45
H index
250
i10 index
10211
Citations
RANGAN GUPTA : Citation Profile
University of Pretoria (80% share) | RESEARCH PRODUCTION: 727 Articles 1068 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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19 years (2005 - 2024). Relations with other researchers
Main data
Where RANGAN GUPTA has published?
Recent works citing RANGAN GUPTA (2024 and 2023)
| Year | Title of citing document | |
|---|---|---|
| 2023 | Investigating 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 | |
| 2023 | Bibliometric 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 | |
| 2023 | Effects 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 | |
| 2023 | Promoting 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 | |
| 2023 | A 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 | |
| 2023 | The 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 | |
| 2023 | An 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 | |
| 2024 | Oil 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 | |
| 2023 | The 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 | |
| 2023 | Oil 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 | |
| 2024 | Time-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 | |
| 2023 | A 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 | |
| 2024 | Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications. (2022). Rossini, Luca ; Ravazzolo, Francesco ; Iacopini, Matteo. In: Papers. RePEc:arx:papers:2211.16121. Full description at Econpapers || Download paper | |
| 2023 | Score-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 | |
| 2024 | Expectile 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 | |
| 2024 | Hierarchical 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 | |
| 2023 | Cryptocurrencies 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 | |
| 2023 | Forecasting 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 | |
| 2023 | Modelling 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 | |
| 2023 | A 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 | |
| 2023 | Bitcoin: A life in crises. (2023). Houli, Nicolas ; Tarassov, Jevgeni. In: Papers. RePEc:arx:papers:2304.09939. Full description at Econpapers || Download paper | |
| 2023 | Macroeconomic 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 | |
| 2023 | Impact 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 | |
| 2023 | Examining 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 | |
| 2024 | The 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 | |
| 2023 | Climate Risk Measures - A Review. (2023). Salisu, Afees ; Oloko, Tirimisiyu. In: Asian Economics Letters. RePEc:ayb:jrnael:81. Full description at Econpapers || Download paper | |
| 2023 | Modeling 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 | |
| 2024 | Economic and Social Drivers of Renewable Energy Consumption in the European Union: An Econometric Analysis. (2024). Pantcheva, Reni. In: Economic Studies journal. RePEc:bas:econst:y:2024:i:7:p:62-84. Full description at Econpapers || Download paper | |
| 2023 | . Full description at Econpapers || Download paper | |
| 2024 | Forecasting Key Macroeconomic Indicators Using DMA and DMS Methods. (2024). Pankratova, Anastasiia. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:1:p:32-52. Full description at Econpapers || Download paper | |
| 2024 | Does institutional quality moderate the human capitalâinequality 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 | |
| 2024 | . Full description at Econpapers || Download paper | |
| 2023 | Is 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 | |
| 2023 | Asymmetric 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 | |
| 2024 | . Full description at Econpapers || Download paper | |
| 2023 | How 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 | |
| 2023 | Examination 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 | |
| 2023 | Is 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 | |
| 2024 | Cryptocurrency 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 | |
| 2023 | Understanding 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 | |
| 2023 | Global financial crisis versus COVID?19: Evidence from sentiment analysis. (2022). Abdoh, Hussein ; Maghyereh, Aktham. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:2:p:218-248. Full description at Econpapers || Download paper | |
| 2023 | Capital?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 | |
| 2023 | Quantile 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 | |
| 2023 | Co?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 | |
| 2023 | A 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 | |
| 2024 | AN OVERVIEW OF DYNAMIC MODEL AVERAGING TECHNIQUES IN TIME?SERIES ECONOMETRICS. (2021). Nonejad, Nima. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:2:p:566-614. Full description at Econpapers || Download paper | |
| 2023 | The 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 | |
| 2023 | Seemingly 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 | Nature 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 | |
| 2023 | ZONEââ¬ÂTARGETING MONETARY POLICY PREFERENCES AND FINANCIAL MARKET CONDITIONS: A FLEXIBLE NONââ¬ÂLINEAR POLICY REACTION FUNCTION OF THE SARB MONETARY POLICY. (2010). Raputsoane, Leroi ; Naraidoo, Ruthira. In: South African Journal of Economics. RePEc:bla:sajeco:v:78:y:2010:i:4:p:400-417. Full description at Econpapers || Download paper | |
| 2023 | . Full description at Econpapers || Download paper | |
| 2023 | Realized 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 | |
| 2023 | The 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 | |
| 2023 | Trade 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 | |
| 2023 | Persistence 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 | |
| 2023 | Cybercrime 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 | |
| 2023 | Long-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 | |
| 2023 | Exponential 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 | |
| 2023 | Beyond 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 | |
| 2024 | Volatility 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 | |
| 2024 | The 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 | |
| 2024 | How 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 | |
| More than 100 citations found, this list is not complete... |
Works by RANGAN GUPTA:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2018 | HIGH 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] | article | 8 |
| 2018 | IS WINE A SAFE-HAVEN? EVIDENCE FROM A NONPARAMETRIC CAUSALITY-IN-QUANTILES TEST In: Advances in Decision Sciences. [Full Text][Citation analysis] | article | 1 |
| 2017 | Is 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 | |
| 2019 | Economic Policy Uncertainty and Herding Behavior Evidence from the South African Housing Market In: Advances in Decision Sciences. [Full Text][Citation analysis] | article | 3 |
| 2019 | Economic 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: 3 | paper | |
| 2019 | PRESIDENTIAL CYCLES IN THE USA AND THE DOLLAR-POUND EXCHANGE RATE: EVIDENCE FROM OVER TWO CENTURIES In: Advances in Decision Sciences. [Full Text][Citation analysis] | article | 1 |
| 2019 | MACROECONOMIC UNCERTAINTY AND THE COMOVEMENT IN BUYING VERSUS RENTING IN THE USA In: Advances in Decision Sciences. [Full Text][Citation analysis] | article | 1 |
| 2019 | OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration In: Advances in Decision Sciences. [Full Text][Citation analysis] | article | 1 |
| 2017 | OPEC 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 | |
| 2020 | The US Term Structure and Return Volatility in Global REIT Markets In: Advances in Decision Sciences. [Full Text][Citation analysis] | article | 1 |
| 2020 | The 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 | |
| 2020 | Time-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] | article | 5 |
| 2021 | Network Analysis of Economic and Financial Uncertainties in Advanced Economies: Evidence from Graph-Theory In: Advances in Decision Sciences. [Full Text][Citation analysis] | article | 29 |
| 2019 | Network 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: 29 | paper | |
| 2016 | Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 2 |
| 2015 | Trust and Quality of Growth: A Note In: Research Africa Network Working Papers. [Full Text][Citation analysis] | paper | 13 |
| 2015 | Trust 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: 13 | paper | |
| 2016 | Trust and quality of growth: a note.(2016) In: Economics Bulletin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
| 2015 | Trust and Quality of Growth: A Note.(2015) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2015 | Trust and Quality of Growth: A Note.(2015) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2010 | Loan Portfolio Conditional Loss Estimation Using an Error-Correcting Macroeconometric Model In: The African Finance Journal. [Full Text][Citation analysis] | article | 1 |
| 2008 | Modelling South African grain farmersâ preferences to adopt derivative contracts using discrete choice models In: Agrekon. [Full Text][Citation analysis] | article | 4 |
| 2018 | The 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] | paper | 19 |
| 2017 | The 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: 19 | paper | |
| 2019 | The 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: 19 | article | |
| 2014 | GENETIC 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] | article | 0 |
| 2017 | Forecasting the U.S. Real House Price Index In: Papers. [Full Text][Citation analysis] | paper | 21 |
| 2015 | Forecasting the U.S. real house price index.(2015) In: Economic Modelling. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | article | |
| 2014 | Forecasting the U.S. Real House Price Index.(2014) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
| 2014 | Forecasting 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 | |
| 2014 | Forecasting 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 | |
| 2024 | GARCHX-NoVaS: A Model-free Approach to Incorporate Exogenous Variables In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | GARCHX-NoVaS: A Model-Free Approach to Incorporate Exogenous Variables.(2024) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2018 | Impact of Volatility and Equity Market Uncertainty on Herd Behaviour: Evidence from UK REITs In: ERES. [Full Text][Citation analysis] | paper | 6 |
| 2016 | Impact 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: 6 | paper | |
| 2017 | The Impact of Oil Price on South African GDP Growth: A Bayesian Markov Switching-VAR Analysis In: African Development Review. [Full Text][Citation analysis] | article | 31 |
| 2014 | The 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: 31 | paper | |
| 2014 | The 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: 31 | paper | |
| 2018 | PREDICTING 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] | article | 9 |
| 2008 | Costly Tax Enforcement and Financial Repression In: Economic Notes. [Full Text][Citation analysis] | article | 3 |
| 2008 | Costly Tax Enforcement and Financial Repression.(2008) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2008 | Costly tax enforcement and financial repression.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2020 | Trade uncertainties and the hedging abilities of Bitcoin In: Economic Notes. [Full Text][Citation analysis] | article | 22 |
| 2019 | Trade Uncertainties and the Hedging Abilities of Bitcoin.(2019) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
| 2017 | Do leading indicators forecast U.S. recessions? A nonlinear re⬠evaluation using historical data In: International Finance. [Full Text][Citation analysis] | article | 4 |
| 2019 | Insurance activity and economic performance: Fresh evidence from asymmetric panel causality tests In: International Finance. [Full Text][Citation analysis] | article | 6 |
| 2018 | Insurance 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 | |
| 2022 | The behaviour of real interest rates: New evidence from a suprasecular perspective In: International Finance. [Full Text][Citation analysis] | article | 0 |
| 2022 | The financial US uncertainty spillover multiplier: Evidence from a GVAR model In: International Finance. [Full Text][Citation analysis] | article | 4 |
| 2021 | The Financial US Uncertainty Spillover Multiplier: Evidence from a GVAR Model.(2021) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2019 | US Fiscal Policy and Asset Prices: The Role of Partisan Conflict In: International Review of Finance. [Full Text][Citation analysis] | article | 2 |
| 2017 | U.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 | |
| 2017 | U.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 | |
| 2021 | Predicting Stock Market Movements in the United States: The Role of Presidential Approval Ratings In: International Review of Finance. [Full Text][Citation analysis] | article | 3 |
| 2018 | Predicting 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 | |
| 2021 | Monetary policy and bubbles in US REITs In: International Review of Finance. [Full Text][Citation analysis] | article | 2 |
| 2018 | Monetary Policy and Bubbles in US REITs.(2018) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2022 | Uncertainty 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] | article | 0 |
| 2018 | Testing the Efficiency of the Art Market Using Quantile⬠Based Unit Root Tests with Sharp and Smooth Breaks In: Manchester School. [Full Text][Citation analysis] | article | 3 |
| 2018 | Social Status, Inflation and Endogenous Growth in A CashâinâAdvance Economy: A Reconsideration using the Credit Channel In: Manchester School. [Full Text][Citation analysis] | article | 1 |
| 2019 | Persistence, 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] | article | 0 |
| 2017 | Persistence, 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 | |
| 2017 | Electricity demand in South Africa: is it asymmetric? In: OPEC Energy Review. [Full Text][Citation analysis] | article | 3 |
| 2015 | CONVERGENCE 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] | article | 11 |
| 2013 | Convergence 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 | |
| 2006 | A BVAR MODEL FOR THE SOUTH AFRICAN ECONOMY In: South African Journal of Economics. [Full Text][Citation analysis] | article | 4 |
| 2006 | A BVAR Model for the South African Economy.(2006) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2006 | FORECASTING THE SOUTH AFRICAN ECONOMY WITH VARs AND VECMs In: South African Journal of Economics. [Full Text][Citation analysis] | article | 4 |
| 2006 | Forecasting the South African Economy with VARs and VECMs.(2006) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2007 | FORECASTING THE SOUTH AFRICAN ECONOMY WITH GIBBS SAMPLED BVECMs In: South African Journal of Economics. [Full Text][Citation analysis] | article | 3 |
| 2007 | Forecasting the South African Economy with Gibbs Sampled BVECMs.(2007) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2008 | MEASURING THE WELFARE COST OF INFLATION IN SOUTH AFRICA In: South African Journal of Economics. [Full Text][Citation analysis] | article | 6 |
| 2008 | Measuring the Welfare Cost of Inflation in South Africa.(2008) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2008 | Measuring 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 | |
| 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 | 8 |
| 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: 8 | paper | |
| 2009 | BAYESIAN METHODS OF FORECASTING INVENTORY INVESTMENT In: South African Journal of Economics. [Full Text][Citation analysis] | article | 0 |
| 2009 | TESTING FOR PPP USING SADC REAL EXCHANGE RATES In: South African Journal of Economics. [Full Text][Citation analysis] | article | 4 |
| 2008 | Testing for PPP Using SADC Real Exchange Rates.(2008) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2009 | TESTING FOR FRACTIONAL INTEGRATION IN SOUTHERN AFRICAN DEVELOPMENT COMMUNITY REAL EXCHANGE RATES In: South African Journal of Economics. [Full Text][Citation analysis] | article | 1 |
| 2010 | DYNAMIC TIME INCONSISTENCY AND THE SOUTH AFRICAN RESERVE BANK In: South African Journal of Economics. [Full Text][Citation analysis] | article | 4 |
| 2019 | Timeâfrequency relationship between US inflation and inflation uncertainty: evidence from historical data In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 5 |
| 2017 | Time-varying persistence of inflation: evidence from a wavelet-based approach In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2016 | Time-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 | |
| 2016 | Time-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 | |
| 2018 | Causal 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] | article | 22 |
| 2016 | Causal 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 | |
| 2019 | Are 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] | article | 7 |
| 2017 | Are 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 | |
| 2020 | Conventional and unconventional monetary policy reaction to uncertainty in advanced economies: evidence from quantile regressions In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2020 | Conventional 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 | |
| 2018 | Conventional 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 | |
| 2020 | Uncertainty and Forecasts of U.S. Recessions In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2017 | Uncertainty and Forecasts of U.S. Recessions.(2017) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2021 | Long-memory modeling and forecasting: evidence from the U.S. historical series of inflation In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2018 | Long-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 | |
| 2022 | Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2017 | Are 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 | |
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| 2023 | Uncertainty 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] | article | 0 |
| 2019 | Contagion between Real Estate and Financial Markets: A Bayesian Quantile-on-Quantile Approach In: BEMPS - Bozen Economics & Management Paper Series. [Full Text][Citation analysis] | paper | 10 |
| 2021 | Contagion 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: 10 | article | |
| 2019 | Contagion 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: 10 | paper | |
| 2018 | Forecasting using a Nonlinear DSGE Model In: Journal of Central Banking Theory and Practice. [Full Text][Citation analysis] | article | 1 |
| 2016 | Forecasting using a Nonlinear DSGE Model.(2016) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2019 | Volatility Spillovers between Interest Rates and Equity Markets of Developed Economies In: Journal of Central Banking Theory and Practice. [Full Text][Citation analysis] | article | 0 |
| 2020 | Is there a National Housing Market Bubble Brewing in the United States? In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Is 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 | |
| 2015 | Causality between US economic policy and equity market uncertainties: Evidence from linear and nonlinear tests In: Journal of Applied Economics. [Full Text][Citation analysis] | article | 26 |
| 2013 | Causality 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 | |
| 2015 | Causality 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 | |
| 2017 | The growth-inflation nexus for the U.S. from 1801 to 2013: A semiparametric approach In: Journal of Applied Economics. [Full Text][Citation analysis] | article | 1 |
| 2017 | The 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 | |
| 2015 | The 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] | paper | 3 |
| 2015 | The 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 | |
| 2015 | The 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 | |
| 2018 | The 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 | |
| 2018 | Impact of macroeconomic news surprises and uncertainty for major economies on returns and volatility of oil futures In: International Economics. [Full Text][Citation analysis] | article | 15 |
| 2018 | Impact 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: 15 | article | |
| 2017 | The 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: 15 | paper | |
| 2019 | Does inequality really matter in forecasting real housing returns of the United Kingdom? In: International Economics. [Full Text][Citation analysis] | article | 2 |
| 2019 | Does 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 | |
| 2018 | Does 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 | |
| 2020 | Halloween Effect in developed stock markets: A historical perspective In: International Economics. [Full Text][Citation analysis] | article | 4 |
| 2020 | Halloween 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 | |
| 2021 | Inflation-targeting and inflation volatility: International evidence from the cosine-squared cepstrum In: International Economics. [Full Text][Citation analysis] | article | 5 |
| 2021 | Inflation-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 | |
| 2024 | Influence of Local and Global Economic Policy Uncertainty on the volatility of US state-level equity returns: Evidence from a GARCH-MIDAS approach with Shrinkage and Cluster Analysis In: Working Paper CRENoS. [Full Text][Citation analysis] | paper | 0 |
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| 2021 | The Effect of Macroeconomic Uncertainty on Housing Returns and Volatility: Evidence from US State-Level Data In: GRU Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
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| 2021 | The 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 | |
| 2021 | Forecasting 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] | paper | 3 |
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| 2021 | Forecasting 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: 3 | paper | |
| 2021 | Income Inequality and House Prices across US States In: GRU Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Income 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 | |
| 2021 | Income Inequality and House Prices across US States.(2021) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2016 | The 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] | paper | 0 |
| 2017 | The 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 | |
| 2015 | The 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 | |
| 2016 | Forecasting 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] | paper | 2 |
| 2016 | Forecasting 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 | |
| 2017 | Forecasting 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 | |
| 2017 | Monetary Policy and Financial Frictions in a Small Open-Economy Model for Uganda In: School of Economics Macroeconomic Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Monetary 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 | |
| 2020 | Monetary 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 | |
| 2017 | Monetary Policy, Financial Frictions and Structural Changes: A Markov-Switching DSGE approach In: School of Economics Macroeconomic Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Monetary 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 | |
| 2017 | Inflation Dynamics in Uganda: A Quantile Regression Approach In: School of Economics Macroeconomic Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Inflation Dynamics in Uganda: A Quantile Regression Approach.(2017) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2020 | Inflation 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 | |
| 2018 | Forecasting with second-order approximations and Markov-switching DSGE models In: School of Economics Macroeconomic Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Forecasting 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 | |
| 2018 | Forecasting with Second-Order Approximations and Markov Switching DSGE Models.(2018) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2020 | Unemployment 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] | paper | 2 |
| 2021 | Unemployment 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 | |
| 2020 | Unemployment 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 | |
| 2005 | Costly State Monitoring and Reserve Requirements In: Annals of Economics and Finance. [Full Text][Citation analysis] | article | 3 |
| 2005 | Costly State Monitoring and Reserve Requirements.(2005) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2010 | Private and Public Health Expenditures in an Endogenous Growth Model with Inflation Targeting In: Annals of Economics and Finance. [Full Text][Citation analysis] | article | 5 |
| 2010 | Private 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 | |
| 2011 | Growth-Effects of Inflation Targeting: The Role of Financial Sector Development In: Annals of Economics and Finance. [Full Text][Citation analysis] | article | 3 |
| 2006 | Growth-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 | |
| 2019 | Inflation Aversion and the Growth-Inflation Relationship In: Annals of Economics and Finance. [Full Text][Citation analysis] | article | 1 |
| 2019 | Inflation Aversion and the Growth-Inflation Relationship.(2019) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2019 | A TIME-VARYING APPROACH OF THE US WELFARE COST OF INFLATION In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 19 |
| 2014 | A 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 | |
| 2014 | A 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 | |
| 2015 | Has oil price predicted stock returns for over a century? In: Working Papers. [Full Text][Citation analysis] | paper | 243 |
| 2015 | Has oil price predicted stock returns for over a century?.(2015) In: Energy Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 243 | article | |
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| 2011 | Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs In: Indian Economic Review. [Citation analysis] | article | 4 |
| 2008 | Forecasting 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 | |
| 2007 | Financial Liberalization and the Dynamics of Inflation, Nominal Exchange Rate, and Terms of Trade In: Indian Economic Review. [Citation analysis] | article | 0 |
| 2005 | Financial 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 | |
| 2009 | Financial Liberalization and a Possible Growth-Inflation Trade-Off In: Indian Economic Review. [Citation analysis] | article | 0 |
| 2006 | Financial Liberalization and a Possible Growth-Inflation Trade-Off.(2006) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 0 | 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 | 1 |
| 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: 1 | paper | |
| 2012 | Macro Shocks and Real US Stock Prices with Special Focus on the âGreat Recessionâ In: Applied Econometrics and International Development. [Full Text][Citation analysis] | article | 4 |
| 2012 | Macro 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 | |
| 2009 | Half-Life Deviations from PPP in the South African Development Community (SADC) In: Applied Econometrics and International Development. [Full Text][Citation analysis] | article | 0 |
| 2012 | THE EFFECTS OF MONETARY POLICY ON REAL FARM PRICES IN SOUTH AFRICA In: Regional and Sectoral Economic Studies. [Full Text][Citation analysis] | article | 0 |
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| 2013 | Metropolitan House Prices In Regions of India: Do They Converge? In: Regional and Sectoral Economic Studies. [Full Text][Citation analysis] | article | 1 |
| 2020 | Are Uncertainties across the World Convergent? In: Economics Bulletin. [Full Text][Citation analysis] | article | 2 |
| 2019 | Are Uncertainties across the World Convergent?.(2019) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2021 | Risk aversion and Bitcoin returns in extreme quantiles In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
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| 2019 | Oil price volatility and economic growth: Evidence from advanced economies using more than a centuryâs data In: Applied Energy. [Full Text][Citation analysis] | article | 90 |
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| 2018 | Can Monetary Policy Lean against Housing Bubbles?.(2018) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2009 | Linking global economic dynamics to a South African-specific credit risk correlation model In: Economic Modelling. [Full Text][Citation analysis] | article | 10 |
| 2007 | Linking 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 | |
| 2010 | The 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] | article | 45 |
| 2009 | THE 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: 45 | paper | |
| 2011 | An in-sample and out-of-sample empirical investigation of the nonlinearity in house prices of South Africa In: Economic Modelling. [Full Text][Citation analysis] | article | 8 |
| 2010 | An 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 | |
| 2011 | Forecasting the US real house price index: Structural and non-structural models with and without fundamentals In: Economic Modelling. [Full Text][Citation analysis] | article | 27 |
| 2010 | Forecasting 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 | |
| 2009 | Forecasting 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 | |
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| 2012 | South 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] | article | 13 |
| 2010 | South 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 | |
| 2012 | Structural breaks and GARCH models of stock return volatility: The case of South Africa In: Economic Modelling. [Full Text][Citation analysis] | article | 19 |
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| 2013 | Macroeconomic Variables and South African Stock Return Predictability In: Economic Modelling. [Full Text][Citation analysis] | article | 27 |
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| 2017 | Can volume predict Bitcoin returns and volatility? A quantiles-based approach.(2017) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 302 | paper | |
| 2020 | The impact of macroeconomic factors on income inequality: Evidence from the BRICS In: Economic Modelling. [Full Text][Citation analysis] | article | 10 |
| 2014 | Forecasting 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] | article | 16 |
| 2013 | Forecasting Chinaââ¬â¢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: 16 | paper | |
| 2014 | Detecting 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] | article | 15 |
| 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 | 38 |
| 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: 38 | 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: 38 | paper | |
| 2016 | On economic uncertainty, stock market predictability and nonlinear spillover effects In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 40 |
| 2015 | On Economic Uncertainty, Stock Market Predictability and Nonlinear Spillover Effects.(2015) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 40 | paper | |
| 2017 | Do precious metal prices help in forecasting South African inflation? In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 2 |
| 2015 | Do 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 | |
| 2015 | Do Precious Metal Prices Help in Forecasting South African Inflation?.(2015) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2015 | Do 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 | |
| 2017 | The international REITâs 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] | article | 9 |
| 2017 | The 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: 9 | paper | |
| 2018 | OPEC 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] | article | 6 |
| 2017 | OPEC 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 | |
| 2018 | Information 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] | article | 19 |
| 2018 | Information 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 | |
| 2019 | The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom: Evidence from a nonparametric causality-in-quantiles test using over 250 years of data In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2017 | The Role of Term Spread and Pattern Changes in Predicting Stock Returns and Volatility of the United Kingdom: Evidence from a Nonparametric Causality-in-Quantiles Test Using Over 250 Years of Data.(2017) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2019 | Rise and fall of calendar anomalies over a century In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 13 |
| 2019 | Rise and Fall of Calendar Anomalies over a Century.(2019) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2019 | Time-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] | article | 17 |
| 2018 | Time-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 | |
| 2019 | Time-varying risk aversion and realized gold volatility In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 18 |
| 2018 | Time-Varying Risk Aversion and Realized Gold Volatility.(2018) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
| 2020 | Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching: Evidence from over a century of data In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 14 |
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| 2020 | Oil price uncertainty and movements in the US government bond risk premia In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 13 |
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| 2021 | Risk spillover between Bitcoin and conventional financial markets: An expectile-based approach In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 29 |
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| 2021 | House 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] | article | 5 |
| 2020 | House 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: 5 | paper | |
| 2021 | Evolution 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] | article | 1 |
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| 2021 | Does 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] | article | 1 |
| 2021 | Does 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 | |
| 2017 | Does 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 | |
| 2021 | Time-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] | article | 5 |
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| 2015 | Oil price forecastability and economic uncertainty In: Economics Letters. [Full Text][Citation analysis] | article | 58 |
| 2015 | Oil Price Forecastability and Economic Uncertainty.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 58 | paper | |
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| 2016 | Is inflation persistence different in reality? In: Economics Letters. [Full Text][Citation analysis] | article | 11 |
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| 2018 | Dynamic connectedness of uncertainty across developed economies: A time-varying approach In: Economics Letters. [Full Text][Citation analysis] | article | 144 |
| 2018 | Dynamic Connectedness of Uncertainty across Developed Economies: A Time-Varying Approach.(2018) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 144 | paper | |
| 2018 | Presidential cycles and time-varying bondâstock market correlations: Evidence from more than two centuries of data In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
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| 2019 | Time-varying impact of uncertainty shocks on the US housing market In: Economics Letters. [Full Text][Citation analysis] | article | 9 |
| 2018 | Time-Varying Impact of Uncertainty Shocks on the US Housing Market.(2018) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2020 | Forecasting economic policy uncertainty of BRIC countries using Bayesian VARs In: Economics Letters. [Full Text][Citation analysis] | article | 9 |
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| 2022 | The effects of climate risks on economic activity in a panel of US states: The role of uncertainty In: Economics Letters. [Full Text][Citation analysis] | article | 14 |
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| 2015 | Are 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] | article | 56 |
| 2013 | Are 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: 56 | paper | |
| 2013 | Are 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: 56 | paper | |
| 2016 | Forecasting the South African inflation rate: On asymmetric loss and forecast rationality In: Economic Systems. [Full Text][Citation analysis] | article | 3 |
| 2014 | Forecasting 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 | |
| 2014 | Forecasting 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 | |
| 2017 | The time-varying correlation between output and prices in the United States over the period 1800â2014 In: Economic Systems. [Full Text][Citation analysis] | article | 3 |
| 2018 | Geopolitical risks and stock market dynamics of the BRICS In: Economic Systems. [Full Text][Citation analysis] | article | 108 |
| 2016 | Geopolitical Risks and Stock Market Dynamics of the BRICS.(2016) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 108 | paper | |
| 2018 | The synergistic effect of insurance and banking sector activities on economic growth in Africa In: Economic Systems. [Full Text][Citation analysis] | article | 13 |
| 2018 | The 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: 13 | paper | |
| 2022 | Socio-political instability and growth dynamics In: Economic Systems. [Full Text][Citation analysis] | article | 1 |
| 2018 | Socio-Political Instability and Growth Dynamics.(2018) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2024 | Revisiting international house price convergence using house price level data In: Economic Systems. [Full Text][Citation analysis] | article | 0 |
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| 2015 | Causality between inflation and inflation uncertainty in South Africa: Evidence from a Markov-switching vector autoregressive model In: Emerging Markets Review. [Full Text][Citation analysis] | article | 15 |
| 2014 | Causality 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 | |
| 2018 | Does global fear predict fear in BRICS stock markets? Evidence from a Bayesian Graphical Structural VAR model In: Emerging Markets Review. [Full Text][Citation analysis] | article | 42 |
| 2021 | Do oil-price shocks predict the realized variance of U.S. REITs? In: Energy Economics. [Full Text][Citation analysis] | article | 8 |
| 2020 | Do Oil-Price Shocks Predict the Realized Variance of U.S. REITs?.(2020) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
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| 2022 | Global financial cycle and the predictability of oil market volatility: Evidence from a GARCH-MIDAS model In: Energy Economics. [Full Text][Citation analysis] | article | 15 |
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| 2022 | Forecasting 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] | article | 7 |
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| 2013 | Does the source of oil price shocks matter for South African stock returns? A structural VAR approach In: Energy Economics. [Full Text][Citation analysis] | article | 79 |
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| 2014 | Oil price uncertainty and manufacturing production In: Energy Economics. [Full Text][Citation analysis] | article | 33 |
| 2014 | Dutch disease effect of oil rents on agriculture value added in Middle East and North African (MENA) countries In: Energy Economics. [Full Text][Citation analysis] | article | 49 |
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| 2015 | Regime switching model of US crude oil and stock market prices: 1859 to 2013 In: Energy Economics. [Full Text][Citation analysis] | article | 80 |
| 2014 | Regime 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: 80 | paper | |
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| 2015 | Is there an Environmental Kuznets Curve for South Africa? A co-summability approach using a century of data In: Energy Economics. [Full Text][Citation analysis] | article | 22 |
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| 2016 | Uncertainty and crude oil returns In: Energy Economics. [Full Text][Citation analysis] | article | 152 |
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| 2016 | Forecasting crude oil price volatility and value-at-risk: Evidence from historical and recent data In: Energy Economics. [Full Text][Citation analysis] | article | 51 |
| 2017 | Common cycles and common trends in the stock and oil markets: Evidence from more than 150years of data In: Energy Economics. [Full Text][Citation analysis] | article | 20 |
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| 2015 | Forecasting 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 | |
| 2017 | Oil price shocks and Chinas economy: Reactions of the monetary policy to oil price shocks In: Energy Economics. [Full Text][Citation analysis] | article | 46 |
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| 2018 | Date stamping historical periods of oil price explosivity: 1876â2014 In: Energy Economics. [Full Text][Citation analysis] | article | 47 |
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| 2020 | Gold-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] | article | 56 |
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| 2020 | The impacts of structural oil shocks on macroeconomic uncertainty: Evidence from a large panel of 45 countries In: Energy Economics. [Full Text][Citation analysis] | article | 26 |
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| 2021 | OPEC news and jumps in the oil market In: Energy Economics. [Full Text][Citation analysis] | article | 5 |
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| 2015 | Oil prices and financial stress: A volatility spillover analysis In: Energy Policy. [Full Text][Citation analysis] | article | 92 |
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| 2021 | Structure dependence between oil and agricultural commodities returns: The role of geopolitical risks In: Energy. [Full Text][Citation analysis] | article | 32 |
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| 2021 | Geopolitical risk and forecastability of tail risk in the oil market: Evidence from over a century of monthly data In: Energy. [Full Text][Citation analysis] | article | 14 |
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| 2015 | Forecasting the price of gold using dynamic model averaging In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 71 |
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| 2019 | Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin? In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 133 |
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| 2024 | Real-time forecast of DSGE models with time-varying volatility in GARCH form In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 1 |
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| 2016 | Incorporating economic policy uncertainty in US equity premium models: A nonlinear predictability analysis In: Finance Research Letters. [Full Text][Citation analysis] | article | 62 |
| 2015 | Incorporating 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: 62 | paper | |
| 2017 | The depreciation of the pound post-Brexit: Could it have been predicted? In: Finance Research Letters. [Full Text][Citation analysis] | article | 9 |
| 2016 | The Depreciation of the Pound Post-Brexit: Could it have been Predicted?.(2016) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2017 | Geopolitical risks and the oil-stock nexus over 1899â2016 In: Finance Research Letters. [Full Text][Citation analysis] | article | 113 |
| 2017 | Geopolitical Risks and the Oil-Stock Nexus Over 1899-2016.(2017) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 113 | paper | |
| 2017 | Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions In: Finance Research Letters. [Full Text][Citation analysis] | article | 320 |
| 2017 | Does 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: 320 | paper | |
| 2016 | Does 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: 320 | paper | |
| 2018 | The relationship between commodity markets and commodity mutual funds: A wavelet-based analysis In: Finance Research Letters. [Full Text][Citation analysis] | article | 8 |
| 2016 | The 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 | |
| 2018 | The role of partisan conflict in forecasting the U.S. equity premium: A nonparametric approach In: Finance Research Letters. [Full Text][Citation analysis] | article | 10 |
| 2016 | The 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 | |
| 2018 | Volatility jumps: The role of geopolitical risks In: Finance Research Letters. [Full Text][Citation analysis] | article | 42 |
| 2018 | Volatility Jumps: The Role of Geopolitical Risks.(2018) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 42 | paper | |
| 2019 | Stock market efficiency analysis using long spans of Data: A multifractal detrended fluctuation approach In: Finance Research Letters. [Full Text][Citation analysis] | article | 22 |
| 2018 | Stock 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: 22 | paper | |
| 2019 | Herding behaviour in cryptocurrencies In: Finance Research Letters. [Full Text][Citation analysis] | article | 98 |
| 2019 | The 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] | article | 5 |
| 2018 | The 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 | |
| 2019 | On REIT returns and (un-)expected inflation: Empirical evidence based on Bayesian additive regression trees In: Finance Research Letters. [Full Text][Citation analysis] | article | 4 |
| 2016 | On 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 | |
| 2020 | Local currency bond risk premia of emerging markets: The role of local and global factors In: Finance Research Letters. [Full Text][Citation analysis] | article | 5 |
| 2019 | Local 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: 5 | paper | |
| 2020 | Time-varying risk aversion and the predictability of bond premia In: Finance Research Letters. [Full Text][Citation analysis] | article | 4 |
| 2019 | Time-Varying Risk Aversion and the Predictability of Bond Premia.(2019) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2020 | Historical volatility of advanced equity markets: The role of local and global crises In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
| 2019 | Historical 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 | |
| 2020 | Forecasting realized gold volatility: Is there a role of geopolitical risks? In: Finance Research Letters. [Full Text][Citation analysis] | article | 46 |
| 2019 | Forecasting Realized Gold Volatility: Is there a Role of Geopolitical Risks?.(2019) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 46 | paper | |
| 2020 | Time-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] | article | 5 |
| 2019 | Time-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 | |
| 2021 | Predicting Bitcoin returns: Comparing the roles of newspaper- and internet search-based measures of uncertainty In: Finance Research Letters. [Full Text][Citation analysis] | article | 34 |
| 2019 | Predicting 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: 34 | paper | |
| 2021 | Gold, platinum and the predictability of bond risk premia In: Finance Research Letters. [Full Text][Citation analysis] | article | 3 |
| 2019 | Gold, Platinum and the Predictability of Bond Risk Premia.(2019) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2021 | Investor 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] | article | 7 |
| 2020 | Investor 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 | |
| 2021 | A note on investor happiness and the predictability of realized volatility of gold In: Finance Research Letters. [Full Text][Citation analysis] | article | 11 |
| 2020 | A 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: 11 | paper | |
| 2021 | Time-varying impact of pandemics on global output growth In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
| 2020 | Time-Varying Impact of Pandemics on Global Output Growth.(2020) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2021 | Time-varying risk aversion and forecastability of the US term structure of interest rates In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
| 2020 | Time-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 | |
| 2021 | Forecasting power of infectious diseases-related uncertainty for gold realized variance In: Finance Research Letters. [Full Text][Citation analysis] | article | 17 |
| 2021 | Bear, 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] | article | 2 |
| 2020 | Bear, 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: 2 | paper | |
| 2021 | The 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] | article | 2 |
| 2020 | The 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 | |
| 2022 | Financial market connectedness: The role of investorsâ happiness In: Finance Research Letters. [Full Text][Citation analysis] | article | 14 |
| 2022 | OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning In: Finance Research Letters. [Full Text][Citation analysis] | article | 2 |
| 2021 | OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning.(2021) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2022 | Oil 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] | article | 4 |
| 2021 | Oil 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: 4 | paper | |
| 2022 | Global 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] | article | 1 |
| 2021 | Global 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 | |
| 2022 | Forecasting returns of major cryptocurrencies: Evidence from regime-switching factor models In: Finance Research Letters. [Full Text][Citation analysis] | article | 4 |
| 2022 | Forecasting Returns of Major Cryptocurrencies: Evidence from Regime-Switching Factor Models.(2022) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2022 | Contagious diseases and gold: Over 700 years of evidence from quantile regressions In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
| 2022 | Contagious Diseases and Gold: Over 700 Years of Evidence from Quantile Regressions.(2022) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2023 | US monetary policy and BRICS stock market bubbles In: Finance Research Letters. [Full Text][Citation analysis] | article | 4 |
| 2022 | US Monetary Policy and BRICS Stock Market Bubbles.(2022) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2023 | Predictability of economic slowdowns in advanced countries over eight centuries: The role of climate risks In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
| 2022 | Predictability 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 | |
| 2023 | Forecasting 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] | article | 0 |
| 2023 | Forecasting 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 | |
| 2023 | Fiscal policy and stock markets at the effective lower bound In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
| 2023 | Fiscal Policy and Stock Markets at the Effective Lower Bound.(2023) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2024 | Energy market uncertainties and exchange rate volatility: A GARCH-MIDAS approach In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
| 2024 | Energy Market Uncertainties and Exchange Rate Volatility: A GARCH-MIDAS Approach.(2024) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2024 | Can municipal bonds hedge US state-level climate risks? In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
| 2024 | Can Municipal Bonds Hedge US State-Level Climate Risks?.(2024) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2020 | The 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] | article | 14 |
| 2023 | Climate risks and realized volatility of major commodity currency exchange rates In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 13 |
| 2022 | Climate Risks and Realized Volatility of Major Commodity Currency Exchange Rates.(2022) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2023 | Climate risks and state-level stock market realized volatility In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 2 |
| 2022 | Climate Risks and State-Level Stock-Market Realized Volatility.(2022) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2021 | Oil shocks and stock market volatility of the BRICS: A GARCH-MIDAS approach In: Global Finance Journal. [Full Text][Citation analysis] | article | 40 |
| 2019 | Oil 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: 40 | paper | |
| 2022 | Financial turbulence, systemic risk and the predictability of stock market volatility In: Global Finance Journal. [Full Text][Citation analysis] | article | 2 |
| 2021 | Financial 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 | |
| 2014 | Can 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] | article | 44 |
| 2013 | Can 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: 44 | paper | |
| 2014 | Can 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: 44 | paper | |
| 2013 | Can 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: 44 | paper | |
| 2016 | Testing 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] | article | 28 |
| 2014 | Testing 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: 28 | paper | |
| 2014 | Testing 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: 28 | paper | |
| 2014 | Testing 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: 28 | paper | |
| 2016 | Stock 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] | article | 6 |
| 2014 | Stock 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: 6 | paper | |
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| 2017 | Impact 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] | article | 40 |
| 2016 | Impact 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: 40 | paper | |
| 2017 | Convergence patterns in sovereign bond yield spreads: Evidence from the Euro Area In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 12 |
| 2016 | Convergence 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 | |
| 2024 | Forecasting international financial stress: The role of climate risks In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 1 |
| 2023 | Forecasting International Financial Stress: The Role of Climate Risks.(2023) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2011 | A large factor model for forecasting macroeconomic variables in South Africa In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 25 |
| 2009 | A 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 | |
| 2020 | Forecasting 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] | article | 48 |
| 2019 | Forecasting 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: 48 | paper | |
| 2024 | Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 3 |
| 2022 | Forecasting 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: 3 | paper | |
| 2014 | Tax evasion, financial development and inflation: Theory and empirical evidence In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 38 |
| 2013 | Tax evasion, financial development and inflation: theory and empirical evidence.(2013) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 38 | paper | |
| 2008 | Tax evasion and financial repression In: Journal of Economics and Business. [Full Text][Citation analysis] | article | 12 |
| 2007 | Tax Evasion and Financial Repression.(2007) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | 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 | 9 |
| 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: 9 | 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: 9 | paper | |
| 2020 | Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 57 |
| 2019 | Forecasting 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: 57 | paper | |
| 2020 | Cross-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] | article | 5 |
| 2019 | Cross-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 | |
| 2015 | Trends and cycles in historical gold and silver prices In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 9 |
| 2016 | Trends 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 | |
| 2015 | Trends and Cycles in Historical Gold and Silver Prices.(2015) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2018 | Common business cycles and volatilities in US states and MSAs: The role of economic uncertainty In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 20 |
| 2017 | Common 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 | |
| 2020 | Is the response of the bank of England to exchange rate movements frequency-dependent? In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 0 |
| 2018 | Is 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 | |
| 2022 | Exchange rate predictability with nine alternative models for BRICS countries In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 1 |
| 2021 | Exchange Rate Predictability with Nine Alternative Models for BRICS Countries.(2021) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2018 | Firm-level political risk and asymmetric volatility In: The Journal of Economic Asymmetries. [Full Text][Citation analysis] | article | 11 |
| 2018 | Firm-Level Political Risk and Asymmetric Volatility.(2018) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2019 | Spillover 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] | article | 1 |
| 2018 | Spillover 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 | |
| 2013 | The long-run impact of inflation in South Africa In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 7 |
| 2010 | The Long-Run Impact of Inflation in South Africa.(2010) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2014 | Housing and the business cycle in South Africa In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 14 |
| 2014 | Housing and the Business Cycle in South Africa.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2013 | Housing and the Business Cycle in South Africa.(2013) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2017 | Evidence of persistence in U.S. short and long-term interest rates In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 1 |
| 2017 | The impact of US policy uncertainty on the monetary effectiveness in the Euro area In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 18 |
| 2018 | UK macroeconomic volatility: Historical evidence over seven centuries In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 0 |
| 2019 | Does financial development affect income inequality in the U.S. States? In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 10 |
| 2015 | Persistence of precious metal prices: A fractional integration approach with structural breaks In: Resources Policy. [Full Text][Citation analysis] | article | 31 |
| 2015 | Persistence 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 | |
| 2014 | Persistence 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 | |
| 2015 | Do commodity investors herd? Evidence from a time-varying stochastic volatility model In: Resources Policy. [Full Text][Citation analysis] | article | 10 |
| 2016 | Is gold an inflation-hedge? Evidence from an interrupted Markov-switching cointegration model In: Resources Policy. [Full Text][Citation analysis] | article | 34 |
| 2015 | Is 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: 34 | paper | |
| 2016 | Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test In: Resources Policy. [Full Text][Citation analysis] | article | 129 |
| 2015 | Does 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: 129 | paper | |
| 2017 | The effect of investor sentiment on gold market return dynamics: Evidence from a nonparametric causality-in-quantiles approach In: Resources Policy. [Full Text][Citation analysis] | article | 34 |
| 2017 | Does 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] | article | 42 |
| 2017 | Does 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: 42 | paper | |
| 2018 | Gold futures returns and realized moments: A forecasting experiment using a quantile-boosting approach In: Resources Policy. [Full Text][Citation analysis] | article | 5 |
| 2016 | Gold 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 | |
| 2018 | Testing for asymmetric nonlinear short- and long-run relationships between bitcoin, aggregate commodity and gold prices In: Resources Policy. [Full Text][Citation analysis] | article | 92 |
| 2018 | Testing 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: 92 | paper | |
| 2017 | Testing 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: 92 | paper | |
| 2019 | A wavelet analysis of the relationship between oil and natural gas prices In: Resources Policy. [Full Text][Citation analysis] | article | 30 |
| 2018 | A Wavelet Analysis of the Relationship between Oil and Natural Gas Prices.(2018) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
| 2019 | Point and density forecasts of oil returns: The role of geopolitical risks In: Resources Policy. [Full Text][Citation analysis] | article | 63 |
| 2018 | Point and Density Forecasts of Oil Returns: The Role of Geopolitical Risks.(2018) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 63 | paper | |
| 2020 | The predictive power of oil price shocks on realized volatility of oil: A note In: Resources Policy. [Full Text][Citation analysis] | article | 15 |
| 2020 | The 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: 15 | paper | |
| 2022 | Forecasting oil prices over 150 years: The role of tail risks In: Resources Policy. [Full Text][Citation analysis] | article | 10 |
| 2021 | Forecasting 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 | |
| 2022 | Oil-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] | article | 8 |
| 2020 | Oil-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: 8 | paper | |
| 2022 | Climate risks and forecastability of the realized volatility of gold and other metal prices In: Resources Policy. [Full Text][Citation analysis] | article | 6 |
| 2021 | Climate 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: 6 | paper | |
| 2022 | The (Asymmetric) effect of El Niño and La Niña on gold and silver prices in a GVAR model In: Resources Policy. [Full Text][Citation analysis] | article | 7 |
| 2021 | The (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: 7 | paper | |
| 2022 | Rare disaster risks and gold over 700 years: Evidence from nonparametric quantile regressions In: Resources Policy. [Full Text][Citation analysis] | article | 0 |
| 2022 | Rare 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: 0 | paper | |
| 2023 | Climate risks and predictability of the trading volume of gold: Evidence from an INGARCH model In: Resources Policy. [Full Text][Citation analysis] | article | 1 |
| 2022 | Climate 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: 1 | paper | |
| 2023 | Integration 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] | article | 12 |
| 2023 | On the pricing effects of bitcoin mining in the fossil fuel market: The case of coal In: Resources Policy. [Full Text][Citation analysis] | article | 1 |
| 2022 | On 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 | |
| 2024 | Gold, platinum and the predictability of bubbles in global stock markets In: Resources Policy. [Full Text][Citation analysis] | article | 0 |
| 2017 | Economic 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] | article | 79 |
| 2016 | Economic 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: 79 | paper | |
| 2018 | The 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] | article | 29 |
| 2017 | The 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: 29 | paper | |
| 2018 | News 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] | article | 8 |
| 2017 | News 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 | |
| 2019 | Time-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] | article | 4 |
| 2018 | Time-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 | |
| 2017 | Financial tail risks in conventional and Islamic stock markets: A comparative analysis In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 20 |
| 2018 | Is wine a good choice for investment? In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 24 |
| 2017 | Is Wine a Good Choice for Investment?.(2017) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 24 | paper | |
| 2016 | LPPLS bubble indicators over two centuries of the S&P 500 index In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 18 |
| 2016 | LPPLS Bubble Indicators over Two Centuries of the S&P 500 Index.(2016) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
| 2016 | Does sunspot numbers cause global temperatures? A reconsideration using non-parametric causality tests In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 5 |
| 2014 | Does 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 | |
| 2017 | Do trend extraction approaches affect causality detection in climate change studies? In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 5 |
| 2016 | Do 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 | |
| 2017 | Income inequality: A complex network analysis of US states In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 1 |
| 2018 | Time-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] | article | 10 |
| 2017 | Time-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: 10 | paper | |
| 2018 | Time-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] | article | 6 |
| 2017 | Time-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 | |
| 2018 | The 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] | article | 12 |
| 2015 | The 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 | |
| 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 | 8 |
| 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: 8 | paper | |
| 2018 | Market efficiency of Baltic stock markets: A fractional integration approach In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 12 |
| 2016 | Market Efficiency of Baltic Stock Markets: A Fractional Integration Approach.(2016) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2019 | Persistence 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] | article | 8 |
| 2018 | Persistence 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 | |
| 2019 | Growth volatility and inequality in the U.S.: A wavelet analysis In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 2 |
| 2018 | Growth 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 | |
| 2018 | Growth 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 | |
| 2019 | Forecasting (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] | article | 9 |
| 2019 | Greek 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] | article | 11 |
| 2020 | Graph theory-based network analysis of regional uncertainties of the US Economy In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 1 |
| 2020 | Global 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] | article | 18 |
| 2019 | Global 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: 18 | paper | |
| 2015 | Forecasting aggregate retail sales: The case of South Africa In: International Journal of Production Economics. [Full Text][Citation analysis] | article | 15 |
| 2014 | Forecasting 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 | |
| 2013 | Forecasting Aggregate Retail Sales: The Case of South Africa.(2013) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2017 | Do terror attacks predict gold returns? Evidence from a quantile-predictive-regression approach In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 15 |
| 2016 | Do 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: 15 | paper | |
| 2017 | Does 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] | article | 19 |
| 2016 | Does 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: 19 | paper | |
| 2018 | Endogenous 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] | article | 0 |
| 2018 | Comparing the forecasting ability of financial conditions indices: The case of South Africa In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 10 |
| 2015 | Comparing 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 | |
| 2015 | Comparing 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 | |
| 2018 | Bitcoin 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] | article | 93 |
| 2017 | Bitcoin 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: 93 | paper | |
| 2018 | Volatility spillovers across global asset classes: Evidence from time and frequency domains In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 65 |
| 2017 | Volatility Spillovers across Global Asset Classes: Evidence from Time and Frequency Domains.(2017) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 65 | paper | |
| 2018 | Network 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] | article | 113 |
| 2017 | Network 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: 113 | paper | |
| 2020 | Measuring 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] | article | 4 |
| 2018 | Measuring 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 | |
| 2020 | Forecasting 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] | article | 5 |
| 2016 | Forecasting 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 | |
| 2020 | Why must it always be so Real with tax evasion? In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2018 | Why must it always be so Real with Tax Evasion?.(2018) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2020 | The 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] | article | 1 |
| 2019 | The 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 | |
| 2021 | Credit 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] | article | 8 |
| 2021 | Dynamic 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] | article | 0 |
| 2019 | Dynamic 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 | |
| 2021 | Uncertainty 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] | article | 1 |
| 2020 | Uncertainty 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 | |
| 2022 | Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 35 |
| 2020 | Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin.(2020) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 35 | paper | |
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| 2021 | Out-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: 1 | paper | |
| 2023 | Firm-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] | article | 0 |
| 2021 | Firm-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 | |
| 2023 | Testing 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] | article | 2 |
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| 2024 | Energy-related uncertainty and international stock market volatility In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
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| 2015 | Are there multiple bubbles in the ethanolâgasoline price ratio of Brazil? In: Renewable and Sustainable Energy Reviews. [Full Text][Citation analysis] | article | 12 |
| 2014 | Are 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 | |
| 2016 | Modeling persistence of carbon emission allowance prices In: Renewable and Sustainable Energy Reviews. [Full Text][Citation analysis] | article | 11 |
| 2015 | Modeling Persistence of Carbon Emission Allowance Prices.(2015) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2016 | Hydroelectricity consumption and economic growth nexus: Evidence from a panel of ten largest hydroelectricity consumers In: Renewable and Sustainable Energy Reviews. [Full Text][Citation analysis] | article | 14 |
| 2015 | Hydroelectricity 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 | |
| 2017 | Are there Environmental Kuznets Curves for US state-level CO2 emissions? In: Renewable and Sustainable Energy Reviews. [Full Text][Citation analysis] | article | 44 |
| 2014 | Are there Environmental Kuznets Curves for US State-Level CO2 Emissions?.(2014) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 44 | paper | |
| 2017 | Modeling 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] | article | 35 |
| 2018 | U.S. state-level carbon dioxide emissions: Does it affect health care expenditure? In: Renewable and Sustainable Energy Reviews. [Full Text][Citation analysis] | article | 14 |
| 2015 | The 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] | article | 43 |
| 2016 | Linkages between financial sector CDS spreads and macroeconomic influence in a nonlinear setting In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 26 |
| 2016 | Linkages 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: 26 | paper | |
| 2014 | Linkages 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: 26 | paper | |
| 2016 | Forecasting 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] | article | 22 |
| 2014 | Forecasting 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 | |
| 2014 | Forecasting 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 | |
| 2014 | Forecasting 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 | |
| 2014 | Forecasting 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 | |
| 2017 | Do cay and cayMS predict stock and housing returns? Evidence from a nonparametric causality test In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 1 |
| 2017 | The 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] | article | 5 |
| 2016 | The 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 | |
| 2018 | Do house prices hedge inflation in the US? A quantile cointegration approach In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 11 |
| 2017 | Do House Prices Hedge Inflation in the US? A Quantile Cointegration Approach.(2017) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2019 | The 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] | article | 37 |
| 2019 | Predicting stock market movements with a time-varying consumption-aggregate wealth ratio In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 2 |
| 2017 | Predicting 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 | |
| 2019 | A re-evaluation of the term spread as a leading indicator In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 1 |
| 2020 | Spillover of sentiment in the European Union: Evidence from time- and frequency-domains In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 4 |
| 2019 | Spillover 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 | |
| 2020 | Movements in international bond markets: The role of oil prices In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 19 |
| 2019 | Movements in International Bond Markets: The Role of Oil Prices.(2019) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
| 2021 | Infectious disease-related uncertainty and the safe-haven characteristic of US treasury securities In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 37 |
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| 2021 | Linking U.S. State-level housing market returns, and the consumption-(Dis)Aggregate wealth ratio In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 1 |
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| 2020 | Geopolitical Risks and Historical Exchange Rate Volatility of the BRICS.(2020) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
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| 2020 | Estimating 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: 15 | paper | |
| 2016 | Periodically collapsing bubbles in the South African stock market In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 13 |
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| 2017 | Merger and acquisitions in South African banking: A network DEA model In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 12 |
| 2016 | Merger 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 | |
| 2017 | Can (unusual) weather conditions in New York predict South African stock returns? In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 4 |
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| 2016 | Does 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 | |
| 2019 | Chaos in G7 stock markets using over one century of data: A note In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 5 |
| 2016 | Chaos 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 | |
| 2019 | Reprint 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] | article | 4 |
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| 2019 | Historical Evolution of Monthly Anomalies in International Stock Markets.(2019) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2020 | Trading behaviour connectedness across commodity markets: Evidence from the hedgersâ sentiment perspective In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 16 |
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| 2021 | Monetary policy and speculative spillovers in financial markets In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 5 |
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| 2020 | Forecasting 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 | |
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| 2023 | Financial Stress and Realized Volatility: The Case of Agricultural Commodities.(2023) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2016 | Inflation 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] | article | 6 |
| 2014 | Inflation 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 | |
| 2014 | Inflation 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 | |
| 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 | 12 |
| 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: 12 | paper | |
| 2019 | Oil 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] | article | 23 |
| 2018 | Oil 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 | |
| 2020 | Spillovers across macroeconomic, financial and real estate uncertainties: A time-varying approach In: Structural Change and Economic Dynamics. [Full Text][Citation analysis] | article | 18 |
| 2019 | Spillovers across Macroeconomic, Financial and Real Estate Uncertainties: A Time-Varying Approach.(2019) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
| 2020 | The effect of global and regional stock market shocks on safe haven assets In: Structural Change and Economic Dynamics. [Full Text][Citation analysis] | article | 7 |
| 2021 | Time-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] | article | 4 |
| 2020 | Time-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 | |
| 2017 | Near-Rational Expectations: How Far are Surveys from Rationality? In: Journal of Economics and Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2017 | Near-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 | |
| 2016 | Near-Rational Expectations: How Far are Surveys from Rationality?.(2016) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2009 | The Effect of Monetary Policy on House Price Inflation: A Factor Augmented Vector Autoregression (FAVAR) Approach In: EcoMod2009. [Full Text][Citation analysis] | paper | 4 |
| 2009 | THE 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 | |
| 2009 | Tax evasion and financial repression: a reconsideration using endogenous growth models In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 0 |
| 2010 | Forecasting the South African economy: a hybrid?DSGE approach In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 0 |
| 2010 | The effect of monetary policy on house price inflation In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 0 |
| 2022 | Time-varying predictability of financial stress on inequality in United Kingdom In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 0 |
| 2020 | Time-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 | |
| 2016 | Testing for bubbles in the BRICS stock markets In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 1 |
| 2017 | South Africaâs economic response to monetary policy uncertainty In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 5 |
| 2015 | The South African Economic Response to Monetary Policy Uncertainty.(2015) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2016 | The dynamic response of the rand real exchange rate to fundamental shocks In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 0 |
| 2024 | Inflationâinequality puzzle: is it still apparent? In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 0 |
| 2022 | Inflation-Inequality Puzzle: Is it Still Apparent?.(2022) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2009 | Tax evasion and financial repression: a reconsideration using endogenous growth models In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 3 |
| 2008 | Tax 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 | |
| 2008 | Tax 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 | |
| 2010 | Forecasting the South African economy: a hybrid?DSGE approach In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 3 |
| 2010 | The effect of monetary policy on house price inflation In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 35 |
| 2016 | The dynamic response of the rand real exchange rate to fundamental shocks In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 0 |
| 2016 | Testing for bubbles in the BRICS stock markets In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 10 |
| 2014 | A time-varying approach to analysing fiscal policy and asset prices in South Africa In: Journal of Financial Economic Policy. [Full Text][Citation analysis] | article | 1 |
| 2014 | A time-varying approach to analysing fiscal policy and asset prices in South Africa In: Journal of Financial Economic Policy. [Full Text][Citation analysis] | article | 5 |
| 2013 | A 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 | |
| 2020 | Spillovers between US real estate and financial assets in time and frequency domains In: Journal of Property Investment & Finance. [Full Text][Citation analysis] | article | 6 |
| 2019 | Spillovers 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: 6 | paper | |
| 2019 | A note on the technology herd: evidence from large institutional investors In: Review of Behavioral Finance. [Full Text][Citation analysis] | article | 2 |
| 2017 | A 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 | |
| 2015 | Identifying an index of financial conditions for South Africa In: Studies in Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2019 | The stock-bond nexus and investorsâ behavior in mature and emerging markets In: Studies in Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2013 | Macroeconomic surprises and stock returns in South Africa In: Studies in Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2013 | Macroeconomic surprises and stock returns in South Africa In: Studies in Economics and Finance. [Full Text][Citation analysis] | article | 5 |
| 2012 | Macroeconomic Surprises and Stock Returns in South Africa.(2012) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2012 | Macroeconomic Surprises and Stock Returns in South Africa.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2015 | Identifying an index of financial conditions for South Africa In: Studies in Economics and Finance. [Full Text][Citation analysis] | article | 6 |
| 2019 | The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 4 |
| 2019 | The 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 | |
| 2019 | The 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 | |
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| 2010 | Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Forecasting 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 | |
| 2010 | Forecasting 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 | |
| 2013 | Forecasting 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 | |
| 2010 | Forecasting 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 | |
| 2015 | THE ROLE OF NEWS-BASED UNCERTAINTY INDICES IN PREDICTING OIL MARKETS: A HYBRID NONPARAMETRIC QUANTILE CAUSALITY METHOD In: Working Papers. [Full Text][Citation analysis] | paper | 123 |
| 2015 | The 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: 123 | paper | |
| 2017 | The 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: 123 | article | |
| 2015 | Identifying Periods of US Housing Market Explosivity In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2015 | Identifying Periods of US Housing Market Explosivity.(2015) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2015 | Identifying Periods of US Housing Market Explosivity.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2015 | Characterising the South African Business Cycle: Is GDP Difference-Stationary or Trend-Stationary in a Markov-Switching Setup? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Characterising 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 | |
| 2015 | International Stock Return Predictability: Is the Role of U.S. Time-Varying? In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2017 | International 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 | |
| 2015 | International 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 | |
| 2015 | Forecasting Core Inflation: The Case of South Africa In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2015 | Forecasting Core Inflation: The Case of South Africa.(2015) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2020 | Forecasting core inflation: the case of South Africa.(2020) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2014 | Analysing South Africas Inflation Persistence Using an ARFIMA Model with Markov-Switching Fractional Differencing Parameter In: Working Papers. [Full Text][Citation analysis] | paper | 11 |
| 2016 | Analyzing South Africaââ¬â¢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 | |
| 2014 | Analysing 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 | |
| 2014 | The Role of Economic Policy Uncertainty in Forecasting US Inflation Using a VARFIMA Model In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2014 | The 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 | |
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| 2014 | Revisiting Herding Behavior in REITs: A Regime-Switching Approach.(2014) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
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| 2014 | House 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 | |
| 2014 | The Growth-Inflation Nexus for the US over 1801-2013: A Semiparametric Approach In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | The 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 | |
| 2014 | Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation In: Working Papers. [Full Text][Citation analysis] | paper | 10 |
| 2014 | Forecasting 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 | |
| 2016 | Forecasting 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 | |
| 2014 | Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index? In: Working Papers. [Full Text][Citation analysis] | paper | 14 |
| 2014 | Are 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 | |
| 2015 | Are 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 | |
| 2014 | Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience In: Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2012 | Fiscal 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 | |
| 2012 | Fiscal 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 | |
| 2012 | Fiscal 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 | |
| 2012 | Is 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] | paper | 3 |
| 2012 | IS 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 | |
| 2012 | Is 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 | |
| 2012 | The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US In: Working Papers. [Full Text][Citation analysis] | paper | 12 |
| 2012 | The 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 | |
| 2012 | The 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 | |
| 2015 | The 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 | |
| 2012 | The 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 | |
| 2016 | The links between crude oil prices and GCC stock markets: Evidence from time-varying Granger causality tests In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2016 | The 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 | |
| 2020 | Time-Varying Risk Aversion and the Profitability of Carry Trades: Evidence from the Cross-Quantilogram In: Economies. [Full Text][Citation analysis] | article | 2 |
| 2019 | Time-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 | |
| 2020 | Growth Dynamics, Multiple Equilibria, and Local Indeterminacy in an Endogenous Growth Model of Money, Banking and Inflation Targeting In: Economies. [Full Text][Citation analysis] | article | 1 |
| 2019 | Growth 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 | |
| 2020 | Infectious Diseases, Market Uncertainty and Oil Market Volatility In: Energies. [Full Text][Citation analysis] | article | 40 |
| 2021 | Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers In: Energies. [Full Text][Citation analysis] | article | 4 |
| 2021 | Forecasting 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 | |
| 2021 | A 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] | article | 5 |
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| 2021 | Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment In: Energies. [Full Text][Citation analysis] | article | 10 |
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| 2024 | Climate Risks and Real Gold Returns over 750 Years In: Forecasting. [Full Text][Citation analysis] | article | 0 |
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| 2021 | Dynamic Impact of Unconventional Monetary Policy on International REITs In: JRFM. [Full Text][Citation analysis] | article | 3 |
| 2020 | Dynamic Impact of Unconventional Monetary Policy on International REITs.(2020) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2022 | Forecastability of Agricultural Commodity Futures Realised Volatility with Daily Infectious Disease-Related Uncertainty In: JRFM. [Full Text][Citation analysis] | article | 0 |
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| 2021 | Climate 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 | |
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| 2020 | Forecasting 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 | |
| 2023 | The Effects of Disaggregate Oil Shocks on the Aggregate Expected Skewness of the United States In: Risks. [Full Text][Citation analysis] | article | 0 |
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| 2018 | Country Risk Ratings and Stock Market Returns in Brazil, Russia, India, and China (BRICS) Countries: A Nonlinear Dynamic Approach In: Risks. [Full Text][Citation analysis] | article | 4 |
| 2021 | COVID-19 Pandemic and Investor Herding in International Stock Markets In: Risks. [Full Text][Citation analysis] | article | 23 |
| 2020 | COVID-19 Pandemic and Investor Herding in International Stock Markets.(2020) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
| 2019 | Macroeconomic Shocks and Changing Dynamics of the U.S. REITs Sector In: Sustainability. [Full Text][Citation analysis] | article | 9 |
| 2018 | Macroeconomic 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 | |
| 2019 | Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests In: Sustainability. [Full Text][Citation analysis] | article | 11 |
| 2018 | Equity 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 | |
| 2020 | Investor Happiness and Predictability of the Realized Volatility of Oil Price In: Sustainability. [Full Text][Citation analysis] | article | 8 |
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| 2021 | El Niño, La Niña, and the Forecastability of the Realized Variance of Heating Oil Price Movements In: Sustainability. [Full Text][Citation analysis] | article | 3 |
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| 2021 | Multi-Horizon Financial and Housing Wealth Effects across the U.S. States In: Sustainability. [Full Text][Citation analysis] | article | 1 |
| 2019 | Multi-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 | |
| 2021 | The Effect of Air Quality and Weather on the Chinese Stock: Evidence from Shenzhen Stock Exchange In: Sustainability. [Full Text][Citation analysis] | article | 1 |
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| 2017 | Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations In: Sustainability. [Full Text][Citation analysis] | article | 18 |
| 2016 | Do 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: 18 | paper | |
| 2021 | Interest Rate Uncertainty and the Predictability of Bank Revenues In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2020 | Interest Rate Uncertainty and the Predictability of Bank Revenues.(2020) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
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| 2006 | Asymmetric Information, Tax Evasion and Alternative Instruments of Government Revenue In: The IUP Journal of Monetary Economics. [Citation analysis] | article | 2 |
| 2005 | Asymmetric 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 | |
| 2008 | Financial Liberalization: A Myth or a Miracle Cure? In: The IUP Journal of Monetary Economics. [Citation analysis] | article | 4 |
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| 2008 | Modeling and Forecasting the Metical-Rand Exchange Rate In: The IUP Journal of Monetary Economics. [Citation analysis] | article | 2 |
| 2007 | Modelling and Forecasting the Metical-Rand Exchange Rate.(2007) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2009 | Market Microstructure Approach to the Exchange Rate Determination Puzzle In: The IUP Journal of Monetary Economics. [Citation analysis] | article | 1 |
| 2008 | Market Microstructure Approach to the Exchange Rate Determination Puzzle.(2008) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2010 | Exchange Rate Puzzles: A Review of the Recent Theoretical and Empirical Developments In: The IUP Journal of Monetary Economics. [Citation analysis] | article | 0 |
| 2008 | Exchange 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 | |
| 2010 | Financial Liberalization and the Effectiveness of Monetary Policy on House Prices in South Africa In: The IUP Journal of Monetary Economics. [Citation analysis] | article | 6 |
| 2008 | Financial 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 | |
| 2016 | Are 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] | article | 0 |
| 2013 | Are 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 | |
| 2013 | The 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] | article | 10 |
| 2013 | The 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: 10 | paper | |
| 2015 | Revisiting 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] | article | 17 |
| 2013 | Revisiting 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 | |
| 2014 | The 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] | article | 3 |
| 2015 | Panel Granger causality between oil consumption and GDP: evidence from BRICS countries In: International Journal of Sustainable Economy. [Full Text][Citation analysis] | article | 2 |
| 2013 | Panel 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 | |
| 2019 | Are there Really Long-Run Diversification Benefits from Sustainable Investments? In: International Journal of Business and Economics. [Full Text][Citation analysis] | article | 0 |
| 2012 | Comparing South African Inflation Volatility Across Monetary Policy Regimes: An Application of Saphe Cracking In: Journal of Developing Areas. [Full Text][Citation analysis] | article | 6 |
| 2009 | COMPARING 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 | |
| 2015 | Causality between exports and economic growth in South Africa: evidence from linear and nonlinear tests In: Journal of Developing Areas. [Full Text][Citation analysis] | article | 28 |
| 2013 | Causality 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: 28 | paper | |
| 2016 | The relationship between oil and agricultural commodity prices in south africa: a quantile causality approach In: Journal of Developing Areas. [Full Text][Citation analysis] | article | 6 |
| 2016 | The 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: 6 | article | |
| 2016 | AN 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] | article | 0 |
| 2014 | An 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 | |
| 2017 | Development, Poverty and Inequality: A Spatial Analysis of South African Provinces In: Journal of Developing Areas. [Full Text][Citation analysis] | article | 1 |
| 2015 | Development, 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 | |
| 2017 | Does the US. macroeconomic news make the South African stock market riskier? In: Journal of Developing Areas. [Full Text][Citation analysis] | article | 3 |
| 2016 | Does 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 | |
| 2018 | THE RELATIONSHIP BETWEEN STOCK MARKET VOLATILITY AND TRADING VOLUME: EVIDENCE FROM SOUTH AFRICA In: Journal of Developing Areas. [Full Text][Citation analysis] | article | 12 |
| 2016 | The 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: 12 | paper | |
| 2018 | Dynamic Relationship Between Oil Price And Inflation In South Africa In: Journal of Developing Areas. [Full Text][Citation analysis] | article | 16 |
| 2014 | Dynamic Relationship between Oil Price and Inflation in South Africa.(2014) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 2020 | The 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] | article | 1 |
| 2016 | The 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 | |
| 2009 | A New-Keynesian DSGE model for forecasting the South African economy In: Journal of Forecasting. [Full Text][Citation analysis] | article | 14 |
| 2008 | A 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 | |
| 2010 | Forecasting macroeconomic variables in a small open economy: a comparison between small- and large-scale models In: Journal of Forecasting. [Full Text][Citation analysis] | article | 27 |
| 2008 | Forecasting 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 | |
| 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 | 10 |
| 2016 | Dynamic Comovements Between Housing and Oil Markets in the US over 1859 to 2013: a Note In: Atlantic Economic Journal. [Full Text][Citation analysis] | article | 14 |
| 2015 | Dynamic 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: 14 | paper | |
| 2017 | Forecasting Home Sales in the Four Census Regions and the Aggregate US Economy Using Singular Spectrum Analysis In: Computational Economics. [Full Text][Citation analysis] | article | 2 |
| 2014 | Forecasting 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 | |
| 2021 | Forecasting Realized Volatility of Bitcoin: The Role of the Trade War In: Computational Economics. [Full Text][Citation analysis] | article | 14 |
| 2020 | Forecasting Realized Volatility of Bitcoin: The Role of the Trade War.(2020) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2023 | A Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting In: Computational Economics. [Full Text][Citation analysis] | article | 1 |
| 2020 | Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting.(2020) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
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| 2024 | Safe Havens, Machine Learning, and the Sources of Geopolitical Risk: A Forecasting Analysis Using Over a Century of Data In: Computational Economics. [Full Text][Citation analysis] | article | 0 |
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| 2010 | Has the SARB become more effective post inflation targeting? In: Economic Change and Restructuring. [Full Text][Citation analysis] | article | 11 |
| 2009 | Has the SARB Become More Effective Post Inflation Targeting?.(2009) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2014 | Real interest rate persistence in South Africa: evidence and implications In: Economic Change and Restructuring. [Full Text][Citation analysis] | article | 5 |
| 2012 | Real Interest Rate Persistence in South Africa: Evidence and Implications.(2012) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 5 | 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: 5 | paper | |
| 2017 | South Africaâs inflation persistence: a quantile regression framework In: Economic Change and Restructuring. [Full Text][Citation analysis] | article | 6 |
| 2023 | Economic disasters and inequality: a note In: Economic Change and Restructuring. [Full Text][Citation analysis] | article | 0 |
| 2017 | The relationship between population growth and standard-of-living growth over 1870â2013: evidence from a bootstrapped panel Granger causality test In: Empirica. [Full Text][Citation analysis] | article | 4 |
| 2016 | The 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 | |
| 2018 | Does tourism cause growth asymmetrically in a panel of G-7 countries? A short note In: Empirica. [Full Text][Citation analysis] | article | 6 |
| 2019 | The 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] | article | 13 |
| 2016 | The 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 | |
| 2021 | The effects of public expenditures on labour productivity in Europe In: Empirica. [Full Text][Citation analysis] | article | 2 |
| 2020 | The Effects of Public Expenditures on Labour Productivity in Europe.(2020) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2017 | Persistence, 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] | article | 6 |
| 2018 | Convergence 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] | article | 11 |
| 2017 | On 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] | article | 5 |
| 2015 | On 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 | |
| 2018 | Unconventional monetary policy shocks in OECD countries: how important is the extent of policy uncertainty? In: International Economics and Economic Policy. [Full Text][Citation analysis] | article | 8 |
| 2015 | Unconventional 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 | |
| 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 | 13 |
| 2008 | Predicting Downturns in the US Housing Market: A Bayesian Approach.(2008) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2012 | The 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] | article | 33 |
| 2009 | The 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: 33 | paper | |
| 2015 | Time-Varying Effects of Housing and Stock Returns on U.S. Consumption In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 10 |
| 2016 | Evolution 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] | article | 5 |
| 2014 | Evolution 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 | |
| 2021 | What 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] | article | 1 |
| 2019 | What 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 | |
| 2021 | High-Frequency Volatility Forecasting of US Housing Markets In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 0 |
| 2019 | High-Frequency Volatility Forecasting of US Housing Markets.(2019) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2024 | High-Frequency Contagion between Aggregate and Regional Housing Markets of the United States with Financial Assets: Evidence from Multichannel Tests In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 0 |
| 2021 | High-Frequency Contagion between Aggregate and Regional Housing Markets of the United States with Financial Assets: Evidence from Multichannel Tests.(2021) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2016 | Does 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] | article | 71 |
| 2015 | Does 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: 71 | paper | |
| 2017 | The 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] | article | 0 |
| 2016 | The 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 | |
| 2020 | Oil shocks and volatility jumps In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 4 |
| 2018 | Oil Shocks and Volatility Jumps.(2018) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2024 | Oil shocks and state-level stock market volatility of the United States: a GARCH-MIDAS approach In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 0 |
| 2023 | Oil Shocks and State-Level Stock Market Volatility of the United States: A GARCH-MIDAS Approach.(2023) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2019 | Long-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] | article | 7 |
| 2017 | Long-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 | |
| 2013 | The 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] | article | 1 |
| 2013 | The 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 | |
| 2012 | Valuation Ratios and Stock Return Predictability in South Africa: Is It There? In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 2 |
| 2015 | Guest Editorâs Introduction In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 0 |
| 2015 | Testing the Out-of-Sample Forecasting Ability of a Financial Conditions Index for South Africa In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 3 |
| 2013 | Testing 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 | |
| 2015 | Can We Beat the Random-Walk Model for the South African RandâU.S. Dollar and South African RandâUK Pound Exchange Rates? Evidence from Dynamic Model Averaging In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 2 |
| 2016 | The 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] | article | 83 |
| 2013 | The 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: 83 | paper | |
| 2016 | Out-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] | article | 7 |
| 2011 | Out-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 | |
| 2018 | Monetary Policy Reaction Functions of the TICKs: A Quantile Regression Approach In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 0 |
| 2017 | Monetary 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 | |
| 2019 | The 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] | article | 11 |
| 2019 | Geopolitical Risks, Returns, and Volatility in Emerging Stock Markets: Evidence from a Panel GARCH Model In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 29 |
| 2020 | Geopolitical 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: 29 | article | |
| 2017 | Geopolitical 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: 29 | paper | |
| 2021 | How Do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 1 |
| 2019 | How 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 | |
| 2021 | Forecasting 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] | article | 0 |
| 2019 | Forecasting 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 | |
| 2021 | Oil Price and Exchange Rate Behaviour of the BRICS In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 12 |
| 2022 | A Note on the COVID-19 Shock and Real GDP in Emerging Economies In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 2 |
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| 2019 | The 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 | |
| 2022 | Commodity 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] | article | 2 |
| 2013 | DGSE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2013 | DSGE 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 | |
| 2009 | Ripple Effectsââ¬Â and Forecasting Home Prices in Los Angeles, Las Vegas, and Phoenix In: Working Papers. [Full Text][Citation analysis] | paper | 32 |
| 2009 | ââ¬ÅRipple Effectsââ¬Â 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 | âRipple effectsâ 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 | |
| 2009 | Ripple 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 | |
| 2009 | Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States In: Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2009 | Using 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 | |
| 2009 | Using 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 | |
| 2009 | Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Mode In: Working Papers. [Full Text][Citation analysis] | paper | 12 |
| 2009 | Monetary 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: 12 | paper | |
| 2009 | Monetary 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: 12 | paper | |
| 2011 | Using Large Data Sets to Forecast Sectoral Employment In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2011 | Using Large Data Sets to Forecast Sectoral Employment.(2011) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2014 | Using 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 | |
| 2012 | Using Large Data Sets to Forecast Sectoral Employment.(2012) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2012 | Was the Recent Downturn in US GDP Predictable? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Was the Recent Downturn in US GDP Predictable?.(2012) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2013 | Was the Recent Downturn in US GDP Predictable?.(2013) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
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| 2014 | Housing and the Great Depression.(2014) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
| 2012 | Housing and the Great Depression.(2012) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
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| 2013 | The 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 | |
| 2013 | The 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 | |
| 2014 | Time-Varying Effects of Housing and Stock Prices on U.S. Consumption In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2013 | Time-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 | |
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| 2012 | Testing 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 | |
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| 2012 | Do House Prices Impact Consumption and Interest Rate?: Evidence from OECD Countries Using an Agnostic Identification Procedure In: OECD Economics Department Working Papers. [Full Text][Citation analysis] | paper | 12 |
| 2011 | Do 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 | |
| 2019 | The 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] | article | 1 |
| 2018 | The 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 | |
| 2020 | Predicting firm-level volatility in the United States: the role of monetary policy uncertainty In: Economics and Business Letters. [Full Text][Citation analysis] | article | 0 |
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| 2019 | Testing 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 | |
| 2011 | Is the Permanent Income Hypothesis Really Well-Suited for Forecasting? In: Eastern Economic Journal. [Full Text][Citation analysis] | article | 1 |
| 2020 | Insurance-growth nexus in Africa In: The Geneva Papers on Risk and Insurance - Issues and Practice. [Full Text][Citation analysis] | article | 2 |
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| 2015 | Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns In: MPRA Paper. [Full Text][Citation analysis] | paper | 27 |
| 2015 | Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns.(2015) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
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| 2005 | Revisiting the Temporal Causality between Money and Income In: Working Papers. [Citation analysis] | paper | 0 |
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| 2005 | Effect of High Yielding Variety of Seeds in the State of West Bengal: An Empirical Quest In: Working Papers. [Citation analysis] | paper | 0 |
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| 2005 | Financial 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 | |
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| 2006 | An Endogenous Growth Model of a Financially Repressed Small Open Economy In: Working Papers. [Citation analysis] | paper | 0 |
| 2009 | An 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 | |
| 2006 | Active versus Passive Policies of Unemployment: Growth and Public Finance Perspectives In: Working Papers. [Citation analysis] | paper | 0 |
| 2006 | A Small-Scale DSGE Model for Forecasting the South African Economy In: Working Papers. [Citation analysis] | paper | 0 |
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| 2007 | Bayesian Methods of Forecasting Inventory Investment in South Africa In: Working Papers. [Citation analysis] | paper | 0 |
| 2007 | Modelling Preferences of South African Grain Farmers for Adopting Derivative Contracts Using Discrete Choice Models In: Working Papers. [Citation analysis] | paper | 0 |
| 2007 | A Panel Bargaining Model within the Regional Boundaries of the South African Grain Industry In: Working Papers. [Citation analysis] | paper | 0 |
| 2007 | Temporal Causality between Budget Deficit and Interest Rate: The Case of South Africa In: Working Papers. [Citation analysis] | paper | 1 |
| 2007 | Temporal Causality between Taxes and Public Expenditures: The Case of South Africa In: Working Papers. [Citation analysis] | paper | 1 |
| 2007 | Forecasting the South African Economy: A DSGE-VAR Approach In: Working Papers. [Citation analysis] | paper | 2 |
| 2007 | Forecasting 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 | |
| 2008 | Forecasting 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 | |
| 2008 | Forecasting 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 | |
| 2008 | Time Aggregation and the Contradictions with Causal Relationships: Can Economic Theory Come to the Rescue? In: Working Papers. [Citation analysis] | paper | 4 |
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| 2008 | Currency Substitution and Financial Repression.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2011 | Currency Substitution and Financial Repression.(2011) In: International Economic Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2008 | Measuring the Welfare Cost of Inflation in South Africa: A Reconsideration In: Working Papers. [Citation analysis] | paper | 2 |
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| 2008 | Conditional Loss Estimation Using a South African Global Error Correcting Macroeconometric Model In: Working Papers. [Citation analysis] | paper | 1 |
| 2008 | Optimal Public Policy with Endogenous Mortality In: Working Papers. [Citation analysis] | paper | 0 |
| 2010 | Optimal 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 | |
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| 2009 | The Time-Series Properties of Housing Prices: A Case Study of the Southern California Market In: Working Papers. [Citation analysis] | paper | 8 |
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| 2009 | THE EFFECT OF DEFENSE SPENDING ON US OUTPUT: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH In: Working Papers. [Citation analysis] | paper | 13 |
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| 2010 | Evaluating the Welfare Cost of Inflation in a Monetary Endogenous Growth General Equilibrium Model: The Case of South Africa In: Working Papers. [Citation analysis] | paper | 0 |
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| 2010 | Valuation Ratios and Stock Price Predictability in South Africa: Is it there? In: Working Papers. [Citation analysis] | paper | 0 |
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| 2011 | The 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 | |
| 2011 | Ripple Effects in South African House Prices In: Working Papers. [Citation analysis] | paper | 0 |
| 2011 | Reconsidering 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] | paper | 6 |
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| 2014 | Intertemporal 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 | |
| 2011 | Testing the Monetary Model for Exchange Rate Determination in South Africa: Evidence from 101 Years of Data In: Working Papers. [Citation analysis] | paper | 10 |
| 2013 | Testing 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 | |
| 2011 | Financial Variables and the Out-of-Sample Forecastability of the Growth Rate of Indian Industrial Production In: Working Papers. [Citation analysis] | paper | 0 |
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| 2012 | SHOULD THE SOUTH AFRICAN RESERVE BANK RESPOND TO EXCHANGE RATE FLUCTUATIONS? EVIDENCE FROM THE COSINE-SQUARED CEPSTRUM In: Working Papers. [Citation analysis] | paper | 1 |
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| 2012 | Structural Breaks and Predictive Regressions Models of South African Equity Premium In: Working Papers. [Citation analysis] | paper | 0 |
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| 2013 | The 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: 11 | article | |
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| 2015 | Do 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 | |
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| 2013 | Testing for Persistence in Housing Price-to-Income and Price-to-Rent Ratios in 16 OECD Countries In: Working Papers. [Citation analysis] | paper | 15 |
| 2014 | Testing 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 | |
| 2013 | Are House Prices in South Africa Really Non-Stationary? Evidence from SPSM-Based Panel KSS Test with a Fourier Function In: Working Papers. [Citation analysis] | paper | 5 |
| 2015 | Are 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 | |
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| 2014 | Military 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: 17 | article | |
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| 2016 | Forecasting 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 | |
| 2014 | Forecasting 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 | |
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| 2014 | Can 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 | |
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| 2016 | Does 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 | |
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| 2016 | Research 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: 18 | article | |
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| 2016 | Persistence, 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 | |
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| 2014 | Time-Varying Causality between Oil and Commodity Prices in the Presence of Structural Breaks and Nonlinearity In: Working Papers. [Citation analysis] | paper | 1 |
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| 2014 | Are there Asymmetric Causal Relationships between Tourism and Economic Growth in a Panel of G-7 Countries? In: Working Papers. [Citation analysis] | paper | 11 |
| 2014 | Financial Tail Risks and the Shapes of the Extreme Value Distribution: A Comparison between Conventional and Sharia-Compliant Stock Indexes In: Working Papers. [Citation analysis] | paper | 0 |
| 2014 | The Causal Relationship between Energy Consumption and Economic Growth in South Africa: New Evidence from Asymmetric Causality in Frequency Domain In: Working Papers. [Citation analysis] | paper | 0 |
| 2015 | The Feldstein-Horioka Puzzle in South Africa: A Fractional Cointegration Approach In: Working Papers. [Citation analysis] | paper | 2 |
| 2016 | The 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 | |
| 2015 | Inflation-Growth Nexus in Africa: Evidence from a Pooled CCE Multiple Regime Panel Smooth Transition Model In: Working Papers. [Citation analysis] | paper | 3 |
| 2015 | Time-Varying Correlations between Trade Balance and Stock Prices in the United States over the Period 1792 to 2013 In: Working Papers. [Citation analysis] | paper | 3 |
| 2018 | Time-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 | |
| 2015 | Modeling and Forecasting Crude Oil Price Volatility: Evidence from Historical and Recent Data In: Working Papers. [Citation analysis] | paper | 0 |
| 2015 | Modeling 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 | |
| 2015 | Forecasting the US CPI: Does Nonlinearity Matter? In: Working Papers. [Citation analysis] | paper | 6 |
| 2015 | Causality and Contagion in EMU Sovereign Bonds Revisited: Novel Evidence from Nonlinear Causality Tests In: Working Papers. [Citation analysis] | paper | 1 |
| 2015 | The Macroeconomic Effects of Uncertainty Shocks in India In: Working Papers. [Citation analysis] | paper | 0 |
| 2015 | The Time-Series Linkages between US Fiscal Policy and Asset Prices In: Working Papers. [Citation analysis] | paper | 2 |
| 2020 | The 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 | |
| 2016 | The 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 | |
| 2015 | Dynamic Spillovers in the United States: Stock Market, Housing, Uncertainty and the Macroeconomy In: Working Papers. [Citation analysis] | paper | 10 |
| 2016 | Dynamic 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: 10 | article | |
| 2015 | Time-Frequency Relationship between U.S. Output with Commodity and Asset Prices In: Working Papers. [Citation analysis] | paper | 7 |
| 2016 | Time-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 | |
| 2015 | How Independent are the South African Reserve Bankââ¬â¢s Monetary Policy Decisions? Evidence from a Global New-Keynesian DSGE Model In: Working Papers. [Citation analysis] | paper | 0 |
| 2015 | Income Inequality: A State-by-State Complex Network Analysis In: Working Papers. [Citation analysis] | paper | 1 |
| 2016 | Income 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 | |
| 2016 | Income 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 | |
| 2015 | A Nonlinear Approach for Predicting Stock Returns and Volatility with the Use of Investor Sentiment Indices In: Working Papers. [Citation analysis] | paper | 12 |
| 2016 | A 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 | |
| 2015 | Identifying Asymmetries between Socially Responsible and Conventional Investments In: Working Papers. [Citation analysis] | paper | 1 |
| 2015 | Convergence in Income Inequality: Further Evidence from the Club Clustering Methodology across the U.S. States In: Working Papers. [Citation analysis] | paper | 0 |
| 2016 | Convergence 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 | |
| 2015 | Convergence of Health Care Expenditures across the US States: A Reconsideration In: Working Papers. [Citation analysis] | paper | 5 |
| 2017 | Convergence 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 | |
| 2015 | Detection of Multiple Bubbles in South African Electricity Prices In: Working Papers. [Citation analysis] | paper | 0 |
| 2015 | Forecasting Inflation in an Inflation Targeting Economy: Structural Versus Non-Structural Models In: Working Papers. [Citation analysis] | paper | 0 |
| 2017 | Forecasting 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 | |
| 2015 | The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach In: Working Papers. [Citation analysis] | paper | 3 |
| 2019 | The 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: 3 | paper | |
| 2017 | The 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: 3 | article | |
| 2015 | Modeling and Forecasting Carbon Dioxide Emission Allowance Spot Price Volatility: Multifractal vs. GARCH-Type Volatility Models In: Working Papers. [Citation analysis] | paper | 0 |
| 2015 | Modeling 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 | |
| 2015 | Forecasting Accuracy Evaluation of Tourist Arrivals: Evidence from Parametric and Non-Parametric Techniques In: Working Papers. [Citation analysis] | paper | 1 |
| 2015 | Evidence of Persistence in U.S. Short and Long-Term Interest Rates Using Long-Span Monthly and Annual Data In: Working Papers. [Citation analysis] | paper | 0 |
| 2015 | Do Commodities Herd? Evidence from a Time-Varying Stochastic Volatility Model In: Working Papers. [Citation analysis] | paper | 6 |
| 2015 | The Role of Economic Policy Uncertainty in Predicting U.S. Recessions: A Mixed-Frequency Markov-Switching Vector Autoregressive Approach In: Working Papers. [Citation analysis] | paper | 30 |
| 2016 | The 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 | |
| 2016 | The 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 | |
| 2015 | Energy Demand in South Africa: Is it Asymmetric? In: Working Papers. [Citation analysis] | paper | 0 |
| 2015 | The Changing Dynamics of South Africas Inflation Persistence: Evidence from a Quantile Regression Framework In: Working Papers. [Citation analysis] | paper | 0 |
| 2015 | Asymmetric Granger Causality between Military Expenditures and Economic Growth in Top Six Defense Suppliers In: Working Papers. [Citation analysis] | paper | 1 |
| 2015 | Are Health Care Expenditures and Personal Disposable Income Characterised by Asymmetric Behaviour? Evidence from US State-Level Data In: Working Papers. [Citation analysis] | paper | 0 |
| 2017 | Are 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 | |
| 2015 | Forecasting Output Growth using a DSGE-Based Decomposition of the South African Yield Curve In: Working Papers. [Citation analysis] | paper | 1 |
| 2020 | Forecasting 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 | |
| 2015 | South African Stock Returns Predictability using Domestic and Global Economic Policy Uncertainty: Evidence from a Nonparametric Causality-in-Quantiles Approach In: Working Papers. [Citation analysis] | paper | 9 |
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| 2015 | Is Economic Policy Uncertainty Related to Suicide Rates? Evidence from the United States In: Working Papers. [Citation analysis] | paper | 8 |
| 2017 | Is 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 | |
| 2015 | Persistence, Mean-Reversion and Non-Linearities in Infant Mortality Rates In: Working Papers. [Citation analysis] | paper | 6 |
| 2017 | Persistence, 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 | |
| 2015 | Predicting Stock Returns and Volatility with Investor Sentiment Indices: A Reconsideration using a Nonparametric Causality-in-Quantiles Test In: Working Papers. [Citation analysis] | paper | 2 |
| 2015 | Predictability of Sustainable Investments and the Role of Uncertainty: Evidence from a Non-Parametric Causality-in-Quantiles Test In: Working Papers. [Citation analysis] | paper | 13 |
| 2015 | The Predictability of cay and cayMS for Stock and Housing Returns: A Nonparametric Causality in Quantile Test In: Working Papers. [Citation analysis] | paper | 1 |
| 2015 | Technical Efficiency of Connecticut Long Island Sound Lobster Fishery: A Nonparametric Approach to Aggregate Frontier Analysis In: Working Papers. [Citation analysis] | paper | 2 |
| 2016 | Technical 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 | |
| 2015 | The US Real GNP is Trend-Stationary After All In: Working Papers. [Citation analysis] | paper | 6 |
| 2017 | The US real GNP is trend-stationary after all.(2017) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2015 | The Impact of Economic Policy Uncertainty on US Real Housing Returns and their Volatility: A Nonparametric Approach In: Working Papers. [Citation analysis] | paper | 1 |
| 2015 | The Time-Varying Correlation between Output and Prices in the United States over 1800 to 2014 In: Working Papers. [Citation analysis] | paper | 0 |
| 2015 | Forecasting Key US Macroeconomic Variables with a Factor-Augmented Qual VAR In: Working Papers. [Citation analysis] | paper | 1 |
| 2015 | The 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] | paper | 2 |
| 2015 | A Historical Analysis of the US Stock Price Index using Empirical Mode Decomposition over 1791-2015 In: Working Papers. [Citation analysis] | paper | 1 |
| 2016 | A 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 | |
| 2016 | A 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 | |
| 2015 | Time-Frequency Relationship between Inflation and Inflation Uncertainty for the U.S.: Evidence from Historical Data In: Working Papers. [Citation analysis] | paper | 4 |
| 2016 | Time-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 | |
| 2015 | Causal Effects of the United States and Japan on Pacific-Rim Stock Markets: Nonparametric Quantile Causality Approach In: Working Papers. [Citation analysis] | paper | 15 |
| 2018 | Causal 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: 15 | article | |
| 2015 | Predicting South African Equity Premium using Domestic and Global Economic Policy Uncertainty Indices: Evidence from a Bayesian Graphical Model In: Working Papers. [Citation analysis] | paper | 2 |
| 2015 | Causality between Per Capita Real GDP and Income Inequality in the U.S.: Evidence from a Wavelet Analysis In: Working Papers. [Citation analysis] | paper | 4 |
| 2018 | Causality 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 | |
| 2016 | Causality 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 | |
| 2016 | Time-Varying Correlations between Inflation and Stock Prices in the United States over the Last Two Centuries In: Working Papers. [Citation analysis] | paper | 2 |
| 2016 | Revisiting the Twin Deficits Hypothesis: A Quantile Cointegration Analysis over the Period of 1791-2013 In: Working Papers. [Citation analysis] | paper | 1 |
| 2019 | Revisiting 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 | |
| 2016 | Terror Attacks and Stock-Market Fluctuations: Evidence Based on a Nonparametric Causality-in-Quantiles Test for the G7 Countries In: Working Papers. [Citation analysis] | paper | 22 |
| 2018 | Terror 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 | |
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| 2016 | Productive Efficiency of Connecticut Long Island Lobster Fishery Using a Finite Mixture Model In: Working Papers. [Citation analysis] | paper | 0 |
| 2016 | Do Terror Attacks Affect the Dollar-Pound Exchange Rate? A Nonparametric Causality-in-Quantiles Analysis In: Working Papers. [Citation analysis] | paper | 1 |
| 2016 | An Analysis of the Relationship between U.S. State Level Carbon Dioxide Emissions and Health Care Expenditure In: Working Papers. [Citation analysis] | paper | 1 |
| 2016 | Effectiveness of Monetary Policy in the Euro Area: The Role of US Economic Policy Uncertainty In: Working Papers. [Citation analysis] | paper | 3 |
| 2016 | Testing the Efficiency of the Art Market using Quantile-Based Unit Root Tests with Sharp and Smooth Breaks In: Working Papers. [Citation analysis] | paper | 1 |
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| 2019 | Price Convergence Patterns across U.S. States.(2019) In: Panoeconomicus. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2016 | Does U.S. News Impact Asian Emerging Markets? Evidence from Nonparametric Causality-in-Quantiles Test In: Working Papers. [Citation analysis] | paper | 4 |
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| 2016 | Are Housing Price Cycles Asymmetric? Evidence from the US States and Metropolitan Areas In: Working Papers. [Citation analysis] | paper | 1 |
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| 2016 | Components 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] | paper | 7 |
| 2016 | Housing Market Spillovers in South Africa: Evidence from an Estimated Small Open Economy DSGE Model In: Working Papers. [Citation analysis] | paper | 5 |
| 2020 | Housing 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 | |
| 2016 | The Effect of Gold Market Speculation on REIT Returns in South Africa: A Behavioral Perspective In: Working Papers. [Citation analysis] | paper | 9 |
| 2017 | The 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: 9 | article | |
| 2016 | The Impact of Oil Shocks in a Small Open Economy New-Keynesian Dynamic Stochastic General Equilibrium Model for South Africa In: Working Papers. [Citation analysis] | paper | 5 |
| 2016 | Modelling Long Memory Volatility in the Bitcoin Market: Evidence of Persistence and Structural Breaks In: Working Papers. [Citation analysis] | paper | 74 |
| 2019 | Modelling 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: 74 | article | |
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| 2016 | Analysis of Herding in REITs of an Emerging Market: The Case of Turkey In: Working Papers. [Citation analysis] | paper | 3 |
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| 2018 | Forecasting 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 | |
| 2016 | Differences of Opinion and Stock Market Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach In: Working Papers. [Citation analysis] | paper | 0 |
| 2018 | Differences 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 | |
| 2016 | Does Geopolitical Risks Predict Stock Returns and Volatility of Leading Defense Companies? Evidence from a Nonparametric Approach In: Working Papers. [Citation analysis] | paper | 12 |
| 2016 | Asymmetric dynamics of insurance premium: The impacts of output and economic policy uncertainty In: Working Papers. [Citation analysis] | paper | 15 |
| 2019 | Asymmetric 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 | |
| 2016 | The Predictive Power of Industrial Electricity Usage Revisited: Evidence from Nonparametric Causality Tests In: Working Papers. [Citation analysis] | paper | 0 |
| 2016 | Forecasting the Probability of Recessions in South Africa: The Role of Decomposed Term-Spread and Economic Policy Uncertainty In: Working Papers. [Citation analysis] | paper | 2 |
| 2019 | Forecasting 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: 2 | article | |
| 2016 | The Relationship between the Inflation Rate and Inequality across US States: A Semiparametric Approach In: Working Papers. [Citation analysis] | paper | 11 |
| 2018 | The 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: 11 | article | |
| 2017 | The 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: 11 | paper | |
| 2016 | Modeling U.S. Historical Time-Series Prices and Inflation Using Various Linear and Nonlinear Long-Memory Approaches In: Working Papers. [Citation analysis] | paper | 0 |
| 2017 | Modeling 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 | |
| 2016 | Do Leading Indicators Forecast U.S. Recessions? A Nonlinear Re-Evaluation Using Historical Data In: Working Papers. [Citation analysis] | paper | 0 |
| 2017 | Openness and Growth: Is the Relationship Non-Linear? In: Working Papers. [Citation analysis] | paper | 0 |
| 2017 | Does Global Fear Predict Fear in BRICS Stock Markets? Evidence from a Bayesian Graphical VAR Model In: Working Papers. [Citation analysis] | paper | 4 |
| 2017 | Current Account Sustainability in G7 and BRICS: Evidence from a Long Memory Model with Structural Breaks In: Working Papers. [Citation analysis] | paper | 6 |
| 2018 | Current 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: 6 | article | |
| 2017 | Causality between Output and Income Inequality across US States: Evidence from a Heterogeneous Mixed Panel Approach In: Working Papers. [Citation analysis] | paper | 0 |
| 2018 | Causality 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 | |
| 2017 | Asymmetric Behaviour in Nominal and Real Housing Prices: Evidence from Advanced and Emerging Economies In: Working Papers. [Citation analysis] | paper | 2 |
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| 2017 | Price Jumps in Developed Stock Markets: The Role of Monetary Policy Committee Meetings In: Working Papers. [Citation analysis] | paper | 6 |
| 2019 | Price 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 | |
| 2017 | Do Bivariate Multifractal Models Improve Volatility Forecasting in Financial Time Series? An Application to Foreign Exchange and Stock Markets In: Working Papers. [Citation analysis] | paper | 1 |
| 2017 | Wealth-to-Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test In: Working Papers. [Citation analysis] | paper | 0 |
| 2017 | A 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] | paper | 1 |
| 2017 | Macroeconomic Uncertainty, Growth and Inflation in the Eurozone: A Causal Approach In: Working Papers. [Citation analysis] | paper | 0 |
| 2018 | Macroeconomic 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 | |
| 2017 | Unemployment Rate Hysteresis and the Great Recession: Exploring the Metropolitan Evidence In: Working Papers. [Citation analysis] | paper | 9 |
| 2019 | Unemployment 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: 9 | article | |
| 2017 | Partisan Conflict and Income Distribution in the United States: A Nonparametric Causality-in-Quantiles Approach In: Working Papers. [Citation analysis] | paper | 2 |
| 2017 | Partisan 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 | |
| 2017 | Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note In: Working Papers. [Citation analysis] | paper | 36 |
| 2019 | Geopolitical 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: 36 | article | |
| 2017 | Does Partisan Conflict Predict a Reduction in US Stock Market (Realized) Volatility? Evidence from a Quantile-on-Quantile Regression Model In: Working Papers. [Citation analysis] | paper | 4 |
| 2017 | A Copula-Based Quantile-on-Quantile Regression Approach to Modeling Dependence Structure between Stock and Bond Returns: Evidence from Historical Data of India, South Africa, UK and US In: Working Papers. [Citation analysis] | paper | 1 |
| 2017 | Oil Speculation and Herding Behavior in Emerging Stock Markets In: Working Papers. [Citation analysis] | paper | 9 |
| 2019 | Oil 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 | |
| 2017 | On the Predictability of Stock Market Bubbles: Evidence from LPPLS ConfidenceTM Multi-scale Indicators In: Working Papers. [Citation analysis] | paper | 17 |
| 2019 | On 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: 17 | article | |
| 2017 | The Effect of Economic Uncertainty on the Housing Market Cycle In: Working Papers. [Citation analysis] | paper | 8 |
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| 2017 | Country Risk Ratings and Stock Market Returns in BRICS Countries: A Nonlinear Dynamic Approach In: Working Papers. [Citation analysis] | paper | 1 |
| 2017 | Kuznets Curve for the US: A Reconsideration Using Cosummability In: Working Papers. [Citation analysis] | paper | 4 |
| 2019 | Kuznets 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 | |
| 2017 | Volatility Spillovers between Interest Rates and Equity Markets of Developed Economies: A Note In: Working Papers. [Citation analysis] | paper | 0 |
| 2017 | Time-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] | paper | 5 |
| 2020 | Time-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 | |
| 2017 | Exchange Rate Returns and Volatility: The Role of Time-Varying Rare Disaster Risks In: Working Papers. [Citation analysis] | paper | 5 |
| 2019 | Exchange 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: 5 | article | |
| 2017 | The Role of Time-Varying Rare Disaster Risks in Predicting Bond Returns and Volatility In: Working Papers. [Citation analysis] | paper | 3 |
| 2019 | The role of timeâvarying 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 | |
| 2017 | The Role of Economic Uncertainty in Forecasting Exchange Rate Returns and Realized Volatility: Evidence from Quantile Predictive Regressions In: Working Papers. [Citation analysis] | paper | 22 |
| 2018 | The 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 | |
| 2017 | Economic Policy Uncertainty and Insurance In: Working Papers. [Citation analysis] | paper | 2 |
| 2017 | An Assessment of UK Macroeconomic Volatility: Historical Evidence Using Over Seven Centuries of Data In: Working Papers. [Citation analysis] | paper | 0 |
| 2018 | Does Financial Development Affect Income Inequality in the U.S. States? A Panel Data Analysis In: Working Papers. [Citation analysis] | paper | 4 |
| 2018 | Investor Sentiment and Crash Risk in Safe Havens In: Working Papers. [Citation analysis] | paper | 0 |
| 2019 | Investor 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 | |
| 2018 | International Monetary Policy Spillovers: Evidence from a TVP-VAR In: Working Papers. [Citation analysis] | paper | 0 |
| 2018 | Geopolitical Risks and Recessions in a Panel of Advanced Economies: Evidence from Over a Century of Data In: Working Papers. [Citation analysis] | paper | 18 |
| 2019 | Geopolitical 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: 18 | article | |
| 2018 | Does Liquidity Risk Explain the Time-Variation in Asset Correlations? Evidence from Stocks, Bonds and Commodities In: Working Papers. [Citation analysis] | paper | 2 |
| 2018 | Does 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 | |
| 2018 | Persistence of Economic Uncertainty: A Comprehensive Analysis In: Working Papers. [Citation analysis] | paper | 3 |
| 2019 | Persistence of economic uncertainty: a comprehensive analysis.(2019) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2018 | Presidential Cycles and Time-Varying Bond-Stock Correlations: Evidence from More than Two Centuries of Data In: Working Papers. [Citation analysis] | paper | 2 |
| 2018 | Spillovers between Bitcoin and other Assets during Bear and Bull Markets In: Working Papers. [Citation analysis] | paper | 108 |
| 2018 | Spillovers 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: 108 | article | |
| 2018 | Oil Price Volatility and Economic Growth: Evidence from Advanced OECD Countries using over One Century of Data In: Working Papers. [Citation analysis] | paper | 2 |
| 2018 | Investor Sentiment Connectedness: Evidence from Linear and Nonlinear Causality Approaches In: Working Papers. [Citation analysis] | paper | 1 |
| 2021 | INVESTOR 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 | |
| 2018 | High-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] | paper | 2 |
| 2018 | Asymmetric Effects of Inequality on Per Capita Real GDP of the United States In: Working Papers. [Citation analysis] | paper | 0 |
| 2018 | Dynamic and Asymmetric Response of Inequality to Income Volatility: The Case of the United Kingdom In: Working Papers. [Citation analysis] | paper | 6 |
| 2020 | Dynamic 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 | |
| 2018 | Are BRICS Exchange Rates Chaotic? In: Working Papers. [Citation analysis] | paper | 2 |
| 2019 | Are BRICS exchange rates chaotic?.(2019) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2018 | Is 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] | paper | 0 |
| 2019 | Is 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 | |
| 2018 | Macroeconomic Uncertainty and the Comovement in Buying versus Renting in the United States In: Working Papers. [Citation analysis] | paper | 0 |
| 2018 | Frequency-Dependent Real-Time Effects of Uncertainty in the United States: Evidence from Daily Data In: Working Papers. [Citation analysis] | paper | 1 |
| 2020 | Frequency-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 | |
| 2018 | Herding Behaviour in the Cryptocurrency Market In: Working Papers. [Citation analysis] | paper | 17 |
| 2018 | Effects of Geopolitical Risks on Trade Flows: Evidence from the Gravity Model In: Working Papers. [Citation analysis] | paper | 44 |
| 2019 | Effects 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: 44 | article | |
| 2018 | Efficiency in BRICS Currency Markets using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability In: Working Papers. [Citation analysis] | paper | 1 |
| 2019 | Efficiency 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 | |
| 2018 | Bayesian Spatial Modeling for Housing Data in South Africa In: Working Papers. [Citation analysis] | paper | 0 |
| 2021 | Bayesian 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 | |
| 2018 | Persistence and Cyclical Dynamics of US and UK House Prices: Evidence from Over 150 Years of Data In: Working Papers. [Citation analysis] | paper | 5 |
| 2021 | Persistence 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: 5 | article | |
| 2018 | Greek Economic Policy Uncertainty: Does it Matter for the European Union? In: Working Papers. [Citation analysis] | paper | 2 |
| 2018 | Time-Varying Impact of Geopolitical Risks on Oil Prices In: Working Papers. [Citation analysis] | paper | 71 |
| 2020 | Time-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: 71 | article | |
| 2018 | The Role of Housing Sentiment in Forecasting US Home Sales Growth: Evidence from a Bayesian Compressed Vector Autoregressive Model In: Working Papers. [Citation analysis] | paper | 1 |
| 2019 | The 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: 1 | article | |
| 2018 | Uncertainty and Volatility Jumps in the Pound-Dollar Exchange Rate: Evidence from Over One Century of Data In: Working Papers. [Citation analysis] | paper | 0 |
| 2018 | Income Inequality and Economic Growth: A Re-Examination of Theory and Evidence In: Working Papers. [Citation analysis] | paper | 0 |
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| 2018 | The 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] | paper | 1 |
| 2018 | Geopolitical Risks and the Predictability of Regional Oil Returns and Volatility In: Working Papers. [Citation analysis] | paper | 4 |
| 2018 | On the Transmission Mechanism of Asia-Pacific Yield Curve Characteristics In: Working Papers. [Citation analysis] | paper | 1 |
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| 2018 | Jumps Beyond the Realms of Cricket: Indiaââ¬â¢s Performance in One Day Internationals and Stock Market Movements In: Working Papers. [Citation analysis] | paper | 2 |
| 2020 | Jumps 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 | |
| 2018 | Forecasting Interest Rate Volatility of the United Kingdom: Evidence from over 150 Years of Data In: Working Papers. [Citation analysis] | paper | 2 |
| 2020 | Forecasting 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 | |
| 2018 | Presidential Cycles in the United States and the Dollar-Pound Exchange Rate: Evidence from over Two Centuries of Data In: Working Papers. [Citation analysis] | paper | 0 |
| 2018 | Mortgage Default Risks and High-Frequency Predictability of the US Housing Market: A Reconsideration In: Working Papers. [Citation analysis] | paper | 0 |
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| 2018 | Political Cycles in the United States and Stock Market Volatility in other Advanced Economies: An EGARCH Approach In: Working Papers. [Citation analysis] | paper | 0 |
| 2018 | Forecasting (Good and Bad) Realized Exchange-Rate Volatility: Is there a Role for Realized Skewness and Kurtosis? In: Working Papers. [Citation analysis] | paper | 1 |
| 2018 | Forecasting Stock Market (Realized) Volatility in the United Kingdom: Is There a Role for Economic Inequality? In: Working Papers. [Citation analysis] | paper | 0 |
| 2019 | Forecasting Realized Volatility of Bitcoin Returns: Tail Events and Asymmetric Loss In: Working Papers. [Citation analysis] | paper | 9 |
| 2021 | Forecasting 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: 9 | article | |
| 2019 | Macroeconomic Uncertainty Connections across the US States: Evidence from a Bayesian Graphical Structural VAR (BGSVAR) Model In: Working Papers. [Citation analysis] | paper | 0 |
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| 2019 | Does Trading Behaviour Converge across Commodity Markets? Evidence from the Perspective of Hedgersââ¬â¢ Sentiment In: Working Papers. [Citation analysis] | paper | 0 |
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| 2020 | Is 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 | |
| 2019 | The 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] | paper | 2 |
| 2020 | The 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 | |
| 2019 | The Predictability of Stock Market Volatility in Emerging Economies: Relative Roles of Local, Regional and Global Business Cycles In: Working Papers. [Citation analysis] | paper | 8 |
| 2020 | The 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: 8 | article | |
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| 2019 | Effect of Uncertainty on U.S. Stock Returns and Volatility: Evidence from Over Eighty Years of High-Frequency Data In: Working Papers. [Citation analysis] | paper | 1 |
| 2020 | Effect 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 | |
| 2019 | The Relationship between Economic Uncertainty and Corporate Tax Rates In: Working Papers. [Citation analysis] | paper | 0 |
| 2019 | Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment In: Working Papers. [Citation analysis] | paper | 2 |
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| 2019 | 125 Years of Time-Varying Effects of Fiscal Policy on Financial Markets In: Working Papers. [Citation analysis] | paper | 1 |
| 2020 | 125 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 | |
| 2019 | Forecasting Local Currency Bond Risk Premia of Emerging Markets: The Role of Cross-Country Macro-Financial Linkages In: Working Papers. [Citation analysis] | paper | 0 |
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| 2019 | Giant Oil Discoveries and Conflicts In: Working Papers. [Citation analysis] | paper | 0 |
| 2019 | Time-Varying Relationship between Conventional and Unconventional Monetary Policies and Risk Aversion: International Evidence from Time- and Frequency-Domains In: Working Papers. [Citation analysis] | paper | 1 |
| 2021 | Time-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: 1 | article | |
| 2019 | Threshold Effects of Inequality on Economic Growth in the US States: The Role of Human Capital to Physical Capital Ratio In: Working Papers. [Citation analysis] | paper | 0 |
| 2020 | Threshold 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 | |
| 2019 | Impact of Oil Price Volatility on State-Level Consumption of the United States: The Role of Oil Dependence In: Working Papers. [Citation analysis] | paper | 1 |
| 2019 | A Reconsideration of Kuznets Curve across Countries: Evidence from the Co-summability Approach In: Working Papers. [Citation analysis] | paper | 0 |
| 2019 | The Predictability between Bitcoin and US Technology Stock Returns: Granger Causality in Mean, Variance, and Quantile In: Working Papers. [Citation analysis] | paper | 0 |
| 2019 | Risk Aversion and the Predictability of Crude Oil Market Volatility: A Forecasting Experiment with Random Forests In: Working Papers. [Citation analysis] | paper | 1 |
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| 2019 | The Role of an Aligned Investor Sentiment Index in Predicting Bond Risk Premia of the United States In: Working Papers. [Citation analysis] | paper | 0 |
| 2019 | A 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] | paper | 0 |
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| 2019 | Forecasting Bitcoin Returns: Is there a Role for the U.S. ââ¬â China Trade War? In: Working Papers. [Citation analysis] | paper | 2 |
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| 2020 | Time-Varying Spillover of US Trade War on the Growth of Emerging Economies In: Working Papers. [Citation analysis] | paper | 2 |
| 2020 | Monetary Policy Uncertainty Spillovers in Time- and Frequency-Domains In: Working Papers. [Citation analysis] | paper | 6 |
| 2020 | Monetary 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: 6 | article | |
| 2020 | Time-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] | paper | 2 |
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| 2021 | A 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 | |
| 2020 | Effect of Rare Disaster Risks on Crude Oil: Evidence from El Nino from Over 140 Years of Data In: Working Papers. [Citation analysis] | paper | 1 |
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| 2020 | Forecasting Realized Stock-Market Volatility: Do Industry Returns have Predictive Value? In: Working Papers. [Citation analysis] | paper | 1 |
| 2020 | Information Entropy, Continuous Improvement, and US Energy Performance: A Novel Stochastic-Entropic Analysis for Ideal Solutions (SEA-IS) In: Working Papers. [Citation analysis] | paper | 1 |
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| 2020 | Time-Varying Influence of Household Debt on Inequality in United Kingdom In: Working Papers. [Citation analysis] | paper | 3 |
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| 2020 | Movements in Real Estate Uncertainty in the United States: The Role of Oil Shocks In: Working Papers. [Citation analysis] | paper | 0 |
| 2021 | Movements 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 | |
| 2020 | Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility in the United Kingdom In: Working Papers. [Citation analysis] | paper | 1 |
| 2021 | Dynamic 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 | |
| 2020 | The Impact of Disaggregated Oil Shocks on State-Level Consumption of the United States In: Working Papers. [Citation analysis] | paper | 0 |
| 2021 | The 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 | |
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| 2020 | Forecasting Power of Infectious Diseases-Related Uncertainty for Gold Realized Volatility In: Working Papers. [Citation analysis] | paper | 1 |
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| 2020 | Point and Density Forecasting of Macroeconomic and Financial Uncertainties of the United States In: Working Papers. [Citation analysis] | paper | 1 |
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| 2020 | Predicting Housing Market Sentiment: The Role of Financial, Macroeconomic and Real Estate Uncertainties In: Working Papers. [Citation analysis] | paper | 1 |
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| 2020 | High-Frequency Predictability of Housing Market Movements of the United States: The Role of Economic Sentiment In: Working Papers. [Citation analysis] | paper | 2 |
| 2021 | High-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 | |
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| 2020 | Historical Forecasting of Interest Rate Mean and Volatility of the United States: Is there a Role of Uncertainty? In: Working Papers. [Citation analysis] | paper | 0 |
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| 2020 | Time-Varying Predictability of Labor Productivity on Inequality in United Kingdom In: Working Papers. [Citation analysis] | paper | 0 |
| 2021 | Time-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 | |
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| 2020 | Investor Sentiment and (Anti-)Herding in the Currency Market: Evidence from Twitter Feed Data In: Working Papers. [Citation analysis] | paper | 2 |
| 2023 | Investor 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: 2 | article | |
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| 2024 | Forecasting the realized volatility of agricultural commodity prices: Does sentiment matter?.(2024) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
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| 2023 | Time-Varying Effects of Extreme Weather Shocks on Output Growth of the United States In: Working Papers. [Citation analysis] | paper | 0 |
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| 2023 | Predicting 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] | paper | 0 |
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| 2023 | Multi-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] | paper | 0 |
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| 2024 | Forecasting Gold Returns Volatility Over 1258-2023: The Role of Moments In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
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| 2024 | Energy Market Uncertainties and Gold Return Volatility: A GARCH-MIDAS Approach In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Return-Volatility Nexus in the Digital Asset Class: A Dynamic Multilayer Connectedness Analysis In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Effects of Climate Risks on Financial Stress: Evidence from Asia-Pacific Countries In: Working Papers. [Citation analysis] | paper | 0 |
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| 2024 | Forecasting U.S. Recessions Using Over 150 Years of Data: Stock-Market Moments versus Oil-Market Moments In: Working Papers. [Citation analysis] | paper | 0 |
| 2024 | Oil Price Shocks and the Connectedness of US State-Level Financial Markets In: Working Papers. [Citation analysis] | paper | 0 |
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| 2024 | Effects of Energy Consumption, Agricultural Trade and Productivity on Carbon Emissions in Nigeria: A Quantile Regression Approach In: Working Papers. [Citation analysis] | paper | 0 |
| 2024 | Time-Variation in the Persistence of Carbon Price Uncertainty: The Role of Carbon Policy Uncertainty In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | The 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] | article | 0 |
| 2015 | Causal 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] | article | 0 |
| 2015 | Does the Price of Oil Help Predict Inflation in South Africa? Historical Evidence Using a Frequency Domain Approach. - Il prezzo del petrolio predice lâinflazione in Sud Africa? Evidenza storica attra In: Economia Internazionale / International Economics. [Full Text][Citation analysis] | article | 0 |
| 2015 | Time-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] | article | 0 |
| 2016 | Can 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] | article | 0 |
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| 2016 | The 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] | article | 0 |
| 2008 | Is a DFM well suited for forecasting regional house price inflation? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
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| 2015 | Border Tax Adjustments to Negate the Economic Impact of an Electricty Generation Tax In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2016 | Estimating a Philipps Curve for South Africa: A Bounded Random Walk Approach In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
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| 2023 | Do 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] | article | 0 |
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| 2018 | Asymmetric causality between military expenditures and economic growth in top six defense spenders In: Quality & Quantity: International Journal of Methodology. [Full Text][Citation analysis] | article | 15 |
| 2018 | Correction 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] | article | 2 |
| 2019 | Partisan 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] | article | 3 |
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| 2015 | DSGE 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 | |
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| 2005 | Financial Liberalization and Inflationary Dynamics In: Working papers. [Full Text][Citation analysis] | paper | 2 |
| 2016 | Does Debt Ceiling and Government Shutdown Help in Forecasting the US Equity Risk Premium? In: Panoeconomicus. [Full Text][Citation analysis] | article | 0 |
| 2022 | Nonlinear 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] | article | 3 |
| 2022 | Forecasting stock market (realized) volatility in the United Kingdom: Is there a role of inequality? In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 2 |
| 2023 | The role of oil and risk shocks in the highâfrequency 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] | article | 0 |
| 2020 | Volatility forecasting with bivariate multifractal models In: Journal of Forecasting. [Full Text][Citation analysis] | article | 6 |
| 2021 | Point and density forecasting of macroeconomic and financial uncertainties of the USA In: Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
| 2022 | Uncertainty and forecastability of regional output growth in the UK: Evidence from machine learning In: Journal of Forecasting. [Full Text][Citation analysis] | article | 1 |
| 2021 | THE RELATIONSHIP BETWEEN ECONOMIC POLICY UNCERTAINTY AND CORPORATE TAX RATES In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] | article | 2 |
| 2015 | The Impact of Exchange Rate Uncertainty on Exports in South Africa In: Journal of International Commerce, Economics and Policy (JICEP). [Full Text][Citation analysis] | article | 12 |
| 2017 | Date-stamping US housing market explosivity In: Economics Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
| 2018 | Date-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 |
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