0
2008Half-Life Deviations from PPP in the SADC In: Working Papers.
[Citation analysis]
paper0
2008Time Aggregation, Long-Run Money Demand and the Welfare Cost of Inflation In: Working Papers.
[Citation analysis]
paper1
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
article
2008Conditional Loss Estimation Using a South African Global Error Correcting Macroeconometric Model In: Working Papers.
[Citation analysis]
paper1
2008Optimal Public Policy with Endogenous Mortality In: Working Papers.
[Citation analysis]
paper0
2010Optimal public policy with endogenous mortality.(2010) In: Journal of Economic Policy Reform.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
article
2008Should the SARB Have Stayed Time Inconsistent? In: Working Papers.
[Citation analysis]
paper0
2009THE BLESSING OF DIMENSIONALITY IN FORECASTING REAL HOUSE PRICE GROWTH IN THE NINE CENSUS DIVISIONS OF THE US In: Working Papers.
[Citation analysis]
paper6
2009Modelling monetary policy in South Africa: Focus on inflation targeting era using a simple learning rule In: Working Papers.
[Citation analysis]
paper14
2009FORECASTING REAL US HOUSE PRICE: PRINCIPAL COMPONENTS VERSUS BAYESIAN REGRESSIONS In: Working Papers.
[Citation analysis]
paper1
2009The Time-Series Properties of Housing Prices: A Case Study of the Southern California Market In: Working Papers.
[Citation analysis]
paper8
2009The Time-Series Properties on Housing Prices: A Case Study of the Southern California Market.(2009) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8
paper
2009Is the Permanent Income Hypothesis Really Well-Suited for Forecasting? In: Working Papers.
[Citation analysis]
paper2
2009THE EFFECT OF DEFENSE SPENDING ON US OUTPUT: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH In: Working Papers.
[Citation analysis]
paper13
2010THE EFFECT OF DEFENSE SPENDING ON US OUTPUT: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH.(2010) In: Defence and Peace Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13
article
2009Some Benefits of Reducing Inflation in South Africa In: Working Papers.
[Citation analysis]
paper1
2009Could We Have Predicted the Recent Downturn in Home Sales of the Four US Census Regions? In: Working Papers.
[Citation analysis]
paper4
2010Evaluating the Welfare Cost of Inflation in a Monetary Endogenous Growth General Equilibrium Model: The Case of South Africa In: Working Papers.
[Citation analysis]
paper0
2010Financial Market Liberalization, Monetary Policy, and Housing Price Dynamics In: Working Papers.
[Citation analysis]
paper2
2010Financial Market Liberalization, Monetary Policy, and Housing Price Dynamics.(2010) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2010Valuation Ratios and Stock Price Predictability in South Africa: Is it there? In: Working Papers.
[Citation analysis]
paper0
2010Bubbles in South African House Prices and their Impact on Consumption In: Working Papers.
[Citation analysis]
paper4
2010Forecasting Key Macroeconomic Variables of the South African Economy: A Small Open Economy New Keynesian DSGE-VAR Model In: Working Papers.
[Citation analysis]
paper2
2010Production Lags and Growth Dynamics in an Overlapping Generations Endogenous Growth Model In: Working Papers.
[Citation analysis]
paper0
2010The Long-Run Relationship between Inflation and Real Stock Prices: Empirical Evidence from South Africa In: Working Papers.
[Citation analysis]
paper4
2011The long-run relationship between inflation and real stock prices: empirical evidence from South Africa.(2011) In: Journal of Business Economics and Management.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
article
2011Ripple Effects in South African House Prices In: Working Papers.
[Citation analysis]
paper0
2011Reconsidering the Welfare Cost of Inflation in the US: A Nonparametric Estimation of the Nonlinear Long-Run Money Demand Equation using Projection Pursuit Regressions In: Working Papers.
[Citation analysis]
paper6
2014Reconsidering the welfare cost of inflation in the US: a nonparametric estimation of the nonlinear long-run money-demand equation using projection pursuit regressions.(2014) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6
article
2011The Role of Asset Prices in Forecasting Inflation and Output in South Africa In: Working Papers.
[Citation analysis]
paper5
2013The Role of Asset Prices in Forecasting Inflation and Output in South Africa.(2013) In: Journal of Emerging Market Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
article
2011House Prices and Economic Growth in South Africa: Evidence from Provincial-Level Data In: Working Papers.
[Citation analysis]
paper3
2011Relationship between House Prices and Inflation in South Africa: An ARDL Approach In: Working Papers.
[Citation analysis]
paper0
2011Forecasting Key Macroeconomic Variables of the South African Economy Using Bayesian Variable Selection In: Working Papers.
[Citation analysis]
paper0
2011Intertemporal portfolio allocation and hedging demand: An application to South Africa In: Working Papers.
[Citation analysis]
paper2
2014Intertemporal portfolio allocation and hedging demand: an application to South Africa.(2014) In: Journal of Business Economics and Management.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
article
2011Testing the Monetary Model for Exchange Rate Determination in South Africa: Evidence from 101 Years of Data In: Working Papers.
[Citation analysis]
paper10
2013Testing the Monetary Model for Exchange Rate Determination in South Africa: Evidence from 101 Years of Data.(2013) In: Contemporary Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10
article
2011Financial Variables and the Out-of-Sample Forecastability of the Growth Rate of Indian Industrial Production In: Working Papers.
[Citation analysis]
paper0
2011Long- and Short-Run Relationships between House and Stock Prices in South Africa: A Nonparametric Approach In: Working Papers.
[Citation analysis]
paper4
2012SHOULD THE SOUTH AFRICAN RESERVE BANK RESPOND TO EXCHANGE RATE FLUCTUATIONS? EVIDENCE FROM THE COSINE-SQUARED CEPSTRUM In: Working Papers.
[Citation analysis]
paper1
2012Are the Effects of Monetary Policy Asymmetric in India? Evidence from a Nonlinear Vector Autoregression Approach In: Working Papers.
[Citation analysis]
paper6
2012Structural Breaks and Predictive Regressions Models of South African Equity Premium In: Working Papers.
[Citation analysis]
paper0
2012THE IMPACT OF HOUSE PRICES ON CONSUMPTION IN SOUTH AFRICA: EVIDENCE FROM PROVINCIAL-LEVEL PANEL VARs In: Working Papers.
[Citation analysis]
paper10
2013The Impact of House Prices on Consumption in South Africa: Evidence from Provincial-Level Panel VARs.(2013) In: Housing Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10
article
2012Forecasting House Prices for the Four Census Regions and the Aggregate US Economy: The Role of a Data-Rich Environment In: Working Papers.
[Citation analysis]
paper0
2012Do House Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model In: Working Papers.
[Citation analysis]
paper9
2012METROPOLITAN HOUSE PRICES IN INDIA: DO THEY CONVERGE? In: Working Papers.
[Citation analysis]
paper2
2012Do Stock Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model In: Working Papers.
[Citation analysis]
paper13
2015Do Stock Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-varying Vector Autoregressive Model.(2015) In: Journal of Emerging Market Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13
article
2012HOUSE PRICES AND BALANCE OF TRADE DYNAMICS IN SOUTH AFRICA: EVIDENCE FROM AN AGNOSTIC IDENTIFICATION PROCEDURE In: Working Papers.
[Citation analysis]
paper0
2012Predictive Ability of Competing Models for South Africa’s Fixed Business Non- Residential Investment Spending In: Working Papers.
[Citation analysis]
paper0
2012Predicting BRICS Stock Returns Using ARFIMA Models In: Working Papers.
[Citation analysis]
paper15
2014Predicting BRICS stock returns using ARFIMA models.(2014) In: Applied Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15
article
2013MACRO SHOCKS AND HOUSE PRICES IN SOUTH AFRICA In: Working Papers.
[Citation analysis]
paper0
2013FORECASTING THE RAND-DOLLAR AND RAND-POUND EXCHANGE RATES USING DYNAMIC MODEL AVERAGING In: Working Papers.
[Citation analysis]
paper0
2013House Price, Stock Price and Consumption in South Africa: A Structural VAR Approach In: Working Papers.
[Citation analysis]
paper0
2013The Impact of Oil Shocks on the South African Economy In: Working Papers.
[Citation analysis]
paper3
2013Forecasting South African Macroeconomic Data with a Nonlinear DSGE Model In: Working Papers.
[Citation analysis]
paper4
2013The Causal Relationship between House Prices and Economic Growth in the Nine Provinces of South Africa: Evidence from Panel-Granger Causality Tests In: Working Papers.
[Citation analysis]
paper8
2013The Causal Relationship between Imports and Economic Growth in the Nine Provinces of South Africa: Evidence from Panel-Granger Causality Tests In: Working Papers.
[Citation analysis]
paper9
2013The Causal Relationship between Exports and Economic Growth in the Nine Provinces of South Africa: Evidence from Panel-Granger Causality Tests.(2013) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 9
paper
2013Testing for Persistence in Housing Price-to-Income and Price-to-Rent Ratios in 16 OECD Countries In: Working Papers.
[Citation analysis]
paper15
2014Testing for persistence in housing price-to-income and price-to-rent ratios in 16 OECD countries.(2014) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15
article
2013Are House Prices in South Africa Really Non-Stationary? Evidence from SPSM-Based Panel KSS Test with a Fourier Function In: Working Papers.
[Citation analysis]
paper5
2015Are house prices in South Africa really nonstationary? Evidence from SPSM-based panel KSS test with a Fourier function.(2015) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
article
2013The Long-Run Relationship between Consumption, House Prices and Stock Prices in South Africa: Evidence from Provincial-Level Data In: Working Papers.
[Citation analysis]
paper1
2013Identifying a financial conditions index for South Africa In: Working Papers.
[Citation analysis]
paper1
2013Social Status, Inflation and Endogenous Growth in a Cash-in-Advance Economy: A Reconsideration In: Working Papers.
[Citation analysis]
paper2
2013Causality between Research Output and Economic Growth in BRICS In: Working Papers.
[Citation analysis]
paper19
2015Causality between research output and economic growth in BRICS.(2015) In: Quality & Quantity: International Journal of Methodology.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19
article
2013Revisiting the Causal Relationship between Energy Consumption and Economic Growth in South Africa: Evidence from a Bootstrap Rolling Window Approach In: Working Papers.
[Citation analysis]
paper2
2013Forecasting Indian Macroeconomic Variables Using Medium-Scale VAR Models In: Working Papers.
[Citation analysis]
paper0
2013Evolution of Monetary Policy in the US: The Role of Asset Prices In: Working Papers.
[Citation analysis]
paper1
2013Evolution of Monetary Policy in the US: The Role of Asset Prices.(2013) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2013Military Expenditure, Economic Growth and Structural Instability: A Case Study of South Africa In: Working Papers.
[Citation analysis]
paper16
2014Military expenditure, economic growth and structural instability: a case study of South Africa.(2014) In: Defence and Peace Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16
article
2013Do we need a global VAR model to forecast inflation and output in South Africa? In: Working Papers.
[Citation analysis]
paper5
2015Do we need a global VAR model to forecast inflation and output in South Africa?.(2015) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
article
2013Forecasting the US Real Private Residential Fixed Investment Using Large Number of Predictors In: Working Papers.
[Citation analysis]
paper11
2016Forecasting US real private residential fixed investment using a large number of predictors.(2016) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11
article
2014Forecasting US Real Private Residential Fixed Investment Using a Large Number of Predictors.(2014) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11
paper
2013The Dynamic Relationship between House Prices and Output: Evidence from US Metropolitan Statistical Areas In: Working Papers.
[Citation analysis]
paper3
2013Time-Varying Causality between Research Output and Economic Growth in the US In: Working Papers.
[Citation analysis]
paper26
2014Time-varying causality between research output and economic growth in US.(2014) In: Scientometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26
article
2013Modeling the Volatility of the Dow Jones Islamic Market World Index Using a Fractionally Integrated Time Varying GARCH (FITVGARCH) Model In: Working Papers.
[Citation analysis]
paper15
2014Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model.(2014) In: Applied Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15
article
2013Comovement in Euro Area Housing Prices: A Fractional Cointegration Approach In: Working Papers.
[Citation analysis]
paper16
2015Comovement in Euro area housing prices: A fractional cointegration approach.(2015) In: Urban Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16
article
2013Causality between Economic Policy Uncertainty across Countries: Evidence from Linear and Nonlinear Tests In: Working Papers.
[Citation analysis]
paper2
2013Forecasting Real House Price of the U.S.: An Analysis Covering 1890 to 2012 In: Working Papers.
[Citation analysis]
paper0
2013Time-Varying Linkages between Tourism Receipts and Economic Growth in South Africa In: Working Papers.
[Citation analysis]
paper19
2014Time-varying linkages between tourism receipts and economic growth in South Africa.(2014) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19
article
2013Testing the Impact of Exchange Rate Uncertainty on Exports in South Africa In: Working Papers.
[Citation analysis]
paper0
2013Oil Price Uncertainty and Manufacturing Production in South Africa In: Working Papers.
[Citation analysis]
paper0
2013The causal relationship between coal consumption and economic growth in the BRICS countries: Evidence from panel Granger causality tests In: Working Papers.
[Citation analysis]
paper0
2013The causal relationship between natural gas consumption and economic growth: Evidence from the G7 countries In: Working Papers.
[Citation analysis]
paper8
2016The causal relationship between natural gas consumption and economic growth: evidence from the G7 countries.(2016) In: Applied Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8
article
2013The causal relationship between renewable energy consumption and economic growth: Evidence from the G7 countries In: Working Papers.
[Citation analysis]
paper0
2013Causal relationship between nuclear energy consumption and economic growth in the G6 countries: Evidence from panel Granger causality tests In: Working Papers.
[Citation analysis]
paper1
2013CROSS-COUNTRY EVIDENCE ON THE CAUSAL RELATIONSHIP BETWEEN POLICY UNCERTAINTY AND HOUSE PRICES In: Working Papers.
[Citation analysis]
paper4
2013Can the Sharia-Based Islamic Stock Market Returns be Forecasted Using Large Number of Predictors and Models? In: Working Papers.
[Citation analysis]
paper7
2014Can the Sharia-based Islamic stock market returns be forecasted using large number of predictors and models?.(2014) In: Applied Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7
article
2013Does Sunspot Numbers Cause Global Temperatures? Evidence from a Frequency Domain Causality Test In: Working Papers.
[Citation analysis]
paper6
2015Do sunspot numbers cause global temperatures? Evidence from a frequency domain causality test.(2015) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6
article
2013Volatility Transmission between Islamic and Conventional Equity Markets: Evidence from Causality-in-Variance Test In: Working Papers.
[Citation analysis]
paper43
2015Volatility transmission between Islamic and conventional equity markets: evidence from causality-in-variance test.(2015) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 43
article
2013Detecting Predictable Non-linear Dynamics in Dow Jones Industrial Average and Dow Jones Islamic Market Indices using Nonparametric Regressions In: Working Papers.
[Citation analysis]
paper0
2013Convergence of Greenhouse Gas Emissions among G7 Countries In: Working Papers.
[Citation analysis]
paper12
2015Convergence of greenhouse gas emissions among G7 countries.(2015) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12
article
2014Testing for Multiple Bubbles in the BRICS Stock Markets In: Working Papers.
[Citation analysis]
paper19
2014Dutch Disease Effect of Oil Rents on Agriculture Value Added in MENA Countries In: Working Papers.
[Citation analysis]
paper31
2014Volatility Spillover between Energy and Financial Markets In: Working Papers.
[Citation analysis]
paper0
2014Causal relationship between asset prices and output in the US: Evidence from state-level panel Granger causality test In: Working Papers.
[Citation analysis]
paper15
2014Is the South African Reserve Bank Influenced by Exchange Rates when Setting Interest Rates? In: Working Papers.
[Citation analysis]
paper0
2014Convergence in U.S. Metropolitan Statistical Areas In: Working Papers.
[Citation analysis]
paper0
2014Does Debt Ceiling and Government Shutdown Help in Forecasting the US Equity Risk Premium? In: Working Papers.
[Citation analysis]
paper0
2016Does Debt Ceiling and Government Shutdown Help in Forecasting the US Equity Risk Premium?.(2016) In: Panoeconomicus.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
article
2014A Reinvestigation of the Oil Price and Consumer Price Nexus in South Africa: An Asymmetric Causality Approach In: Working Papers.
[Citation analysis]
paper0
2014Does the South African Reserve Bank (SARB) Respond to Oil Price Movements? Historical Evidence from the Frequency Domain In: Working Papers.
[Citation analysis]
paper0
2014Can Debt Ceiling and Government Shutdown Predict US Real Stock Returns? A Boot-strap Rolling-Window Approach In: Working Papers.
[Citation analysis]
paper0
2014Forecasting the Price of Gold In: Working Papers.
[Citation analysis]
paper70
2015Forecasting the price of gold.(2015) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 70
article
2014The Relationship between Population Growth and Economic Growth Over 1870-2013: Evidence from a Bootstrapped Panel-Granger Causality Test In: Working Papers.
[Citation analysis]
paper12
2014Endogenous Fluctuations in an Endogenous Growth Model with Inflation Targeting In: Working Papers.
[Citation analysis]
paper11
2014Real Estate Markets and Uncertainty Shocks: A Variance Causality Approach In: Working Papers.
[Citation analysis]
paper0
2014Research Output and Economic Growth in G7 Countries: New Evidence from Asymmetric Panel Causality Testing In: Working Papers.
[Citation analysis]
paper17
2016Research output and economic growth in G7 countries: new evidence from asymmetric panel causality testing.(2016) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17
article
2014Is the Rand Really Decoupled from Economic Fundamentals? In: Working Papers.
[Citation analysis]
paper0
2014Relationship between Happiness and Smoking: A Bootstrap Panel Causality Test In: Working Papers.
[Citation analysis]
paper1
2014Forecasting US Real House Price Returns over 1831-2013: Evidence from Copula Models In: Working Papers.
[Citation analysis]
paper6
2015Forecasting US real house price returns over 1831-2013: evidence from copula models.(2015) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6
article
2014Date Stamping Historical Oil Price Bubbles: 1876-2014 In: Working Papers.
[Citation analysis]
paper6
2014Date stamping historical oil price bubbles: 1876 - 2014.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6
paper
2014The Nexus between Military Expenditures and Economic Growth in the BRICS and the US: A Bootstrap Panel Causality Test In: Working Papers.
[Citation analysis]
paper2
2014Persistence, Mean Reversion and Non-Linearities in US Housing Prices Over 1830-2013 In: Working Papers.
[Citation analysis]
paper0
2016Persistence, mean reversion and non-linearities in the US housing prices over 1830--2013.(2016) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
article
2014US Inflation Dynamics on Long Range Data In: Working Papers.
[Citation analysis]
paper4
2015US inflation dynamics on long range data.(2015) In: DUTH Research Papers in Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2015US inflation dynamics on long-range data.(2015) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
article
2014Real Estate Returns Predictability Revisited: Novel Evidence from the US REITs Market In: Working Papers.
[Citation analysis]
paper8
2016Real estate returns predictability revisited: novel evidence from the US REITs market.(2016) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8
article
2014Time-Varying Persistence in US Inflation In: Working Papers.
[Citation analysis]
paper5
2017Time-varying persistence in US inflation.(2017) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
article
2014The Asymmetric Effect of Oil Price on Growth across US States In: Working Papers.
[Citation analysis]
paper0
2014The Nonparametric Relationship between Oil and South African Agricultural Prices In: Working Papers.
[Citation analysis]
paper1
2014On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data In: Working Papers.
[Citation analysis]
paper4
2014On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2018On the directional accuracy of inflation forecasts: evidence from South African survey data.(2018) In: Journal of Applied Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
article
2014Causal Link between Oil Price and Uncertainty in India In: Working Papers.
[Citation analysis]
paper0
2014The Relationship between Oil and Agricultural Commodity Prices: A Quantile Causality Approach In: Working Papers.
[Citation analysis]
paper8
2014Time-Varying Causality between Oil and Commodity Prices in the Presence of Structural Breaks and Nonlinearity In: Working Papers.
[Citation analysis]
paper1
2014Did Baltic stock markets offer diversification benefits during the recent financial turmoil? Novel evidence from a nonparametric causality in quantiles test In: Working Papers.
[Citation analysis]
paper0
2014Are there Asymmetric Causal Relationships between Tourism and Economic Growth in a Panel of G-7 Countries? In: Working Papers.
[Citation analysis]
paper10
2014Financial Tail Risks and the Shapes of the Extreme Value Distribution: A Comparison between Conventional and Sharia-Compliant Stock Indexes In: Working Papers.
[Citation analysis]
paper0
2014The Causal Relationship between Energy Consumption and Economic Growth in South Africa: New Evidence from Asymmetric Causality in Frequency Domain In: Working Papers.
[Citation analysis]
paper0
2015The Feldstein-Horioka Puzzle in South Africa: A Fractional Cointegration Approach In: Working Papers.
[Citation analysis]
paper2
2016The Feldstein--Horioka puzzle in South Africa: A fractional cointegration approach.(2016) In: The Journal of International Trade & Economic Development.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
article
2015Inflation-Growth Nexus in Africa: Evidence from a Pooled CCE Multiple Regime Panel Smooth Transition Model In: Working Papers.
[Citation analysis]
paper3
2015Time-Varying Correlations between Trade Balance and Stock Prices in the United States over the Period 1792 to 2013 In: Working Papers.
[Citation analysis]
paper3
2018Time-varying correlations between trade balance and stock prices in the United States over the period 1792 to 2013.(2018) In: Journal of Economics and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
article
2015Modeling and Forecasting Crude Oil Price Volatility: Evidence from Historical and Recent Data In: Working Papers.
[Citation analysis]
paper0
2015Modeling and forecasting crude oil price volatility: Evidence from historical and recent data.(2015) In: FinMaP-Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2015Forecasting the US CPI: Does Nonlinearity Matter? In: Working Papers.
[Citation analysis]
paper6
2015Causality and Contagion in EMU Sovereign Bonds Revisited: Novel Evidence from Nonlinear Causality Tests In: Working Papers.
[Citation analysis]
paper1
2015The Macroeconomic Effects of Uncertainty Shocks in India In: Working Papers.
[Citation analysis]
paper0
2015The Time-Series Linkages between US Fiscal Policy and Asset Prices In: Working Papers.
[Citation analysis]
paper2
2020The Time-series Linkages between US Fiscal Policy and Asset Prices.(2020) In: Public Finance Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
article
2016The time-series linkages between US fiscal policy and asset prices.(2016) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2015Dynamic Spillovers in the United States: Stock Market, Housing, Uncertainty and the Macroeconomy In: Working Papers.
[Citation analysis]
paper7
2016Dynamic Spillovers in the United States: Stock Market, Housing, Uncertainty, and the Macroeconomy.(2016) In: Southern Economic Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7
article
2015Time-Frequency Relationship between U.S. Output with Commodity and Asset Prices In: Working Papers.
[Citation analysis]
paper7
2016Time-frequency relationship between US output with commodity and asset prices.(2016) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7
article
2015How Independent are the South African Reserve Bank’s Monetary Policy Decisions? Evidence from a Global New-Keynesian DSGE Model In: Working Papers.
[Citation analysis]
paper0
2015Income Inequality: A State-by-State Complex Network Analysis In: Working Papers.
[Citation analysis]
paper1
2016Income Inequality: A State-by-State Complex Network Analysis.(2016) In: DUTH Research Papers in Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2016Income Inequality: A State-by-State Complex Network Analysis.(2016) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2015A Nonlinear Approach for Predicting Stock Returns and Volatility with the Use of Investor Sentiment Indices In: Working Papers.
[Citation analysis]
paper12
2016A non-linear approach for predicting stock returns and volatility with the use of investor sentiment indices.(2016) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12
article
2015Identifying Asymmetries between Socially Responsible and Conventional Investments In: Working Papers.
[Citation analysis]
paper1
2015Convergence in Income Inequality: Further Evidence from the Club Clustering Methodology across the U.S. States In: Working Papers.
[Citation analysis]
paper0
2016Convergence in Income Inequality: Further Evidence from the Club Clustering Methodology across the U.S. States.(2016) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2015Convergence of Health Care Expenditures across the US States: A Reconsideration In: Working Papers.
[Citation analysis]
paper5
2017Convergence of Health Care Expenditures Across the US States: A Reconsideration.(2017) In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
article
2015Detection of Multiple Bubbles in South African Electricity Prices In: Working Papers.
[Citation analysis]
paper0
2015Forecasting Inflation in an Inflation Targeting Economy: Structural Versus Non-Structural Models In: Working Papers.
[Citation analysis]
paper0
2017Forecasting inflation in an inflation targeting economy: structural versus nonstructural models.(2017) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
article
2015The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach In: Working Papers.
[Citation analysis]
paper2
2019The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach.(2019) In: DUTH Research Papers in Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2017The Informational Content of the Term Spread in Forecasting the US Inflation Rate: A Nonlinear Approach.(2017) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
article
2015Modeling and Forecasting Carbon Dioxide Emission Allowance Spot Price Volatility: Multifractal vs. GARCH-Type Volatility Models In: Working Papers.
[Citation analysis]
paper0
2015Modeling and Forecasting Carbon Dioxide Emission Allowance Spot Price Volatility: Multifractal vs. GARCH-type Volatility Models.(2015) In: FinMaP-Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2015Forecasting Accuracy Evaluation of Tourist Arrivals: Evidence from Parametric and Non-Parametric Techniques In: Working Papers.
[Citation analysis]
paper1
2015Evidence of Persistence in U.S. Short and Long-Term Interest Rates Using Long-Span Monthly and Annual Data In: Working Papers.
[Citation analysis]
paper0
2015Do Commodities Herd? Evidence from a Time-Varying Stochastic Volatility Model In: Working Papers.
[Citation analysis]
paper6
2015The Role of Economic Policy Uncertainty in Predicting U.S. Recessions: A Mixed-Frequency Markov-Switching Vector Autoregressive Approach In: Working Papers.
[Citation analysis]
paper30
2016The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach.(2016) In: Economics Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30
paper
2016The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach.(2016) In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30
article
2015Energy Demand in South Africa: Is it Asymmetric? In: Working Papers.
[Citation analysis]
paper0
2015The Changing Dynamics of South Africas Inflation Persistence: Evidence from a Quantile Regression Framework In: Working Papers.
[Citation analysis]
paper0
2015Asymmetric Granger Causality between Military Expenditures and Economic Growth in Top Six Defense Suppliers In: Working Papers.
[Citation analysis]
paper1
2015Are Health Care Expenditures and Personal Disposable Income Characterised by Asymmetric Behaviour? Evidence from US State-Level Data In: Working Papers.
[Citation analysis]
paper0
2017Are Health Care Expenditures and Personal Disposable Income Characterised by Asymmetric Behaviour? Evidence from US State-Level Data.(2017) In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
article
2015Forecasting Output Growth using a DSGE-Based Decomposition of the South African Yield Curve In: Working Papers.
[Citation analysis]
paper1
2020Forecasting output growth using a DSGE-based decomposition of the South African yield curve.(2020) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
article
2015South African Stock Returns Predictability using Domestic and Global Economic Policy Uncertainty: Evidence from a Nonparametric Causality-in-Quantiles Approach In: Working Papers.
[Citation analysis]
paper9
2015Energy Efficiency Drivers in South Africa: 1965-2014 In: Working Papers.
[Citation analysis]
paper0
2015Is Economic Policy Uncertainty Related to Suicide Rates? Evidence from the United States In: Working Papers.
[Citation analysis]
paper8
2017Is Economic Policy Uncertainty Related to Suicide Rates? Evidence from the United States.(2017) In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8
article
2015Persistence, Mean-Reversion and Non-Linearities in Infant Mortality Rates In: Working Papers.
[Citation analysis]
paper6
2017Persistence, Mean-Reversion and Non-linearities in Infant Mortality Rates.(2017) In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6
article
2015Predicting Stock Returns and Volatility with Investor Sentiment Indices: A Reconsideration using a Nonparametric Causality-in-Quantiles Test In: Working Papers.
[Citation analysis]
paper2
2015Predictability of Sustainable Investments and the Role of Uncertainty: Evidence from a Non-Parametric Causality-in-Quantiles Test In: Working Papers.
[Citation analysis]
paper13
2015The Predictability of cay and cayMS for Stock and Housing Returns: A Nonparametric Causality in Quantile Test In: Working Papers.
[Citation analysis]
paper1
2015Technical Efficiency of Connecticut Long Island Sound Lobster Fishery: A Nonparametric Approach to Aggregate Frontier Analysis In: Working Papers.
[Citation analysis]
paper2
2016Technical efficiency of Connecticut Long Island Sound lobster fishery: a nonparametric approach to aggregate frontier analysis.(2016) In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
article
2015The US Real GNP is Trend-Stationary After All In: Working Papers.
[Citation analysis]
paper5
2017The US real GNP is trend-stationary after all.(2017) In: Applied Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
article
2015The Impact of Economic Policy Uncertainty on US Real Housing Returns and their Volatility: A Nonparametric Approach In: Working Papers.
[Citation analysis]
paper1
2015The Time-Varying Correlation between Output and Prices in the United States over 1800 to 2014 In: Working Papers.
[Citation analysis]
paper0
2015Forecasting Key US Macroeconomic Variables with a Factor-Augmented Qual VAR In: Working Papers.
[Citation analysis]
paper3
2017Forecasting key US macroeconomic variables with a factor?augmented Qual VAR.(2017) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
article
2015The Role of Domestic and Global Economic Policy Uncertainties in Predicting Stock Returns and their Volatility for Hong Kong, Malaysia and South Korea: Evidence from a Nonparametric Causality-in-Quant In: Working Papers.
[Citation analysis]
paper2
2015A Historical Analysis of the US Stock Price Index using Empirical Mode Decomposition over 1791-2015 In: Working Papers.
[Citation analysis]
paper1
2016A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015.(2016) In: Economics Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2016A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015.(2016) In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
article
2015Time-Frequency Relationship between Inflation and Inflation Uncertainty for the U.S.: Evidence from Historical Data In: Working Papers.
[Citation analysis]
paper4
2016Time-Frequency Relationship between Inflation and Inflation Uncertainty for the U.S.: Evidence from Historical Data.(2016) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2015Causal Effects of the United States and Japan on Pacific-Rim Stock Markets: Nonparametric Quantile Causality Approach In: Working Papers.
[Citation analysis]
paper12
2018Causal effects of the United States and Japan on Pacific-Rim stock markets: nonparametric quantile causality approach.(2018) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12
article
2015Predicting South African Equity Premium using Domestic and Global Economic Policy Uncertainty Indices: Evidence from a Bayesian Graphical Model In: Working Papers.
[Citation analysis]
paper2
2015Causality between Per Capita Real GDP and Income Inequality in the U.S.: Evidence from a Wavelet Analysis In: Working Papers.
[Citation analysis]
paper4
2018Causality Between Per Capita Real GDP and Income Inequality in the U.S.: Evidence from a Wavelet Analysis.(2018) In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
article
2016Causality between Per Capita Real GDP and Income Inequality in the U.S.: Evidence from a Wavelet Analysis.(2016) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2016Time-Varying Correlations between Inflation and Stock Prices in the United States over the Last Two Centuries In: Working Papers.
[Citation analysis]
paper2
2016Revisiting the Twin Deficits Hypothesis: A Quantile Cointegration Analysis over the Period of 1791-2013 In: Working Papers.
[Citation analysis]
paper1
2019Revisiting the twin deficits hypothesis: a quantile cointegration analysis over the period 1791-2013.(2019) In: Journal of Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
article
2016Terror Attacks and Stock-Market Fluctuations: Evidence Based on a Nonparametric Causality-in-Quantiles Test for the G7 Countries In: Working Papers.
[Citation analysis]
paper22
2018Terror attacks and stock-market fluctuations: evidence based on a nonparametric causality-in-quantiles test for the G7 countries.(2018) In: The European Journal of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22
article
2016Impact of Activity Tax in the Property-Owning and Subletting of Fixed Property Sectors on the South African Economy: A CGE Analysis In: Working Papers.
[Citation analysis]
paper1
2016The Term Premium as a Leading Macroeconomic Indicator In: Working Papers.
[Citation analysis]
paper0
2016Productive Efficiency of Connecticut Long Island Lobster Fishery Using a Finite Mixture Model In: Working Papers.
[Citation analysis]
paper0
2016Do Terror Attacks Affect the Dollar-Pound Exchange Rate? A Nonparametric Causality-in-Quantiles Analysis In: Working Papers.
[Citation analysis]
paper1
2016An Analysis of the Relationship between U.S. State Level Carbon Dioxide Emissions and Health Care Expenditure In: Working Papers.
[Citation analysis]
paper1
2016Effectiveness of Monetary Policy in the Euro Area: The Role of US Economic Policy Uncertainty In: Working Papers.
[Citation analysis]
paper2
2016Testing the Efficiency of the Art Market using Quantile-Based Unit Root Tests with Sharp and Smooth Breaks In: Working Papers.
[Citation analysis]
paper1
2016A Time Series Analysis of Long Island Sound Lobster Fishery In: Working Papers.
[Citation analysis]
paper0
2016Price Convergence Patterns across U.S. States In: Working Papers.
[Citation analysis]
paper0
2019Price Convergence Patterns across U.S. States.(2019) In: Panoeconomicus.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
article
2016Does U.S. News Impact Asian Emerging Markets? Evidence from Nonparametric Causality-in-Quantiles Test In: Working Papers.
[Citation analysis]
paper4
2016Can Weather Conditions in New York Predict South African Stock Returns? In: Working Papers.
[Citation analysis]
paper0
2016Are Housing Price Cycles Asymmetric? Evidence from the US States and Metropolitan Areas In: Working Papers.
[Citation analysis]
paper1
2016The Effect of Investor Sentiment on Gold Market Dynamics In: Working Papers.
[Citation analysis]
paper0
2016Components of Economic Policy Uncertainty and Predictability of US Stock Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantile Approach In: Working Papers.
[Citation analysis]
paper7
2016Housing Market Spillovers in South Africa: Evidence from an Estimated Small Open Economy DSGE Model In: Working Papers.
[Citation analysis]
paper5
2020Housing market spillovers in South Africa: evidence from an estimated small open economy DSGE model.(2020) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
article
2016The Effect of Gold Market Speculation on REIT Returns in South Africa: A Behavioral Perspective In: Working Papers.
[Citation analysis]
paper7
2017The effect of gold market speculation on REIT returns in South Africa: a behavioral perspective.(2017) In: Journal of Economics and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7
article
2016The Impact of Oil Shocks in a Small Open Economy New-Keynesian Dynamic Stochastic General Equilibrium Model for South Africa In: Working Papers.
[Citation analysis]
paper4
2016Modelling Long Memory Volatility in the Bitcoin Market: Evidence of Persistence and Structural Breaks In: Working Papers.
[Citation analysis]
paper69
2019Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks.(2019) In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 69
article
2016Efficiency in South African Agriculture: A Two-Stage Fuzzy Approach In: Working Papers.
[Citation analysis]
paper0
2016Can Volume Predict Bitcoin Returns and Volatility? A Nonparametric Causality-in-Quantiles Approach In: Working Papers.
[Citation analysis]
paper3
2016Analysis of Herding in REITs of an Emerging Market: The Case of Turkey In: Working Papers.
[Citation analysis]
paper3
2016Forecasting US GNP Growth: The Role of Uncertainty In: Working Papers.
[Citation analysis]
paper8
2018Forecasting US GNP growth: The role of uncertainty.(2018) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8
article
2016Differences of Opinion and Stock Market Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach In: Working Papers.
[Citation analysis]
paper0
2018Differences of opinion and stock market volatility: evidence from a nonparametric causality-in-quantiles approach.(2018) In: Journal of Economics and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
article
2016Does Geopolitical Risks Predict Stock Returns and Volatility of Leading Defense Companies? Evidence from a Nonparametric Approach In: Working Papers.
[Citation analysis]
paper12
2016Asymmetric dynamics of insurance premium: The impacts of output and economic policy uncertainty In: Working Papers.
[Citation analysis]
paper15
2019Asymmetric dynamics of insurance premium: the impacts of output and economic policy uncertainty.(2019) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15
article
2016The Predictive Power of Industrial Electricity Usage Revisited: Evidence from Nonparametric Causality Tests In: Working Papers.
[Citation analysis]
paper0
2016Forecasting the Probability of Recessions in South Africa: The Role of Decomposed Term-Spread and Economic Policy Uncertainty In: Working Papers.
[Citation analysis]
paper1
2019Forecasting the Probability of Recessions in South Africa: the Role of Decomposed Term Spread and Economic Policy Uncertainty.(2019) In: Journal of International Development.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
article
2016The Relationship between the Inflation Rate and Inequality across US States: A Semiparametric Approach In: Working Papers.
[Citation analysis]
paper10
2018The relationship between the inflation rate and inequality across U.S. states: a semiparametric approach.(2018) In: Quality & Quantity: International Journal of Methodology.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10
article
2017The Relationship between the Inflation Rate and Inequality across U.S. States: A Semiparametric Approach.(2017) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10
paper
2016Modeling U.S. Historical Time-Series Prices and Inflation Using Various Linear and Nonlinear Long-Memory Approaches In: Working Papers.
[Citation analysis]
paper0
2017Modeling U.S. Historical Time-Series Prices and Inflation Using Various Linear and Nonlinear Long-Memory Approaches.(2017) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2016Do Leading Indicators Forecast U.S. Recessions? A Nonlinear Re-Evaluation Using Historical Data In: Working Papers.
[Citation analysis]
paper0
2017Openness and Growth: Is the Relationship Non-Linear? In: Working Papers.
[Citation analysis]
paper0
2023Openness and growth: Is the relationship non?linear?.(2023) In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
article
2017Does Global Fear Predict Fear in BRICS Stock Markets? Evidence from a Bayesian Graphical VAR Model In: Working Papers.
[Citation analysis]
paper4
2017Current Account Sustainability in G7 and BRICS: Evidence from a Long Memory Model with Structural Breaks In: Working Papers.
[Citation analysis]
paper5
2018Current account sustainability in G7 and BRICS: Evidence from a long-memory model with structural breaks.(2018) In: The Journal of International Trade & Economic Development.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
article
2017Causality between Output and Income Inequality across US States: Evidence from a Heterogeneous Mixed Panel Approach In: Working Papers.
[Citation analysis]
paper0
2018Causality between Output and Income Inequality across U.S. States: Evidence from a Heterogeneous Mixed Panel Approach.(2018) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2017Asymmetric Behaviour in Nominal and Real Housing Prices: Evidence from Advanced and Emerging Economies In: Working Papers.
[Citation analysis]
paper2
2017Credit Ratings and Predictability of Stock Returns and Volatility of the BRICS and the PIIGS: Evidence from a Nonparametric Causality-in-Quantiles Approach In: Working Papers.
[Citation analysis]
paper0
2017Price Jumps in Developed Stock Markets: The Role of Monetary Policy Committee Meetings In: Working Papers.
[Citation analysis]
paper6
2019Price jumps in developed stock markets: the role of monetary policy committee meetings.(2019) In: Journal of Economics and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6
article
2017Do Bivariate Multifractal Models Improve Volatility Forecasting in Financial Time Series? An Application to Foreign Exchange and Stock Markets In: Working Papers.
[Citation analysis]
paper1
2017A Note on the Impact of Unconventional Monetary Policy Shocks in the US on Emerging Market REITs: A Qual VAR Approach In: Working Papers.
[Citation analysis]
paper1
2017Macroeconomic Uncertainty, Growth and Inflation in the Eurozone: A Causal Approach In: Working Papers.
[Citation analysis]
paper0
2018Macroeconomic uncertainty, growth and inflation in the Eurozone: a causal approach.(2018) In: Applied Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
article
2017Unemployment Rate Hysteresis and the Great Recession: Exploring the Metropolitan Evidence In: Working Papers.
[Citation analysis]
paper8
2019Unemployment rate hysteresis and the great recession: exploring the metropolitan evidence.(2019) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8
article
2017Partisan Conflict and Income Distribution in the United States: A Nonparametric Causality-in-Quantiles Approach In: Working Papers.
[Citation analysis]
paper2
2017Partisan Conflict and Income Distribution in the United States: A Nonparametric Causality-in-Quantiles Approach.(2017) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2017Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note In: Working Papers.
[Citation analysis]
paper32
2019Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note.(2019) In: Defence and Peace Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32
article
2017Does Partisan Conflict Predict a Reduction in US Stock Market (Realized) Volatility? Evidence from a Quantile-on-Quantile Regression Model In: Working Papers.
[Citation analysis]
paper4
2017A 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 In: Working Papers.
[Citation analysis]
paper1
2017Oil Speculation and Herding Behavior in Emerging Stock Markets In: Working Papers.
[Citation analysis]
paper9
2019Oil speculation and herding behavior in emerging stock markets.(2019) In: Journal of Economics and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9
article
2017On the Predictability of Stock Market Bubbles: Evidence from LPPLS ConfidenceTM Multi-scale Indicators In: Working Papers.
[Citation analysis]
paper15
2019On the predictability of stock market bubbles: evidence from LPPLS confidence multi-scale indicators.(2019) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15
article
2017The Effect of Economic Uncertainty on the Housing Market Cycle In: Working Papers.
[Citation analysis]
paper7
2017Country Risk Ratings and Stock Market Returns in BRICS Countries: A Nonlinear Dynamic Approach In: Working Papers.
[Citation analysis]
paper1
2017Kuznets Curve for the US: A Reconsideration Using Cosummability In: Working Papers.
[Citation analysis]
paper4
2019Kuznets Curve for the US: A Reconsideration Using Cosummability.(2019) In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
article
2017Volatility Spillovers between Interest Rates and Equity Markets of Developed Economies: A Note In: Working Papers.
[Citation analysis]
paper0
2017Time-Varying Role of Macroeconomic Shocks on House Prices in the US and UK: Evidence from Over 150 Years of Data In: Working Papers.
[Citation analysis]
paper5
2020Time-varying role of macroeconomic shocks on house prices in the US and UK: evidence from over 150 years of data.(2020) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
article
2017Exchange Rate Returns and Volatility: The Role of Time-Varying Rare Disaster Risks In: Working Papers.
[Citation analysis]
paper4
2019Exchange rate returns and volatility: the role of time-varying rare disaster risks.(2019) In: The European Journal of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
article
2017The Role of Time-Varying Rare Disaster Risks in Predicting Bond Returns and Volatility In: Working Papers.
[Citation analysis]
paper3
2019The role of time?varying rare disaster risks in predicting bond returns and volatility.(2019) In: Review of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
article
2017The Role of Economic Uncertainty in Forecasting Exchange Rate Returns and Realized Volatility: Evidence from Quantile Predictive Regressions In: Working Papers.
[Citation analysis]
paper22
2018The role of economic uncertainty in forecasting exchange rate returns and realized volatility: Evidence from quantile predictive regressions.(2018) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22
article
2017Economic Policy Uncertainty and Insurance In: Working Papers.
[Citation analysis]
paper2
2017An Assessment of UK Macroeconomic Volatility: Historical Evidence Using Over Seven Centuries of Data In: Working Papers.
[Citation analysis]
paper0
2018Does Financial Development Affect Income Inequality in the U.S. States? A Panel Data Analysis In: Working Papers.
[Citation analysis]
paper4
2018Investor Sentiment and Crash Risk in Safe Havens In: Working Papers.
[Citation analysis]
paper0
2019Investor Sentiment and Crash Risk in Safe Havens.(2019) In: Journal of Economics and Behavioral Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
article
2018International Monetary Policy Spillovers: Evidence from a TVP-VAR In: Working Papers.
[Citation analysis]
paper0
2018Geopolitical Risks and Recessions in a Panel of Advanced Economies: Evidence from Over a Century of Data In: Working Papers.
[Citation analysis]
paper12
2019Geopolitical risks and recessions in a panel of advanced economies: evidence from over a century of data.(2019) In: Applied Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12
article
2018Does Liquidity Risk Explain the Time-Variation in Asset Correlations? Evidence from Stocks, Bonds and Commodities In: Working Papers.
[Citation analysis]
paper2
2018Does Liquidity Risk Explain the Time-Variation in Asset Correlations? Evidence from Stocks, Bonds and Commodities.(2018) In: Journal of Economics and Behavioral Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
article
2018Persistence of Economic Uncertainty: A Comprehensive Analysis In: Working Papers.
[Citation analysis]
paper3
2019Persistence of economic uncertainty: a comprehensive analysis.(2019) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
article
2018Presidential Cycles and Time-Varying Bond-Stock Correlations: Evidence from More than Two Centuries of Data In: Working Papers.
[Citation analysis]
paper2
2018Spillovers between Bitcoin and other Assets during Bear and Bull Markets In: Working Papers.
[Citation analysis]
paper101
2018Spillovers between Bitcoin and other assets during bear and bull markets.(2018) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 101
article
2018Oil Price Volatility and Economic Growth: Evidence from Advanced OECD Countries using over One Century of Data In: Working Papers.
[Citation analysis]
paper2
2018Investor Sentiment Connectedness: Evidence from Linear and Nonlinear Causality Approaches In: Working Papers.
[Citation analysis]
paper1
2021INVESTOR SENTIMENT CONNECTEDNESS: EVIDENCE FROM LINEAR AND NONLINEAR CAUSALITY APPROACHES.(2021) In: Annals of Financial Economics (AFE).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
article
2018High-Frequency Impact of Monetary Policy and Macroeconomic Surprises on US MSAs and Aggregate US Housing Returns and Volatility: A GJR-GARCH Approach In: Working Papers.
[Citation analysis]
paper2
2018Asymmetric Effects of Inequality on Per Capita Real GDP of the United States In: Working Papers.
[Citation analysis]
paper0
2018Dynamic and Asymmetric Response of Inequality to Income Volatility: The Case of the United Kingdom In: Working Papers.
[Citation analysis]
paper6
2020Dynamic and Asymmetric Response of Inequality to Income Volatility: The Case of the United Kingdom.(2020) In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6
article
2018Are BRICS Exchange Rates Chaotic? In: Working Papers.
[Citation analysis]
paper2
2019Are BRICS exchange rates chaotic?.(2019) In: Applied Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
article
2018Is There a Role for Uncertainty in Forecasting Output Growth in OECD Countries? Evidence from a Time Varying Parameter-Panel Vector Autoregressive Model In: Working Papers.
[Citation analysis]
paper0
2019Is there a role for uncertainty in forecasting output growth in OECD countries? Evidence from a time-varying parameter-panel vector autoregressive model.(2019) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
article
2018Macroeconomic Uncertainty and the Comovement in Buying versus Renting in the United States In: Working Papers.
[Citation analysis]
paper0
2018Frequency-Dependent Real-Time Effects of Uncertainty in the United States: Evidence from Daily Data In: Working Papers.
[Citation analysis]
paper1
2020Frequency-dependent real-time effects of uncertainty in the United States: evidence from daily data.(2020) In: Applied Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
article
2018Herding Behaviour in the Cryptocurrency Market In: Working Papers.
[Citation analysis]
paper17
2018Effects of Geopolitical Risks on Trade Flows: Evidence from the Gravity Model In: Working Papers.
[Citation analysis]
paper32
2019Effects of geopolitical risks on trade flows: evidence from the gravity model.(2019) In: Eurasian Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32
article
2018Efficiency in BRICS Currency Markets using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability In: Working Papers.
[Citation analysis]
paper1
2019Efficiency in BRICS Currency Markets Using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability.(2019) In: Journal of Economics and Behavioral Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
article
2018Bayesian Spatial Modeling for Housing Data in South Africa In: Working Papers.
[Citation analysis]
paper0
2021Bayesian Spatial Modeling for Housing Data in South Africa.(2021) In: Sankhya B: The Indian Journal of Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
article
2018Persistence and Cyclical Dynamics of US and UK House Prices: Evidence from Over 150 Years of Data In: Working Papers.
[Citation analysis]
paper4
2021Persistence and cyclical dynamics of US and UK house prices: Evidence from over 150 years of data.(2021) In: Urban Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
article
2018Greek Economic Policy Uncertainty: Does it Matter for the European Union? In: Working Papers.
[Citation analysis]
paper2
2018Time-Varying Impact of Geopolitical Risks on Oil Prices In: Working Papers.
[Citation analysis]
paper63
2020Time-Varying Impact of Geopolitical Risks on Oil Prices.(2020) In: Defence and Peace Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 63
article
2018The Role of Housing Sentiment in Forecasting US Home Sales Growth: Evidence from a Bayesian Compressed Vector Autoregressive Model In: Working Papers.
[Citation analysis]
paper0
2019The role of housing sentiment in forecasting U.S. home sales growth: evidence from a Bayesian compressed vector autoregressive model.(2019) In: Economic Research-Ekonomska Istraživanja.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
article
2018Uncertainty and Volatility Jumps in the Pound-Dollar Exchange Rate: Evidence from Over One Century of Data In: Working Papers.
[Citation analysis]
paper0
2018Manager Sentiment and Stock Market Volatility In: Working Papers.
[Citation analysis]
paper0
2018The Impact of US Uncertainty Shocks on a Panel of Advanced and Emerging Market Economies: The Role of Exchange Rate, Trade and Financial Channels In: Working Papers.
[Citation analysis]
paper1
2018Geopolitical Risks and the Predictability of Regional Oil Returns and Volatility In: Working Papers.
[Citation analysis]
paper3
2018On the Transmission Mechanism of Asia-Pacific Yield Curve Characteristics In: Working Papers.
[Citation analysis]
paper3
2022On the transmission mechanism of Asia?Pacific yield curve characteristics.(2022) In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
article
2018Predicting Aggregate and State-Level US House Price Volatility: The Role of Sentiment In: Working Papers.
[Citation analysis]
paper0
2018Forecasting Changes of Economic Inequality: A Boosting Approach In: Working Papers.
[Citation analysis]
paper0
2018Jumps Beyond the Realms of Cricket: India’s Performance in One Day Internationals and Stock Market Movements In: Working Papers.
[Citation analysis]
paper2
2020Jumps beyond the realms of cricket: Indias performance in One Day Internationals and stock market movements.(2020) In: Journal of Applied Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
article
2018Forecasting Interest Rate Volatility of the United Kingdom: Evidence from over 150 Years of Data In: Working Papers.
[Citation analysis]
paper2
2020Forecasting interest rate volatility of the United Kingdom: evidence from over 150 years of data.(2020) In: Journal of Applied Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
article
2018Presidential Cycles in the United States and the Dollar-Pound Exchange Rate: Evidence from over Two Centuries of Data In: Working Papers.
[Citation analysis]
paper0
2018Mortgage Default Risks and High-Frequency Predictability of the US Housing Market: A Reconsideration In: Working Papers.
[Citation analysis]
paper0
2018Political Cycles in the United States and Stock Market Volatility in other Advanced Economies: An EGARCH Approach In: Working Papers.
[Citation analysis]
paper0
2018Forecasting (Good and Bad) Realized Exchange-Rate Volatility: Is there a Role for Realized Skewness and Kurtosis? In: Working Papers.
[Citation analysis]
paper1
2018Forecasting Stock Market (Realized) Volatility in the United Kingdom: Is There a Role for Economic Inequality? In: Working Papers.
[Citation analysis]
paper0
2019Forecasting Realized Volatility of Bitcoin Returns: Tail Events and Asymmetric Loss In: Working Papers.
[Citation analysis]
paper7
2021Forecasting realized volatility of bitcoin returns: tail events and asymmetric loss.(2021) In: The European Journal of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7
article
2019Macroeconomic Uncertainty Connections across the US States: Evidence from a Bayesian Graphical Structural VAR (BGSVAR) Model In: Working Papers.
[Citation analysis]
paper0
2019Variants of Consumption-Wealth Ratios and Predictability of U.S. Government Bond Risk Premia: Old is still Gold In: Working Papers.
[Citation analysis]
paper0
2019Halloween Effect in Developed Stock Markets: A US Perspective In: Working Papers.
[Citation analysis]
paper1
2019The Risk Exposures of Safe Havens to Global and Regional Stock Market Shocks: A Novel Approach In: Working Papers.
[Citation analysis]
paper0
2019Contagion between Stock and Real Estate Markets: International Evidence from a Local Gaussian Correlation Approach In: Working Papers.
[Citation analysis]
paper2
2019Does U.K.’s Real GDP have a Unit Root? Evidence from a Multi-Century Perspective In: Working Papers.
[Citation analysis]
paper1
2019Risk Aversion and Bitcoin Returns in Normal, Bull, and Bear Markets In: Working Papers.
[Citation analysis]
paper3
2019Monetary Policy Reaction to Uncertainty in Japan: Evidence from a Quantile-on-Quantile Interest Rate Rule In: Working Papers.
[Citation analysis]
paper0
2022Monetary policy reaction to uncertainty in Japan: Evidence from a quantile?on?quantile interest rate rule.(2022) In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
article
2019Does Trading Behaviour Converge across Commodity Markets? Evidence from the Perspective of Hedgers’ Sentiment In: Working Papers.
[Citation analysis]
paper0
2019Fisher Variables and Income Inequality in the BRICS In: Working Papers.
[Citation analysis]
paper0
2019Is the Housing Market in the United States Really Weakly-Efficient? In: Working Papers.
[Citation analysis]
paper0
2020Is the Housing Market in the United States Really Weakly-Efficient?.(2020) In: Applied Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
article
2019The Role of Real Estate Uncertainty in Predicting US Home Sales Growth: Evidence from a Quantiles-Based Bayesian Model Averaging Approach In: Working Papers.
[Citation analysis]
paper2
2020The role of real estate uncertainty in predicting US home sales growth: evidence from a quantiles-based Bayesian model averaging approach.(2020) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
article
2019The Predictability of Stock Market Volatility in Emerging Economies: Relative Roles of Local, Regional and Global Business Cycles In: Working Papers.
[Citation analysis]
paper7
2020The predictability of stock market volatility in emerging economies: Relative roles of local, regional, and global business cycles.(2020) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7
article
2019Monetary Policy Uncertainty and Volatility Jumps in Advanced Equity Markets In: Working Papers.
[Citation analysis]
paper0
2019Effect of Uncertainty on U.S. Stock Returns and Volatility: Evidence from Over Eighty Years of High-Frequency Data In: Working Papers.
[Citation analysis]
paper1
2020Effect of uncertainty on U.S. stock returns and volatility: evidence from over eighty years of high-frequency data.(2020) In: Applied Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
article
2019The Relationship between Economic Uncertainty and Corporate Tax Rates In: Working Papers.
[Citation analysis]
paper0
2019Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment In: Working Papers.
[Citation analysis]
paper2
2022Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment.(2022) In: Journal of Behavioral Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
article
2019125 Years of Time-Varying Effects of Fiscal Policy on Financial Markets In: Working Papers.
[Citation analysis]
paper1
2020125 Years of Time-Varying Effects of Fiscal Policy on Financial Markets.(2020) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2019Forecasting Local Currency Bond Risk Premia of Emerging Markets: The Role of Cross-Country Macro-Financial Linkages In: Working Papers.
[Citation analysis]
paper2
2020Forecasting local currency bond risk premia of emerging markets: The role of cross?country macrofinancial linkages.(2020) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
article
2019The Benefits of Diversification between Bitcoin, Bonds, Equities and the US Dollar: A Matter of Portfolio Construction In: Working Papers.
[Citation analysis]
paper5
2022The Benefits of Diversification Between Bitcoin, Bonds, Equities and the US Dollar: A Matter of Portfolio Construction.(2022) In: Asia-Pacific Journal of Operational Research (APJOR).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
article
2019Giant Oil Discoveries and Conflicts In: Working Papers.
[Citation analysis]
paper0
2019Time-Varying Relationship between Conventional and Unconventional Monetary Policies and Risk Aversion: International Evidence from Time- and Frequency-Domains In: Working Papers.
[Citation analysis]
paper0
2021Time-varying relationship between conventional and unconventional monetary policies and risk aversion: international evidence from time- and frequency-domains.(2021) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
article
2019Threshold Effects of Inequality on Economic Growth in the US States: The Role of Human Capital to Physical Capital Ratio In: Working Papers.
[Citation analysis]
paper0
2020Threshold effects of inequality on economic growth in the US states: the role of human capital to physical capital ratio.(2020) In: Applied Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
article
2019Impact of Oil Price Volatility on State-Level Consumption of the United States: The Role of Oil Dependence In: Working Papers.
[Citation analysis]
paper1
2019A Reconsideration of Kuznets Curve across Countries: Evidence from the Co-summability Approach In: Working Papers.
[Citation analysis]
paper0
2019The Predictability between Bitcoin and US Technology Stock Returns: Granger Causality in Mean, Variance, and Quantile In: Working Papers.
[Citation analysis]
paper0
2019Risk Aversion and the Predictability of Crude Oil Market Volatility: A Forecasting Experiment with Random Forests In: Working Papers.
[Citation analysis]
paper1
2022Risk aversion and the predictability of crude oil market volatility: A forecasting experiment with random forests.(2022) In: Journal of the Operational Research Society.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
article
2019The Role of an Aligned Investor Sentiment Index in Predicting Bond Risk Premia of the United States In: Working Papers.
[Citation analysis]
paper0
2019A Moving Average Heterogeneous Autoregressive Model for Forecasting the Realized Volatility of the US Stock Market: Evidence from Over a Century of Data In: Working Papers.
[Citation analysis]
paper0
2022A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market: Evidence from over a century of data.(2022) In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
article
2019Forecasting Bitcoin Returns: Is there a Role for the U.S. – China Trade War? In: Working Papers.
[Citation analysis]
paper2
2019The Predictive Power of the Term Spread on Inequality in the United Kingdom: An Empirical Analysis In: Working Papers.
[Citation analysis]
paper0
2022The predictive power of the term spread on inequality in the United Kingdom: An empirical analysis.(2022) In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
article
2020Time-Varying Spillover of US Trade War on the Growth of Emerging Economies In: Working Papers.
[Citation analysis]
paper2
2020Monetary Policy Uncertainty Spillovers in Time- and Frequency-Domains In: Working Papers.
[Citation analysis]
paper5
2020Monetary policy uncertainty spillovers in time and frequency domains.(2020) In: Journal of Economic Structures.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
article
2020Time-Varying Causality between Bond and Oil Markets of the United States: Evidence from Over One and Half Centuries of Data In: Working Papers.
[Citation analysis]
paper2
2023Time?varying causality between bond and oil markets of the United States: Evidence from over one and half centuries of data.(2023) In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
article
2020A Note on Oil Price Shocks and the Forecastability of Gold Realized Volatility In: Working Papers.
[Citation analysis]
paper2
2021A note on oil price shocks and the forecastability of gold realized volatility.(2021) In: Applied Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
article
2020Effect of Rare Disaster Risks on Crude Oil: Evidence from El Nino from Over 140 Years of Data In: Working Papers.
[Citation analysis]
paper1
2020Globalization, Long Memory, and Real Interest Rate Convergence: A Historical Perspective In: Working Papers.
[Citation analysis]
paper0
2022Globalization, long memory, and real interest rate convergence: a historical perspective.(2022) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
article
2020Forecasting Realized Stock-Market Volatility: Do Industry Returns have Predictive Value? In: Working Papers.
[Citation analysis]
paper0
2020Information Entropy, Continuous Improvement, and US Energy Performance: A Novel Stochastic-Entropic Analysis for Ideal Solutions (SEA-IS) In: Working Papers.
[Citation analysis]
paper1
2022Information entropy, continuous improvement, and US energy performance: a novel stochastic-entropic analysis for ideal solutions (SEA-IS).(2022) In: Annals of Operations Research.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
article
2020Endogenous Long-Term Productivity Performance in Advanced Countries: A Novel Two-Dimensional Fuzzy-Monte Carlo Approach In: Working Papers.
[Citation analysis]
paper0
2020Analysing the Impact of Brexit on Global Uncertainty Using Functional Linear Regression with Point of Impact: The Role of Currency and Equity Markets In: Working Papers.
[Citation analysis]
paper1
2022ANALYZING THE IMPACT OF BREXIT ON GLOBAL UNCERTAINTY USING FUNCTIONAL LINEAR REGRESSION WITH POINT OF IMPACT: THE ROLE OF CURRENCY AND EQUITY MARKETS.(2022) In: The Singapore Economic Review (SER).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
article
2020Jumps in Geopolitical Risk and the Cryptocurrency Market: The Singularity of Bitcoin In: Working Papers.
[Citation analysis]
paper15
2022Jumps in Geopolitical Risk and the Cryptocurrency Market: The Singularity of Bitcoin.(2022) In: Defence and Peace Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15
article
2020Time-Varying Influence of Household Debt on Inequality in United Kingdom In: Working Papers.
[Citation analysis]
paper3
2021Time-varying influence of household debt on inequality in United Kingdom.(2021) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
article
2020Jumps in Energy and Non-Energy Commodities In: Working Papers.
[Citation analysis]
paper1
2020Uncertainty and Tourism in Africa In: Working Papers.
[Full Text][Citation analysis]
paper6
2022Uncertainty and tourism in Africa.(2022) In: Tourism Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6
article
2020Sentiment and Financial Market Connectedness: The Role of Investor Happiness In: Working Papers.
[Citation analysis]
paper1
2020A Note on the Time-Varying Impact of Global, Region- and Country-Specific Uncertainties on the Volatility of International Trade In: Working Papers.
[Citation analysis]
paper0
2020Oil-Shocks and Directional Predictability of Macroeconomic Uncertainties of Developed Economies: Evidence from High-Frequency Data In: Working Papers.
[Citation analysis]
paper1
2020The Taylor Curve: International Evidence In: Working Papers.
[Citation analysis]
paper0
2021The Taylor curve: international evidence.(2021) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
article
2020Movements in Real Estate Uncertainty in the United States: The Role of Oil Shocks In: Working Papers.
[Citation analysis]
paper0
2021Movements in real estate uncertainty in the United States: the role of oil shocks.(2021) In: Applied Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
article
2020Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility in the United Kingdom In: Working Papers.
[Citation analysis]
paper1
2021Dynamic effects of monetary policy shocks on macroeconomic volatility in the United Kingdom.(2021) In: Applied Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
article
2020The Impact of Disaggregated Oil Shocks on State-Level Consumption of the United States In: Working Papers.
[Citation analysis]
paper0
2021The impact of disaggregated oil shocks on state-level consumption of the United States.(2021) In: Applied Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
article
2020The Impact of Uncertainty Shocks in South Africa: The Role of Financial Regimes In: Working Papers.
[Citation analysis]
paper1
2020The Effects of Oil Shocks on Macroeconomic Uncertainty: Evidence from a Large Panel Dataset of US States In: Working Papers.
[Citation analysis]
paper2
2020Forecasting Power of Infectious Diseases-Related Uncertainty for Gold Realized Volatility In: Working Papers.
[Citation analysis]
paper1
2020A Note on Uncertainty due to Infectious Diseases and Output Growth of the United States: A Mixed-Frequency Forecasting Experiment In: Working Papers.
[Citation analysis]
paper0
2022A NOTE ON UNCERTAINTY DUE TO INFECTIOUS DISEASES AND OUTPUT GROWTH OF THE UNITED STATES: A MIXED-FREQUENCY FORECASTING EXPERIMENT.(2022) In: Annals of Financial Economics (AFE).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
article
2020Forecasting Oil Volatility Using a GARCH-MIDAS Approach: The Role of Global Economic Conditions In: Working Papers.
[Citation analysis]
paper1
2020The Role of Investor Sentiment in Forecasting Housing Returns in China: A Machine Learning Approach In: Working Papers.
[Citation analysis]
paper2
2022The role of investor sentiment in forecasting housing returns in China: A machine learning approach.(2022) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
article
2020Point and Density Forecasting of Macroeconomic and Financial Uncertainties of the United States In: Working Papers.
[Citation analysis]
paper1
2020Time-Varying Spillover between Currency and Stock Markets in the United States: More than Two Centuries of Historical Evidence In: Working Papers.
[Citation analysis]
paper4
2020Predicting Housing Market Sentiment: The Role of Financial, Macroeconomic and Real Estate Uncertainties In: Working Papers.
[Citation analysis]
paper1
2022Predicting Housing Market Sentiment: The Role of Financial, Macroeconomic and Real Estate Uncertainties.(2022) In: Journal of Behavioral Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
article
2020The Role of Oil and Risk Shocks in the High-Frequency Movements of the Term Structure of Interest Rates of the United States In: Working Papers.
[Citation analysis]
paper0
2020Oil Price and Exchange Rate Behaviour of the BRICS for Over a Century In: Working Papers.
[Citation analysis]
paper5
2020High-Frequency Predictability of Housing Market Movements of the United States: The Role of Economic Sentiment In: Working Papers.
[Citation analysis]
paper2
2021High-Frequency Predictability of Housing Market Movements of the United States: The Role of Economic Sentiment.(2021) In: Journal of Behavioral Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
article
2020The Effect of Air Quality and Weather on the Chinese Stock Market: Evidence from Shenzhen Stock Exchange In: Working Papers.
[Citation analysis]
paper0
2020Historical Forecasting of Interest Rate Mean and Volatility of the United States: Is there a Role of Uncertainty? In: Working Papers.
[Citation analysis]
paper0
2020HISTORICAL FORECASTING OF INTEREST RATE MEAN AND VOLATILITY OF THE UNITED STATES: IS THERE A ROLE OF UNCERTAINTY?.(2020) In: Annals of Financial Economics (AFE).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
article
2020Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty In: Working Papers.
[Citation analysis]
paper0
2020Time-Varying Predictability of Labor Productivity on Inequality in United Kingdom In: Working Papers.
[Citation analysis]
paper0
2021Time-Varying Predictability of Labor Productivity on Inequality in United Kingdom.(2021) In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
article
2020High-Frequency Movements of the Term Structure of Interest Rates of the United States: The Role of Oil Market Uncertainty In: Working Papers.
[Full Text][Citation analysis]
paper0
2020Stock Markets and Exchange Rate Behaviour of the BRICS In: Working Papers.
[Citation analysis]
paper6
2021Stock markets and exchange rate behavior of the BRICS.(2021) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6
article
2020Investor Sentiment and (Anti-)Herding in the Currency Market: Evidence from Twitter Feed Data In: Working Papers.
[Citation analysis]
paper1
2023Investor Sentiment and (Anti) Herding in the Currency Market: Evidence from Twitter Feed Data.(2023) In: Journal of Behavioral Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
article
2020Investors Uncertainty and Forecasting Stock Market Volatility In: Working Papers.
[Citation analysis]
paper14
2022Investors’ Uncertainty and Forecasting Stock Market Volatility.(2022) In: Journal of Behavioral Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14
article
2020Time-Varying Spillovers between Housing Sentiment and Housing Market in the United States In: Working Papers.
[Citation analysis]
paper0
2020Forecasting Charge-Off Rates with a Panel Tobit Model: The Role of Uncertainty In: Working Papers.
[Citation analysis]
paper1
2022Forecasting charge-off rates with a panel Tobit model: the role of uncertainty.(2022) In: Applied Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
article
2020The Behavior of Real Interest Rates: New Evidence from a ``Suprasecular Perspective In: Working Papers.
[Citation analysis]
paper0
2020Uncertainty due to Infectious Diseases and Forecastability of the Realized Variance of US REITs: A Note In: Working Papers.
[Citation analysis]
paper0
2021Uncertainty and Predictability of Real Housing Returns in the United Kingdom: A Regional Analysis In: Working Papers.
[Citation analysis]
paper2
2022Uncertainty and predictability of real housing returns in the United Kingdom: A regional analysis.(2022) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
article
2021Forecasting US Output Growth with Large Information Sets In: Working Papers.
[Citation analysis]
paper0
2021El Nino and Forecastability of Oil-Price Realized Volatility In: Working Papers.
[Citation analysis]
paper8
2021Disaggregated Oil Shocks and Stock-Market Tail Risks: Evidence from a Panel of 48 Countries In: Working Papers.
[Citation analysis]
paper3
2021Structural and Predictive Analyses with a Mixed Copula-Based Vector Autoregression Model In: Working Papers.
[Citation analysis]
paper0
2023Structural and predictive analyses with a mixed copula?based vector autoregression model.(2023) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
article
2021Uncertainty and Forecastability of Regional Output Growth in the United Kingdom: Evidence from Machine Learning In: Working Papers.
[Citation analysis]
paper0
2021Financial Vulnerability and Volatility in Emerging Stock Markets: Evidence from GARCH-MIDAS Models In: Working Papers.
[Citation analysis]
paper0
2021Forecasting Realized Volatility of International REITs: The Role of Realized Skewness and Realized Kurtosis In: Working Papers.
[Citation analysis]
paper6
2022Forecasting realized volatility of international REITs: The role of realized skewness and realized kurtosis.(2022) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6
article
2021Impact of Housing Policy Uncertainty on Herding Behavior: Evidence from UKs Regional Housing Markets In: Working Papers.
[Citation analysis]
paper1
2021Tail Risks and Forecastability of Stock Returns of Advanced Economies: Evidence from Centuries of Data In: Working Papers.
[Citation analysis]
paper6
2023Tail risks and forecastability of stock returns of advanced economies: evidence from centuries of data*.(2023) In: The European Journal of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6
article
2021Investor Confidence and Forecastability of US Stock Market Realized Volatility : Evidence from Machine Learning In: Working Papers.
[Citation analysis]
paper1
2023Investor Confidence and Forecastability of US Stock Market Realized Volatility: Evidence from Machine Learning.(2023) In: Journal of Behavioral Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
article
2021Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries In: Working Papers.
[Citation analysis]
paper0
2023Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries.(2023) In: Journal of Behavioral Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
article
2021Predictability of Tail Risks of Canada and the U.S. Over a Century: The Role of Spillovers and Oil Tail Risks In: Working Papers.
[Citation analysis]
paper0
2021The Impact of Oil Price Shocks on Income Inequality: Evidence from State-Level Data of the United States In: Working Papers.
[Citation analysis]
paper1
2021Gold and the Global Financial Cycle In: Working Papers.
[Citation analysis]
paper0
2021The Effect of US Uncertainty Shock on International Equity Markets: The Role of the Global Financial Cycle In: Working Papers.
[Citation analysis]
paper1
2021Uncertainty, Spillovers, and Forecasts of the Realized Variance of Gold Returns In: Working Papers.
[Citation analysis]
paper1
2021Social Capital and Protests in the United States In: Working Papers.
[Citation analysis]
paper0
2021Uncertainty Related to Infectious Diseases and Forecastability of the Realised Volatility of US Treasury Securities In: Working Papers.
[Citation analysis]
paper0
2021UNCERTAINTY RELATED TO INFECTIOUS DISEASES AND FORECASTABILITY OF THE REALIZED VOLATILITY OF US TREASURY SECURITIES.(2021) In: Annals of Financial Economics (AFE).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
article
2021Commodity Prices and Forecastability of South African Stock Returns Over a Century: Sentiments versus Fundamentals In: Working Papers.
[Citation analysis]
paper0
2021Integration and Risk Transmission in the Market for Crude Oil: A Time-Varying Parameter Frequency Connectedness Approach In: Working Papers.
[Citation analysis]
paper18
2021A Note on the COVID-19 Shock and Real GDP in Emerging Economies: A Counterfactual Analysis from the Threshold-Augmented Global Vector Autoregressive Model In: Working Papers.
[Citation analysis]
paper0
2021Geopolitical Risks and the High-Frequency Movements of the US Term Structure of Interest Rates In: Working Papers.
[Citation analysis]
paper0
2021On the Dynamics of International Real Estate Investment Trust Propagation Mechanisms: Evidence from Time-Varying Return and Volatility Connectedness Measures In: Working Papers.
[Citation analysis]
paper11
2021The Effect of Oil Uncertainty Shock on Real GDP of 33 Countries: A Global VAR Approach In: Working Papers.
[Citation analysis]
paper4
2023The effect of oil uncertainty shock on real GDP of 33 countries: a global VAR approach.(2023) In: Applied Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
article
2021Rare Disaster Risks and Volatility of the Term-Structure of US Treasury Securities: The Role of El Nino and La Nina Events In: Working Papers.
[Citation analysis]
paper0
2021High-Frequency Contagion between Aggregate and Regional Housing Markets of the United States with Financial Assets: Evidence from Multichannel Tests In: Working Papers.
[Citation analysis]
paper0
2021The Effect of Oil Price Uncertainty Shock on International Equity Markets: Evidence from a GVAR Model In: Working Papers.
[Citation analysis]
paper0
2021A robust approach for outlier imputation: Singular Spectrum Decomposition In: Working Papers.
[Citation analysis]
paper0
2021Financial Inclusion and Gender Inequality in sub-Saharan Africa In: Working Papers.
[Citation analysis]
paper0
2021The Time-Varying Impact of Uncertainty Shocks on the Comovement of Regional Housing Prices of the United Kingdom In: Working Papers.
[Citation analysis]
paper1
2021The ENSO Cycle and Forecastability of Global Inflation and Output Growth: Evidence from Standard and Mixed-Frequency Multivariate Singular Spectrum Analyses In: Working Papers.
[Citation analysis]
paper0
2023The ENSO cycle and forecastability of global inflation and output growth: Evidence from standard and mixed?frequency multivariate singular spectrum analyses.(2023) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
article
2021Productivity and GDP: International Evidence of Persistence and Trends Over 130 Years of Data In: Working Papers.
[Citation analysis]
paper0
2023Productivity and GDP: international evidence of persistence and trends over 130 years of data.(2023) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
article
2021Revisiting the Kuznets Curve Hypothesis for Tunisia: Carbon Dioxide vs. Ecological Footprint In: Working Papers.
[Citation analysis]
paper5
2021Forecasting International REITs Volatility: The Role of Oil-Price Uncertainty In: Working Papers.
[Citation analysis]
paper0
2023Forecasting international REITs volatility: the role of oil-price uncertainty.(2023) In: The European Journal of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
article
2021Forecasting the Realized Variance of Oil-Price Returns: A Disaggregated Analysis of the Role of Uncertainty and Geopolitical Risk In: Working Papers.
[Citation analysis]
paper0
2021Climate Risk and the Volatility of Agricultural Commodity Price Fluctuations: A Forecasting Experiment In: Working Papers.
[Citation analysis]
paper0
2021Conventional and Unconventional Monetary Policy Rate Uncertainty and Stock Market Volatility: A Forecasting Perspective In: Working Papers.
[Full Text][Citation analysis]
paper0
2021El Nino, La Nina, and Forecastability of the Realized Variance of Agricultural Commodity Prices: Evidence from a Machine Learning Approach In: Working Papers.
[Citation analysis]
paper0
2023El Niño, La Niña, and forecastability of the realized variance of agricultural commodity prices: Evidence from a machine learning approach.(2023) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
article
2021Realized Volatility Spillovers between Energy and Metal Markets: A Time-Varying Connectedness Approach In: Working Papers.
[Citation analysis]
paper2
2021Forecasting the Artificial Intelligence Index Returns: A Hybrid Approach In: Working Papers.
[Citation analysis]
paper0
2021Does Climate Policy Uncertainty Affect Tourism Demand? Evidence from Time-Varying Causality Tests In: Working Papers.
[Citation analysis]
paper0
2021A Note on State-Level Nonlinear Effects of Government Spending Shocks in the US: The Role of Partisan Conflict In: Working Papers.
[Citation analysis]
paper0
2022Safe Havens, Machine Learning, and the Sources of Geopolitical Risk: A Forecasting Analysis Using Over a Century of Data In: Working Papers.
[Citation analysis]
paper0
2022Real-Time Forecast of DSGE Models with Time-Varying Volatility in GARCH Form In: Working Papers.
[Citation analysis]
paper0
2022Inflation-Inequality Puzzle: Is it Still Apparent? In: Working Papers.
[Citation analysis]
paper0
2022On the Propagation Mechanism of International Real Interest Rate Spillovers: Evidence from More than 200 Years of Data In: Working Papers.
[Citation analysis]
paper0
2022Do Economic Conditions of U.S. States Predict the Realized Volatility of Oil-Price Returns? A Quantile Machine-Learning Approach In: Working Papers.
[Citation analysis]
paper0
2022The Effects of Conventional and Unconventional Monetary Policy Shocks on US REITs Moments: Evidence from VARs with Functional Shocks In: Working Papers.
[Citation analysis]
paper0
2022The Pricing Implications of Cryptocurrency Mining on Global Electricity Markets: Evidence from Quantile Causality Tests In: Working Papers.
[Citation analysis]
paper0
2022Price Effects After One-Day Abnormal Returns and Crises in the Stock Markets In: Working Papers.
[Citation analysis]
paper0
2022Bitcoin Prices and the Realized Volatility of US Sectoral Stock Returns In: Working Papers.
[Citation analysis]
paper0
2022Infectious Diseases-Related Uncertainty and the Predictability of Foreign Exchange and Bitcoin Futures Realised Volatility In: Working Papers.
[Citation analysis]
paper1
2023Infectious Diseases-Related Uncertainty and the Predictability of Foreign Exchange and Bitcoin Futures Realized Volatility.(2023) In: Annals of Financial Economics (AFE).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
article
2022Revisiting International House Price Convergence Using House Price Level Data In: Working Papers.
[Citation analysis]
paper0
2022Hedge and Safe Haven Properties of Gold, US Treasury, Bitcoin, and Dollar/CHF against the FAANA Companies and S&P 500 In: Working Papers.
[Citation analysis]
paper0
2022Stock Market Bubbles and the Forecastability of Gold Returns (and Volatility) In: Working Papers.
[Citation analysis]
paper0
2022The Role of the Monthly ENSO in Forecasting the Daily Baltic Dry Index In: Working Papers.
[Citation analysis]
paper1
2022Monetary Policy and Bubbles in G7 Economies: Evidence from a Panel VAR Approach In: Working Papers.
[Citation analysis]
paper0
2022Policy Uncertainty and Stock Market Volatility Revisited: The Predictive Role of Signal Quality In: Working Papers.
[Citation analysis]
paper1
2023Policy uncertainty and stock market volatility revisited: The predictive role of signal quality.(2023) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
article
2022Time-Varying Parameter Four-Equation DSGE Model In: Working Papers.
[Citation analysis]
paper0
2022The Heterogeneous Impact of Temperature Growth on Real House Price Returns across the US States In: Working Papers.
[Full Text][Citation analysis]
paper0
2022Forecasting More than Three Centuries of Economic Growth of the United Kingdom: The Role of Climate Risks In: Working Papers.
[Citation analysis]
paper0
2022Do Climate Risks Predict US Housing Returns and Volatility? Evidence from a Quantiles-Based Approach In: Working Papers.
[Full Text][Citation analysis]
paper0
2022Climate Risks and Predictability of Commodity Returns and Volatility: Evidence from Over 750 Years of Data In: Working Papers.
[Citation analysis]
paper0
2022Climate Change and Inequality In: Working Papers.
[Citation analysis]
paper0
2022Is Real Interest Rate a Monetary Phenomenon in Advanced Economies? Time-Varying Evidence from Over 700 Years of Data In: Working Papers.
[Citation analysis]
paper1
2022Business Applications and State-Level Stock Market Realized Volatility: A Forecasting Experiment In: Working Papers.
[Citation analysis]
paper0
2022Climate Shocks and Wealth Inequality in the United Kingdom: Evidence from Monthly Data In: Working Papers.
[Citation analysis]
paper0
2022Climate Risks and Forecastability of the Weekly State-Level Economic Conditions of the United States In: Working Papers.
[Citation analysis]
paper0
2022Economic Disasters and Inequality In: Working Papers.
[Citation analysis]
paper0
2022Forecasting Multivariate Volatilities with Exogenous Predictors: An Application to Industry Diversification Strategies In: Working Papers.
[Citation analysis]
paper1
2023Return Volatility, Correlation, and Hedging of Green and Brown Stocks: Is there a Role for Climate Risk Factors? In: Working Papers.
[Citation analysis]
paper4
2023Drivers of Realized Volatility for South Africa (and the BRIC Countries): Fundamentals versus Sentiment In: Working Papers.
[Citation analysis]
paper0
2023Geopolitical Risk and Inflation Spillovers across European and North American Economies In: Working Papers.
[Citation analysis]
paper3
2023Monetary Policy Shocks and Multi-Scale Positive and Negative Bubbles in an Emerging Country: The Case of India In: Working Papers.
[Citation analysis]
paper0
2023Technological Shocks and Stock Market Volatility Over a Century: A GARCH-MIDAS Approach In: Working Papers.
[Citation analysis]
paper1
2023Stock Market Volatility and Multi-Scale Positive and Negative Bubbles In: Working Papers.
[Citation analysis]
paper0
2023Forecasting the Realized Volatility of Agricultural Commodity Prices: Does Sentiment Matter? In: Working Papers.
[Citation analysis]
paper0
2023Gold-to-Platinum Price Ratio and the Predictability of Bubbles in Financial Markets In: Working Papers.
[Citation analysis]
paper0
2023Realized Stock Market Volatility of the United States: The Role of Employee Sentiment In: Working Papers.
[Citation analysis]
paper0
2023Financial Stress and Realized Volatility: The Case of Agricultural Commodities In: Working Papers.
[Full Text][Citation analysis]
paper0
2023The Predictive Impact of Climate Risk on Total Factor Productivity Growth: 1880-2020 In: Working Papers.
[Citation analysis]
paper0
2023Effect of Temperature on the Spread of Contagious Diseases: Evidence from over 2000 Years of Data In: Working Papers.
[Citation analysis]
paper0
2023Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor versus National Factor in a GARCH-MIDAS Model In: Working Papers.
[Citation analysis]
paper0
2023Time-Varying Effects of Extreme Weather Shocks on Output Growth of the United States In: Working Papers.
[Citation analysis]
paper0
2023Stock Market Bubbles and the Realized Volatility of Oil Price Returns In: Working Papers.
[Citation analysis]
paper0
2023Climate Risks and Stock Market Volatility Over a Century in an Emerging Market Economy: The Case of South Africa In: Working Papers.
[Citation analysis]
paper0
2023Oil Shocks and State-Level Stock Market Volatility of the United States: A GARCH-MIDAS Approach In: Working Papers.
[Citation analysis]
paper0
2023Comparing Risk Profiles of International Stock Markets as Functional Data: COVID-19 versus the Global Financial Crisis In: Working Papers.
[Citation analysis]
paper0
2023Forecasting International Financial Stress: The Role of Climate Risks In: Working Papers.
[Citation analysis]
paper0
2023Housing Market Variables and Predictability of State-Level Stock Market Volatility of the United States: Evidence from a GARCH-MIDAS Approach In: Working Papers.
[Citation analysis]
paper0
2023Predicting Multi-Scale Positive and Negative Stock Market Bubbles in a Panel of G7 Countries: The Role of Oil Price Uncertainty In: Working Papers.
[Full Text][Citation analysis]
paper0
2023Oil Price Uncertainty and Predictability of Multi-Scale Positive and Negative Bubbles in the BRICS: Evidence from a Nonparametric Causality-in-Quantiles Test In: Working Papers.
[Citation analysis]
paper0
2023Housing Search Activity and Quantiles-Based Predictability of Housing Price Movements in the United States In: Working Papers.
[Citation analysis]
paper0
2023Energy-Related Uncertainty and International Stock Market Volatility In: Working Papers.
[Citation analysis]
paper0
2023Multi-Layer Spillovers between Volatility and Skewness in International Stock Markets Over a Century of Data: The Role of Disaster Risks In: Working Papers.
[Citation analysis]
paper0
2023Oil Price Returns Skewness and Forecastability of International Stock Returns Over One Century of Data In: Working Papers.
[Full Text][Citation analysis]
paper0
2023Forecasting Volatility of Commodity, Currency, and Stock Markets: Evidence from Markov Switching Multifractal Models In: Working Papers.
[Full Text][Citation analysis]
paper0
2024Forecasting Growth-at-Risk of the United States: Housing Price versus Housing Sentiment or Attention In: Working Papers.
[Full Text][Citation analysis]
paper0
2024Extreme Weather Shocks and State-Level Inflation of the United States In: Working Papers.
[Citation analysis]
paper1
2024Socio-Spatial Features of Neighbourhoods Supporting Social Interaction between Locals and Migrants in Peri-Urban China In: Working Papers.
[Citation analysis]
paper0
2024Climate Change and Growth Dynamics In: Working Papers.
[Full Text][Citation analysis]
paper0
2024How Connected is the Oil-Bank Network? Firm-Level and High-Frequency Evidence In: Working Papers.
[Citation analysis]
paper0
2024Modeling the Presidential Approval Ratings of the United States using Machine-Learning: Does Climate Policy Uncertainty Matter? In: Working Papers.
[Full Text][Citation analysis]
paper0
2024Predicting the Conditional Distribution of US Stock Market Systemic Stress: The Role of Climate Risks In: Working Papers.
[Full Text][Citation analysis]
paper0
2024Forecasting Realized US Stock Market Volatility: Is there a Role for Economic Policy Uncertainty? In: Working Papers.
[Full Text][Citation analysis]
paper0
2024Energy Market Uncertainties and US State-Level Stock Market Volatility: A GARCH-MIDAS Approach In: Working Papers.
[Full Text][Citation analysis]
paper0
2024The Effects of Uncertainty on Economic Conditions across US States: The Role of Climate Risks In: Working Papers.
[Full Text][Citation analysis]
paper0
2024Presidential Approval Ratings and Stock Market Performance in Latin America In: Working Papers.
[Full Text][Citation analysis]
paper0
2024Forecasting Real Housing Price Returns of the United States using Machine Learning: The Role of Climate Risks In: Working Papers.
[Citation analysis]
paper0
2024Political Geography and Stock Market Volatility: The Role of Political Alignment across Sentiment Regimes In: Working Papers.
[Full Text][Citation analysis]
paper0
2024Long-Span Multi-Layer Spillovers between Moments of Advanced Equity Markets: The Role of Climate Risks In: Working Papers.
[Full Text][Citation analysis]
paper0
2024Does the Introduction of US Spot Bitcoin ETFs Affect Spot Returns and Volatility of Major Cryptocurrencies? In: Working Papers.
[Full Text][Citation analysis]
paper0
2024A Note on Oil Consumption and Growth: The Role of Greenhouse Gases Emissions In: Working Papers.
[Citation analysis]
paper0
2024Energy Market Uncertainties and Exchange Rate Volatility: A GARCH-MIDAS Approach In: Working Papers.
[Citation analysis]
paper0
2024Can Municipal Bonds Hedge US State-Level Climate Risks? In: Working Papers.
[Full Text][Citation analysis]
paper0
2015The Macroeconomic Effects of Uncertainty Shocks in India - Gli effetti macroeconomici degli shock di incertezza in India In: Economia Internazionale / International Economics.
[Full Text][Citation analysis]
article0
2015Causal Link between Oil Price and Uncertainty in India - Relazione di causalità tra prezzo del petrolio e incertezza in India In: Economia Internazionale / International Economics.
[Full Text][Citation analysis]
article0
2015Does the Price of Oil Help Predict Inflation in South Africa? Historical Evidence Using a Frequency Domain Approach. - Il prezzo del petrolio predice l’inflazione in Sud Africa? Evidenza storica attra In: Economia Internazionale / International Economics.
[Full Text][Citation analysis]
article0
2015Time-Varying Causality between Oil and Commodity Prices in the Presence of Structural Breaks and Nonlinearity - Causalità time-varying tra petrolio e prezzi delle materie prime in presenza di break st In: Economia Internazionale / International Economics.
[Full Text][Citation analysis]
article0
2016Can debt ceiling and government shutdown predict us real stock returns? A bootstrap rolling window approach. - Gli effetti sui rendimenti azionari reali negli USA del tetto del debito pubblico e del b In: Economia Internazionale / International Economics.
[Full Text][Citation analysis]
article0
2016Characterising the South African business cycle: is GDP difference-stationary or trend-stationary in a Markov-switching setup? - Il ciclo economico del Sud Africa: il PIL è stazion ario alle differenz In: Economia Internazionale / International Economics.
[Full Text][Citation analysis]
article0
2016The Nonparametric Relationship between Oil and South African Agricultural Prices - La relazione nonparametrica tra il prezzo del petrolio e i prezzi dei prodotti agricoli in Sud Africa In: Economia Internazionale / International Economics.
[Full Text][Citation analysis]
article0
2008Is a DFM well suited for forecasting regional house price inflation? In: Working Papers.
[Full Text][Citation analysis]
paper0
2018Can bank capital adequacy changes amplify the business cycle in South Africa? In: Working Papers.
[Full Text][Citation analysis]
paper1
2015Border Tax Adjustments to Negate the Economic Impact of an Electricty Generation Tax In: Working Papers.
[Full Text][Citation analysis]
paper2
2016Estimating a Philipps Curve for South Africa: A Bounded Random Walk Approach In: Working Papers.
[Full Text][Citation analysis]
paper5
2016Climate change and Agriculture: What is the Role of Wildlife in adaptation in South Africa? In: Working Papers.
[Full Text][Citation analysis]
paper0
2016The impact of monetary policy on household consumption in South Africa In: Working Papers.
[Full Text][Citation analysis]
paper0
2016Stock return predictability in South Africa: An Alternative Approach In: Working Papers.
[Full Text][Citation analysis]
paper2
2017Globalisation and Conflict: Evidence from sub Saharan Africa In: Working Papers.
[Full Text][Citation analysis]
paper2
2014Fiscal Policy Shocks and the Dynamics of Asset Prices In: Public Finance Review.
[Full Text][Citation analysis]
article5
2013‘Ripple’ Effects in South African House Prices In: Urban Studies.
[Full Text][Citation analysis]
article15
2005Endogenous Tax Evasion and Reserve Requirements: A Comparative Study in the Context of European Economies In: Computing in Economics and Finance 2005.
[Full Text][Citation analysis]
paper3
2016Erratum to: Real estate returns predictability revisited: novel evidence from the US REITs market In: Empirical Economics.
[Full Text][Citation analysis]
article7
2018Inflation–growth nexus: evidence from a pooled CCE multiple-regime panel smooth transition model In: Empirical Economics.
[Full Text][Citation analysis]
article8
2020Modeling US historical time-series prices and inflation using alternative long-memory approaches In: Empirical Economics.
[Full Text][Citation analysis]
article0
2020Asymmetric effects of inequality on real output levels of the United States In: Eurasian Economic Review.
[Full Text][Citation analysis]
article0
2023Do U.S. economic conditions at the state level predict the realized volatility of oil-price returns? A quantile machine-learning approach In: Financial Innovation.
[Full Text][Citation analysis]
article0
2023The predictive power of Bitcoin prices for the realized volatility of US stock sector returns In: Financial Innovation.
[Full Text][Citation analysis]
article2
2023A new hybrid method with data-characteristic-driven analysis for artificial intelligence and robotics index return forecasting In: Financial Innovation.
[Full Text][Citation analysis]
article1
2016Time series effects of dissolved oxygen and nitrogen on Long Island Sound lobster harvest In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards.
[Full Text][Citation analysis]
article0
2018Asymmetric causality between military expenditures and economic growth in top six defense spenders In: Quality & Quantity: International Journal of Methodology.
[Full Text][Citation analysis]
article13
2018Correction to: Causality Between Per Capita Real GDP and Income Inequality in the U.S.: Evidence from a Wavelet Analysis In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement.
[Full Text][Citation analysis]
article2
2019Partisan Conflict and Income Inequality in the United States: A Nonparametric Causality-in-Quantiles Approach In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement.
[Full Text][Citation analysis]
article3
2018South Africa’s monetary policy independence: evidence from a Global New-Keynesian DSGE model In: Applied Economics Letters.
[Full Text][Citation analysis]
article1
2023A note on financial vulnerability and volatility in emerging stock markets: evidence from GARCH-MIDAS models In: Applied Economics Letters.
[Full Text][Citation analysis]
article0
2013Forecasting house prices for the four census regions and the aggregate US economy in a data-rich environment In: Applied Economics.
[Full Text][Citation analysis]
article5
2015Was the recent downturn in US real GDP predictable? In: Applied Economics.
[Full Text][Citation analysis]
article4
2015DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa In: Applied Economics.
[Full Text][Citation analysis]
article9
2013DSGE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa.(2013) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 9
paper
2015DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa.(2015) In: Open Access publications.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9
paper
2016Forecasting US consumer price index: does nonlinearity matter? In: Applied Economics.
[Full Text][Citation analysis]
article8
2017Long memory, economic policy uncertainty and forecasting US inflation: a Bayesian VARFIMA approach In: Applied Economics.
[Full Text][Citation analysis]
article12
2020Does real U.K. GDP have a unit root? Evidence from a multi-century perspective In: Applied Economics.
[Full Text][Citation analysis]
article1
2017The nexus between military expenditures and economic growth in the BRICS and the US: an empirical note In: Defence and Peace Economics.
[Full Text][Citation analysis]
article3
2007Financial Liberalization and Inflationary Dynamics: An Open Economy Analysis In: International Economic Journal.
[Full Text][Citation analysis]
article1
2005Financial Liberalization and Inflationary Dynamics: An Open Economy Analysis.(2005) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2020The impact of US uncertainty shocks on a panel of advanced and emerging market economies In: The Journal of International Trade & Economic Development.
[Full Text][Citation analysis]
article6
2016Causal Relationship between Asset Prices and Output in the United States: Evidence from the State-Level Panel Granger Causality Test In: Regional Studies.
[Full Text][Citation analysis]
article5
2020Monetary policy, financial frictions and structural changes in Uganda: a Markov-switching DSGE approach In: Economic Research-Ekonomska Istraživanja.
[Full Text][Citation analysis]
article0
2019Measuring the Productive Efficiency of the Connecticut Long Island Lobster Sound Fishery Using a Novel Finite Mixture Model In: Marine Resource Economics.
[Full Text][Citation analysis]
article0
2005A Generic Model of Financial Repression In: Working papers.
[Full Text][Citation analysis]
paper0
2005Financial Liberalization and Inflationary Dynamics In: Working papers.
[Full Text][Citation analysis]
paper2
2016Does Debt Ceiling and Government Shutdown Help in Forecasting the US Equity Risk Premium? In: Panoeconomicus.
[Full Text][Citation analysis]
article0
2022Nonlinear contagion between stock and real estate markets: International evidence from a local Gaussian correlation approach In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
article2
2022Forecasting stock market (realized) volatility in the United Kingdom: Is there a role of inequality? In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
article2
2023The role of oil and risk shocks in the high?frequency movements of the term structure of interest rates: Evidence from the U.S. Treasury market In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
article0
2020Volatility forecasting with bivariate multifractal models In: Journal of Forecasting.
[Full Text][Citation analysis]
article6
2021Point and density forecasting of macroeconomic and financial uncertainties of the USA In: Journal of Forecasting.
[Full Text][Citation analysis]
article0
2022Mixed?frequency forecasting of crude oil volatility based on the information content of global economic conditions In: Journal of Forecasting.
[Full Text][Citation analysis]
article7
2022Uncertainty and forecastability of regional output growth in the UK: Evidence from machine learning In: Journal of Forecasting.
[Full Text][Citation analysis]
article1
2021THE RELATIONSHIP BETWEEN ECONOMIC POLICY UNCERTAINTY AND CORPORATE TAX RATES In: Annals of Financial Economics (AFE).
[Full Text][Citation analysis]
article2
2015The Impact of Exchange Rate Uncertainty on Exports in South Africa In: Journal of International Commerce, Economics and Policy (JICEP).
[Full Text][Citation analysis]
article12
2017Date-stamping US housing market explosivity In: Economics Discussion Papers.
[Full Text][Citation analysis]
paper4
2018Date-stamping US housing market explosivity.(2018) In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
article

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated June, 27 2024. Contact: CitEc Team