10
H index
10
i10 index
329
Citations
SONALI DAS : Citation Profile
| RESEARCH PRODUCTION: 11 Articles 19 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
12 years (2008 - 2020). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with SONALI DAS. | Is cited by:
| Cites to:
|
Main data
Where SONALI DAS has published?
| Journals with more than one article published | # docs |
|---|---|
| Physica A: Statistical Mechanics and its Applications | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / University of Pretoria, Department of Economics | 13 |
| Working Papers / Economic Research Southern Africa | 3 |
Recent works citing SONALI DAS (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries. (2023). Bouri, Elie ; Nielsen, Joshua ; Gupta, Rangan ; van Eyden, Renee. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000187. Full description at Econpapers || Download paper |
| 2023 | Monetary policy and bubbles in G7 economies using a panel VAR approach: Implications for sustainable development. (2023). GUPTA, RANGAN ; Caraiani, Petre ; Nielsen, Joshua ; Nel, Jacobus. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:133-155. Full description at Econpapers || Download paper |
| 2024 | Stock market bubbles and the realized volatility of oil price returns. (2024). Pierdzioch, Christian ; Nielsen, Joshua ; Gupta, Rangan. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001403. Full description at Econpapers || Download paper |
| 2024 | Forecasting international financial stress: The role of climate risks. (2024). Pierdzioch, Christian ; Gupta, Rangan ; del Fava, Santino ; Rognone, Lavinia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000416. Full description at Econpapers || Download paper |
| 2023 | Dynamic spillovers and portfolio risk management between defi and metals: Empirical evidence from the Covid-19. (2023). Yousaf, Imran ; Ijaz, Muhammad Shahzad ; Ali, Shoaib. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003835. Full description at Econpapers || Download paper |
| 2024 | Gold, platinum and the predictability of bubbles in global stock markets. (2024). Demirer, Riza ; Nielsen, Joshua ; Gupta, Rangan ; Gabauer, David. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724001752. Full description at Econpapers || Download paper |
| 2023 | Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach. (2023). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:303-314. Full description at Econpapers || Download paper |
| 2023 | The effect of political and bureaucratic regime changes on Australias real interest rate. (2023). Mishra, Ankita ; Tawadros, George B ; Moosa, Imad A. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:124-136. Full description at Econpapers || Download paper |
| 2024 | Estimating U.S. housing price network connectedness: Evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models. (2024). Miller, Stephen ; GUPTA, RANGAN ; Gabauer, David ; Marfatia, Hardik A. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:349-362. Full description at Econpapers || Download paper |
| 2023 | Time-varying fund manager skills of socially responsible investing (SRI) funds in developed and emerging markets. (2023). Jitmaneeroj, Boonlert. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s027553192300003x. Full description at Econpapers || Download paper |
| 2023 | Forecasting state- and MSA-level housing returns of the US: The role of mortgage default risks. (2023). Lesame, Keagile ; Gupta, Rangan ; Christou, Christina ; Bouras, Christos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000788. Full description at Econpapers || Download paper |
| 2023 | Border disputes, conflicts, war, and financial markets research: A systematic review. (2023). Pandey, Dharen ; Kumar, Satish ; Lucey, Brian M. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000983. Full description at Econpapers || Download paper |
| 2023 | Artificial Intelligence and Mathematical Models of Power Grids Driven by Renewable Energy Sources: A Survey. (2023). Lind, Pedro G ; Andreadakis, Zacharias E ; Kumarasamy, Suresh ; Srinivasan, Sabarathinam. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:14:p:5383-:d:1194276. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Housing price uncertainty and housing prices in the UK in a time-varying environment. (2023). Balcilar, Mehmet ; Wohar, Mark E ; Bekun, Festus Victor ; Uzuner, Gizem. In: Empirica. RePEc:kap:empiri:v:50:y:2023:i:2:d:10.1007_s10663-023-09567-y. Full description at Econpapers || Download paper |
| 2023 | Forecasting House Prices: The Role of Fundamentals, Credit Conditions, and Supply Indicators. (2023). Kishor, Kundan N. In: MPRA Paper. RePEc:pra:mprapa:116819. Full description at Econpapers || Download paper |
| 2023 | Technological Shocks and Stock Market Volatility Over a Century: A GARCH-MIDAS Approach. (2023). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza. In: Working Papers. RePEc:pre:wpaper:202308. Full description at Econpapers || Download paper |
| 2023 | Gold-to-Platinum Price Ratio and the Predictability of Bubbles in Financial Markets. (2023). Demirer, Riza ; Nielsen, Joshua ; Gupta, Rangan ; Gabauer, David. In: Working Papers. RePEc:pre:wpaper:202317. Full description at Econpapers || Download paper |
| 2023 | Housing Search Activity and Quantiles-Based Predictability of Housing Price Movements in the United States. (2023). Moodley, Damien ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202335. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Policy uncertainty and stock market volatility revisited: The predictive role of signal quality. (2023). Salisu, Afees ; Demirer, Riza ; Gupta, Rangan. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:8:p:2307-2321. Full description at Econpapers || Download paper |
Works by SONALI DAS:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2008 | SPATIAL BAYESIAN METHODS OF FORECASTING HOUSE PRICES IN SIX METROPOLITAN AREAS OF SOUTH AFRICA In: South African Journal of Economics. [Full Text][Citation analysis] | article | 25 |
| 2008 | Spatial 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: 25 | paper | |
| 2010 | CONVERGENCE 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] | article | 11 |
| 2009 | Convergence 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: 11 | paper | |
| 2014 | Pedestrian fatality and natural light: Evidence from South Africa using a Bayesian approach In: Economic Modelling. [Full Text][Citation analysis] | article | 0 |
| 2015 | Temporal 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] | article | 86 |
| 2013 | Temporal 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: 86 | paper | |
| 2013 | Temporal 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: 86 | paper | |
| 2009 | Could we have predicted the recent downturn in the South African housing market? In: Journal of Housing Economics. [Full Text][Citation analysis] | article | 34 |
| 2008 | COULD 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: 34 | paper | |
| 2018 | Unfulfilled expectations and the emergence of the EFF.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 34 | paper | |
| 2018 | Predicting 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] | article | 10 |
| 2015 | Predicting 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: 10 | paper | |
| 2018 | Interactive nonparametric analysis of nonlinear systems In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 0 |
| 2019 | The 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] | article | 47 |
| 2019 | The 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: 47 | paper | |
| 2011 | Forecasting regional house price inflation: a comparison between dynamic factor models and vector autoregressive models In: Journal of Forecasting. [Full Text][Citation analysis] | article | 17 |
| 2014 | Real interest rate persistence in South Africa: evidence and implications In: Economic Change and Restructuring. [Full Text][Citation analysis] | article | 6 |
| 2012 | Real Interest Rate Persistence in South Africa: Evidence and Implications.(2012) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2012 | Real Interest Rate Persistence in South Africa: Evidence and Implications.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2010 | Predicting Downturns in the US Housing Market: A Bayesian Approach In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 27 |
| 2008 | Predicting Downturns in the US Housing Market: A Bayesian Approach.(2008) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
| 2016 | Nonparametric Analysis of Complex Nonlinear Systems In: Department of Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Is a DFM Well-Suited in Forecasting Regional House Price Inflation? In: Working Papers. [Citation analysis] | paper | 1 |
| 2009 | THE BLESSING OF DIMENSIONALITY IN FORECASTING REAL HOUSE PRICE GROWTH IN THE NINE CENSUS DIVISIONS OF THE US In: Working Papers. [Citation analysis] | paper | 17 |
| 2009 | Could We Have Predicted the Recent Downturn in Home Sales of the Four US Census Regions? In: Working Papers. [Citation analysis] | paper | 9 |
| 2010 | Bubbles in South African House Prices and their Impact on Consumption In: Working Papers. [Citation analysis] | paper | 34 |
| 2020 | Analysing 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] | paper | 1 |
| 2017 | Demand-side determinants of access to healthcare services: Empirical evidence from Africa In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Stock return predictability in South Africa: An Alternative Approach In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team