[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]
IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
1990 | 0 | 0.14 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.07 | |||||
1991 | 0 | 0.11 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.06 | |||||
1992 | 0 | 0.1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.07 | |||||
1993 | 0 | 0.13 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.07 | |||||
1994 | 0 | 0.13 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.06 | |||||
1995 | 0 | 0.18 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.09 | |||||
1996 | 0 | 0.22 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.11 | |||||
1997 | 0 | 0.23 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.12 | |||||
1998 | 0 | 0.24 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.15 | |||||
1999 | 0 | 0.32 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.21 | |||||
2000 | 0 | 0.46 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.2 | |||||
2001 | 0 | 0.39 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.22 | |||||
2002 | 0 | 0.42 | 0 | 0 | 0 | 0 | 0 | 3 | 0 | 0 | 0 | 0 | 0.24 | |||||
2003 | 0 | 0.41 | 0 | 0 | 0 | 0 | 0 | 3 | 0 | 0 | 0 | 0 | 0.24 | |||||
2004 | 0 | 0.47 | 0 | 0 | 0 | 0 | 0 | 3 | 0 | 0 | 0 | 0 | 0.27 | |||||
2005 | 0 | 0.49 | 0 | 0 | 17 | 17 | 23 | 3 | 0 | 0 | 0 | 0 | 0.29 | |||||
2006 | 0 | 0.48 | 0.03 | 0 | 23 | 40 | 58 | 1 | 4 | 17 | 17 | 0 | 1 | 0.04 | 0.26 | |||
2007 | 0.1 | 0.4 | 0.06 | 0.1 | 24 | 64 | 37 | 4 | 8 | 40 | 4 | 40 | 4 | 0 | 0 | 0.22 | ||
2008 | 0.28 | 0.45 | 0.16 | 0.2 | 37 | 101 | 74 | 16 | 24 | 47 | 13 | 64 | 13 | 2 | 12.5 | 0 | 0.23 | |
2009 | 0.2 | 0.43 | 0.24 | 0.15 | 31 | 132 | 78 | 32 | 56 | 61 | 12 | 101 | 15 | 2 | 6.3 | 4 | 0.13 | 0.23 |
2010 | 0.24 | 0.37 | 0.24 | 0.14 | 30 | 162 | 94 | 39 | 95 | 68 | 16 | 132 | 18 | 5 | 12.8 | 4 | 0.13 | 0.19 |
2011 | 0.31 | 0.47 | 0.25 | 0.21 | 35 | 197 | 144 | 48 | 145 | 61 | 19 | 145 | 31 | 15 | 31.3 | 6 | 0.17 | 0.25 |
2012 | 0.43 | 0.5 | 0.48 | 0.24 | 35 | 232 | 65 | 103 | 256 | 65 | 28 | 157 | 37 | 33 | 32 | 18 | 0.51 | 0.26 |
2013 | 0.79 | 0.52 | 0.49 | 0.46 | 88 | 320 | 207 | 148 | 413 | 70 | 55 | 168 | 77 | 62 | 41.9 | 18 | 0.2 | 0.24 |
2014 | 0.5 | 0.55 | 0.66 | 0.46 | 86 | 406 | 176 | 266 | 682 | 123 | 62 | 219 | 100 | 36 | 13.5 | 101 | 1.17 | 0.28 |
2015 | 0.29 | 0.54 | 0.21 | 0.23 | 100 | 506 | 173 | 105 | 788 | 174 | 51 | 274 | 63 | 11 | 10.5 | 10 | 0.1 | 0.28 |
2016 | 0.35 | 0.58 | 0.37 | 0.36 | 90 | 596 | 126 | 223 | 1011 | 186 | 66 | 344 | 123 | 89 | 39.9 | 22 | 0.24 | 0.29 |
2017 | 0.48 | 0.6 | 0.35 | 0.31 | 82 | 678 | 67 | 237 | 1248 | 190 | 92 | 399 | 122 | 54 | 22.8 | 4 | 0.05 | 0.3 |
2018 | 0.38 | 0.62 | 0.3 | 0.29 | 83 | 761 | 63 | 228 | 1476 | 172 | 66 | 446 | 130 | 60 | 26.3 | 25 | 0.3 | 0.33 |
IF: | Impact Factor: C2Y / D2Y |
AIF: | Average Impact Factor for series in RePEc in year y |
CIF: | Cumulative impact factor |
IF5: | Impact Factor: C5Y / D5Y |
DOC: | Number of documents published in year y |
CDO: | Cumulative number of documents published until year y |
CIT: | Number of citations to papers published in year y |
NCI: | Number of citations in year y |
CCU: | Cumulative number of citations to papers published until year y |
D2Y: | Number of articles published in y-1 plus y-2 |
C2Y: | Cites in y to articles published in y-1 plus y-2 |
D5Y: | Number of articles published in y-1 until y-5 |
C5Y: | Cites in y to articles published in y-1 until y-5 |
SC: | selft citations in y to articles published in y-1 plus y-2 |
%SC: | Percentage of selft citations in y to articles published in y-1 plus y-2 |
CiY: | Cites in year y to documents published in year y |
II: | Immediacy Index: CiY / Documents. |
AII: | Average Immediacy Index for series in RePEc in year y |
# | Year | Title | Cited |
---|---|---|---|
1 | 2010 | Bubbles in South African House Prices and their Impact on Consumption. (2010). Kanda, Tunda P. ; GUPTA, RANGAN ; DAS, SONALI. In: Working Papers. RePEc:pre:wpaper:201017. Full description at Econpapers || Download paper | 34 |
2 | 2015 | Oil Price Forecastability and Economic Uncertainty. (2015). Paccagnini, Alessia ; GUPTA, RANGAN ; Bekiros, Stelios. In: Working Papers. RePEc:pre:wpaper:201518. Full description at Econpapers || Download paper | 26 |
3 | 2013 | Does the Source of Oil Price Shocks Matter for South African Stock Returns? A Structural VAR Approach. (2013). GUPTA, RANGAN ; Modise, Mampho P.. In: Working Papers. RePEc:pre:wpaper:201318. Full description at Econpapers || Download paper | 25 |
4 | 2011 | Dynamic Effects of Monetary Policy Shocks in Malawi. (2011). Viegi, Nicola ; Ngalawa, Harold. In: Working Papers. RePEc:pre:wpaper:201112. Full description at Econpapers || Download paper | 24 |
5 | 2011 | South Africas Electricity Consumption: A Sectoral Decomposition Analysis. (2011). Inglesi-Lotz, Roula ; Blignaut, James. In: Working Papers. RePEc:pre:wpaper:201105. Full description at Econpapers || Download paper | 22 |
6 | House Prices and Economic Growth in South Africa: Evidence from Provincial-Level Data. (2011). Simo-Kengne, Beatrice Desiree ; GUPTA, RANGAN ; Bittencourt, Manoel ; Simo -Kengne, Beatrice D.. In: Working Papers. RePEc:pre:wpaper:201116. Full description at Econpapers || Download paper | 21 | |
7 | 2015 | Incorporating Economic Policy Uncertainty in US Equity Premium Models: A Nonlinear Predictability Analysis. (2015). Majumdar, Anandamayee ; GUPTA, RANGAN ; Bekiros, Stelios. In: Working Papers. RePEc:pre:wpaper:201545. Full description at Econpapers || Download paper | 21 |
8 | 2009 | Modelling monetary policy in South Africa: Focus on inflation targeting era using a simple learning rule. (2009). Naraidoo, Ruthira ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:200904. Full description at Econpapers || Download paper | 20 |
9 | 2012 | Do House Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model. (2012). Inglesi-Lotz, Roula ; GUPTA, RANGAN ; Peretti, Vittorio . In: Working Papers. RePEc:pre:wpaper:201216. Full description at Econpapers || Download paper | 18 |
10 | 2014 | Testing for Multiple Bubbles in the BRICS Stock Markets. (2014). Ranjbar, Omid ; GUPTA, RANGAN ; Gil-Alana, Luis ; Chang, Tsangyao ; Aye, Goodness C.. In: Working Papers. RePEc:pre:wpaper:201407. Full description at Econpapers || Download paper | 18 |
11 | 2014 | Causal relationship between asset prices and output in the US: Evidence from state-level panel Granger causality test. (2014). Simo-Kengne, Beatrice Desiree ; GUPTA, RANGAN ; Emirmahmutoglu, Furkan ; Chang, Tsangyao ; Balcilar, Mehmet ; Apergis, Nicholas ; Simo -Kengne, Beatrice D.. In: Working Papers. RePEc:pre:wpaper:201411. Full description at Econpapers || Download paper | 18 |
12 | 2008 | Spatial Bayesian Methods of Forecasting House Prices in Six Metropolitan Areas of South Africa. (2008). GUPTA, RANGAN ; DAS, SONALI. In: Working Papers. RePEc:pre:wpaper:200813. Full description at Econpapers || Download paper | 18 |
13 | 2019 | Domestic Credit and Export Diversification: Africa from a Global Perspective. (2019). Fosu, Augustin ; Abass, Abdul Fatawu. In: Working Papers. RePEc:pre:wpaper:201924. Full description at Econpapers || Download paper | 18 |
14 | 2015 | Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns. (2015). GUPTA, RANGAN ; Antonakakis, Nikolaos ; André, Christophe ; Andre, Christophe. In: Working Papers. RePEc:pre:wpaper:201509. Full description at Econpapers || Download paper | 16 |
15 | 2008 | Forecasting Macroeconomic Variables in a Small Open Economy: A Comparison between Small- and Large-Scale Models. (2008). Kabundi, Alain ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:200830. Full description at Econpapers || Download paper | 16 |
16 | 2018 | Dynamic Connectedness of Uncertainty across Developed Economies: A Time-Varying Approach. (2018). Plakandaras, Vasilios ; GUPTA, RANGAN ; Gabauer, David ; Antonakakis, Nikolaos. In: Working Papers. RePEc:pre:wpaper:201802. Full description at Econpapers || Download paper | 13 |
17 | 2009 | THE BLESSING OF DIMENSIONALITY IN FORECASTING REAL HOUSE PRICE GROWTH IN THE NINE CENSUS DIVISIONS OF THE US. (2009). Kabundi, Alain ; GUPTA, RANGAN ; DAS, SONALI. In: Working Papers. RePEc:pre:wpaper:200902. Full description at Econpapers || Download paper | 13 |
18 | 2012 | THE IMPACT OF HOUSE PRICES ON CONSUMPTION IN SOUTH AFRICA: EVIDENCE FROM PROVINCIAL-LEVEL PANEL VARs. (2012). Simo-Kengne, Beatrice Desiree ; GUPTA, RANGAN ; Bittencourt, Manoel ; Simo -Kengne, Beatrice D.. In: Working Papers. RePEc:pre:wpaper:201211. Full description at Econpapers || Download paper | 13 |
19 | 2013 | Interaction of Formal and Informal Financial Markets in Quasi-Emerging Market Economies. (2013). Viegi, Nicola ; Ngalawa, Harold. In: Working Papers. RePEc:pre:wpaper:201306. Full description at Econpapers || Download paper | 13 |
20 | 2012 | Do Stock Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model. (2012). GUPTA, RANGAN ; Aye, Goodness C. ; Modise, Mampho P.. In: Working Papers. RePEc:pre:wpaper:201224. Full description at Econpapers || Download paper | 13 |
21 | 2016 | Geopolitical Risks and Stock Market Dynamics of the BRICS. (2016). GUPTA, RANGAN ; Demirer, Riza ; Bonato, Matteo ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:201648. Full description at Econpapers || Download paper | 13 |
22 | 2014 | Forecasting the Price of Gold. (2014). Hassani, Hossein ; GUPTA, RANGAN ; Silva, Emmanuel Sirimal. In: Working Papers. RePEc:pre:wpaper:201428. Full description at Econpapers || Download paper | 12 |
23 | 2017 | The International REITs Time-Varying Response to the U.S. Monetary Policy and Macroeconomic Surprises. (2017). Marfatia, Hardik ; GUPTA, RANGAN ; Cakan, Esin. In: Working Papers. RePEc:pre:wpaper:201712. Full description at Econpapers || Download paper | 12 |
24 | 2011 | Long- and Short-Run Relationships between House and Stock Prices in South Africa: A Nonparametric Approach. (2011). GUPTA, RANGAN ; Balcilar, Mehmet ; Aye, Goodness C.. In: Working Papers. RePEc:pre:wpaper:201136. Full description at Econpapers || Download paper | 12 |
25 | 2011 | Do House Prices Impact Consumption and Interest Rate? Evidence from OECD Countries using an Agnostic Identification Procedure. (2011). Kanda, Tunda P. ; GUPTA, RANGAN ; André, Christophe ; Andre, Christophe. In: Working Papers. RePEc:pre:wpaper:201118. Full description at Econpapers || Download paper | 11 |
26 | 2014 | A Time-Varying Approach of the US Welfare Cost of Inflation. (2014). Miller, Stephen ; Martins, Luis ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201419. Full description at Econpapers || Download paper | 11 |
27 | 2014 | Endogenous Fluctuations in an Endogenous Growth Model with Inflation Targeting. (2014). Stander, Lardo ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201432. Full description at Econpapers || Download paper | 11 |
28 | Financial Market Liberalization, Monetary Policy, and Housing Price Dynamics. (2010). Miller, Stephen ; Jurgilas, Marius ; GUPTA, RANGAN ; van Wyk, Dylan . In: Working Papers. RePEc:pre:wpaper:201009. Full description at Econpapers || Download paper | 11 | |
29 | 2011 | Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a Large Number of Predictors. (2011). Uwilingiye, Josine ; GUPTA, RANGAN ; Modise, Mampho P.. In: Working Papers. RePEc:pre:wpaper:201122. Full description at Econpapers || Download paper | 11 |
30 | 2013 | The Causal Relationship between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling-Window Approach. (2013). GUPTA, RANGAN ; Chang, Tsangyao ; Balcilar, Mehmet ; Li, Xiao-Lin. In: Working Papers. RePEc:pre:wpaper:201345. Full description at Econpapers || Download paper | 11 |
31 | 2014 | Subjective Life Expectancy. (2014). Zimper, Alexander ; Nicholls, Nicky . In: Working Papers. RePEc:pre:wpaper:201410. Full description at Econpapers || Download paper | 11 |
32 | 2014 | Forecasting the Price of Gold Using Dynamic Model Averaging. (2014). Hammoudeh, Shawkat ; GUPTA, RANGAN ; Aye, Goodness C. ; Kim, Won Joong. In: Working Papers. RePEc:pre:wpaper:201415. Full description at Econpapers || Download paper | 10 |
33 | 2006 | Investigating the Bank-Lending Channel in South Africa: A VAR Approach. (2006). Ludi, Kirsten L. ; Ground, Marc. In: Working Papers. RePEc:pre:wpaper:200604. Full description at Econpapers || Download paper | 10 |
34 | 2014 | The Relationship between Population Growth and Economic Growth Over 1870-2013: Evidence from a Bootstrapped Panel-Granger Causality Test. (2014). Miller, Stephen ; GUPTA, RANGAN ; Chang, Tsangyao ; Deale, Frederick W. ; Chu, Hsiao-Ping . In: Working Papers. RePEc:pre:wpaper:201431. Full description at Econpapers || Download paper | 10 |
35 | 2014 | Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation. (2014). Kanda, Tunda P. ; GUPTA, RANGAN ; Balcilar, Mehmet ; Bahramian, Pejman. In: Working Papers. RePEc:pre:wpaper:201416. Full description at Econpapers || Download paper | 10 |
36 | 2015 | The Role of News-Based Uncertainty Indices in Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method. (2015). GUPTA, RANGAN ; Bekiros, Stelios ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:201522. Full description at Econpapers || Download paper | 10 |
37 | 2008 | COULD WE HAVE PREDICTED THE RECENT DOWNTURN IN THE SOUTH AFRICAN HOUSING MARKET?. (2008). Kabundi, Alain ; GUPTA, RANGAN ; DAS, SONALI. In: Working Papers. RePEc:pre:wpaper:200831. Full description at Econpapers || Download paper | 9 |
38 | 2014 | Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach. (2014). GUPTA, RANGAN ; van Eyden, Renee ; Balcilar, Mehmet ; Thompson, Kirsten. In: Working Papers. RePEc:pre:wpaper:201414. Full description at Econpapers || Download paper | 9 |
39 | 2016 | Does Bitcoin Hedge Global Uncertainty? Evidence from Wavelet-Based Quantile-in-Quantile Regressions. (2016). Tiwari, Aviral ; Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201690. Full description at Econpapers || Download paper | 9 |
40 | 2010 | Zone targeting monetary policy preferences and financial market conditions: a flexible nonlinear policy reaction function of the SARB monetary policy. (2010). Raputsoane, Leroi ; Naraidoo, Ruthira. In: Working Papers. RePEc:pre:wpaper:201005. Full description at Econpapers || Download paper | 9 |
41 | 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). Wong, Wing-Keung ; GUPTA, RANGAN ; Chow, Sheung ; Cunado, Juncal. In: Working Papers. RePEc:pre:wpaper:201674. Full description at Econpapers || Download paper | 9 |
42 | 2014 | Has Oil Pirce Predicted Stock Returns for Over a Century?. (2014). Narayan, Paresh ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201446. Full description at Econpapers || Download paper | 9 |
43 | 2013 | Time-Varying Causality between Research Output and Economic Growth in the US. (2013). Inglesi-Lotz, Roula ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:201350. Full description at Econpapers || Download paper | 9 |
44 | 2013 | Causality between Economic Policy Uncertainty across Countries: Evidence from Linear and Nonlinear Tests. (2013). Kanda, Tunda P. ; GUPTA, RANGAN ; Ajmi, Ahdi Noomen. In: Working Papers. RePEc:pre:wpaper:201361. Full description at Econpapers || Download paper | 9 |
45 | 2013 | The impact of economic shocks in the rest of the world on South Africa: Evidence from a global VAR. (2013). van Eyden, Renee ; De Waal, Annari. In: Working Papers. RePEc:pre:wpaper:201328. Full description at Econpapers || Download paper | 9 |
46 | 2005 | The Impact of Hosting a Major Sport Event on the South African Economy. (2005). Van Heerden, Jan ; Bohlmann, H. R. ; Moses J. H. van Heerden, . In: Working Papers. RePEc:pre:wpaper:200509. Full description at Econpapers || Download paper | 9 |
47 | 2016 | Effectiveness of Monetary Policy in the Euro Area: The Role of US Economic Policy Uncertainty. (2016). GUPTA, RANGAN ; van Eyden, Renee ; Demirer, Riza ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:201620. Full description at Econpapers || Download paper | 8 |
48 | 2016 | Modelling Long Memory Volatility in the Bitcoin Market: Evidence of Persistence and Structural Breaks. (2016). Roubaud, David ; GUPTA, RANGAN ; Gil-Alana, Luis ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201654. Full description at Econpapers || Download paper | 8 |
49 | 2015 | The Dynamic Impact of Uncertainty in Causing and Forecasting the Distribution of Oil Returns and Risk. (2015). GUPTA, RANGAN ; Caporin, Massimiliano ; Bonaccolto, Giovanni. In: Working Papers. RePEc:pre:wpaper:201564. Full description at Econpapers || Download paper | 8 |
50 | 2006 | An Investigation of Openness and Economic Growth Using Panel Estimation. (2006). GUPTA, RANGAN ; Chen, Pei-Pei . In: Working Papers. RePEc:pre:wpaper:200622. Full description at Econpapers || Download paper | 8 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2015 | Oil Price Forecastability and Economic Uncertainty. (2015). Paccagnini, Alessia ; GUPTA, RANGAN ; Bekiros, Stelios. In: Working Papers. RePEc:pre:wpaper:201518. Full description at Econpapers || Download paper | 23 |
2 | 2019 | Domestic Credit and Export Diversification: Africa from a Global Perspective. (2019). Fosu, Augustin ; Abass, Abdul Fatawu. In: Working Papers. RePEc:pre:wpaper:201924. Full description at Econpapers || Download paper | 18 |
3 | 2015 | Incorporating Economic Policy Uncertainty in US Equity Premium Models: A Nonlinear Predictability Analysis. (2015). Majumdar, Anandamayee ; GUPTA, RANGAN ; Bekiros, Stelios. In: Working Papers. RePEc:pre:wpaper:201545. Full description at Econpapers || Download paper | 17 |
4 | 2013 | Does the Source of Oil Price Shocks Matter for South African Stock Returns? A Structural VAR Approach. (2013). GUPTA, RANGAN ; Modise, Mampho P.. In: Working Papers. RePEc:pre:wpaper:201318. Full description at Econpapers || Download paper | 14 |
5 | 2015 | Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns. (2015). GUPTA, RANGAN ; Antonakakis, Nikolaos ; André, Christophe ; Andre, Christophe. In: Working Papers. RePEc:pre:wpaper:201509. Full description at Econpapers || Download paper | 13 |
6 | 2018 | Dynamic Connectedness of Uncertainty across Developed Economies: A Time-Varying Approach. (2018). Plakandaras, Vasilios ; GUPTA, RANGAN ; Gabauer, David ; Antonakakis, Nikolaos. In: Working Papers. RePEc:pre:wpaper:201802. Full description at Econpapers || Download paper | 13 |
7 | 2017 | The International REITs Time-Varying Response to the U.S. Monetary Policy and Macroeconomic Surprises. (2017). Marfatia, Hardik ; GUPTA, RANGAN ; Cakan, Esin. In: Working Papers. RePEc:pre:wpaper:201712. Full description at Econpapers || Download paper | 12 |
8 | 2016 | Geopolitical Risks and Stock Market Dynamics of the BRICS. (2016). GUPTA, RANGAN ; Demirer, Riza ; Bonato, Matteo ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:201648. Full description at Econpapers || Download paper | 11 |
9 | 2011 | South Africas Electricity Consumption: A Sectoral Decomposition Analysis. (2011). Inglesi-Lotz, Roula ; Blignaut, James. In: Working Papers. RePEc:pre:wpaper:201105. Full description at Econpapers || Download paper | 9 |
10 | 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). Wong, Wing-Keung ; GUPTA, RANGAN ; Chow, Sheung ; Cunado, Juncal. In: Working Papers. RePEc:pre:wpaper:201674. Full description at Econpapers || Download paper | 9 |
11 | 2016 | Does Bitcoin Hedge Global Uncertainty? Evidence from Wavelet-Based Quantile-in-Quantile Regressions. (2016). Tiwari, Aviral ; Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201690. Full description at Econpapers || Download paper | 9 |
12 | 2018 | Spillovers between Bitcoin and other Assets during Bear and Bull Markets. (2018). Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie ; Das, Mahamitra. In: Working Papers. RePEc:pre:wpaper:201812. Full description at Econpapers || Download paper | 8 |
13 | 2018 | On the Transmission Mechanism of Country-Specific and International Economic Uncertainty Spillovers: Evidence from a TVP-VAR Connectedness Decomposition Approach. (2018). GUPTA, RANGAN ; Gabauer, David. In: Working Papers. RePEc:pre:wpaper:201829. Full description at Econpapers || Download paper | 8 |
14 | 2017 | Does Gold Act as a Hedge against Inflation in the UK? Evidence from a Fractional Cointegration Approach Over 1257 to 2016. (2017). GUPTA, RANGAN ; Gil-Alana, Luis ; Carcel, Hector ; Aye, Goodness C. In: Working Papers. RePEc:pre:wpaper:201753. Full description at Econpapers || Download paper | 8 |
15 | 2016 | Modelling Long Memory Volatility in the Bitcoin Market: Evidence of Persistence and Structural Breaks. (2016). Roubaud, David ; GUPTA, RANGAN ; Gil-Alana, Luis ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201654. Full description at Econpapers || Download paper | 8 |
16 | 2014 | Has Oil Pirce Predicted Stock Returns for Over a Century?. (2014). Narayan, Paresh ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201446. Full description at Econpapers || Download paper | 8 |
17 | 2011 | Dynamic Effects of Monetary Policy Shocks in Malawi. (2011). Viegi, Nicola ; Ngalawa, Harold. In: Working Papers. RePEc:pre:wpaper:201112. Full description at Econpapers || Download paper | 8 |
18 | 2017 | Geopolitical Risks and the Oil-Stock Nexus Over 1899-2016. (2017). Papadamou, Stephanos ; Kollias, Christos ; GUPTA, RANGAN ; Antonakakis, Nikolaos. In: Working Papers. RePEc:pre:wpaper:201702. Full description at Econpapers || Download paper | 8 |
19 | 2017 | Time-Varying Role of Macroeconomic Shocks on House Prices in the US and UK: Evidence from Over 150 Years of Data. (2017). Wohar, Mark ; Plakandaras, Vasilios ; GUPTA, RANGAN ; Katrakilidis, Constantinos. In: Working Papers. RePEc:pre:wpaper:201765. Full description at Econpapers || Download paper | 7 |
20 | 2018 | Herding Behaviour in the Cryptocurrency Market. (2018). Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201834. Full description at Econpapers || Download paper | 7 |
21 | 2016 | Does Geopolitical Risks Predict Stock Returns and Volatility of Leading Defense Companies? Evidence from a Nonparametric Approach. (2016). GUPTA, RANGAN ; Bonato, Matteo ; Apergis, Nicholas ; Kyei, Clement. In: Working Papers. RePEc:pre:wpaper:201671. Full description at Econpapers || Download paper | 7 |
22 | 2014 | Real Estate Returns Predictability Revisited: Novel Evidence from the US REITs Market. (2014). GUPTA, RANGAN ; BABALOS, VASSILIOS ; Akinsomi, Omokolade ; Economou, Fotini ; Aye, Goodness C.. In: Working Papers. RePEc:pre:wpaper:201454. Full description at Econpapers || Download paper | 7 |
23 | 2015 | Trends and Cycles in Historical Gold and Silver Prices. (2015). GUPTA, RANGAN ; Gil-Alana, Luis ; Aye, Goodness C.. In: Working Papers. RePEc:pre:wpaper:201507. Full description at Econpapers || Download paper | 7 |
24 | 2016 | Effectiveness of Monetary Policy in the Euro Area: The Role of US Economic Policy Uncertainty. (2016). GUPTA, RANGAN ; van Eyden, Renee ; Demirer, Riza ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:201620. Full description at Econpapers || Download paper | 7 |
25 | 2017 | Network Causality Structures among Bitcoin and other Financial Assets: A Directed Acyclic Graph Approach. (2017). Roubaud, David ; Ji, Qiang ; GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201729. Full description at Econpapers || Download paper | 6 |
26 | 2015 | Predictability of Sustainable Investments and the Role of Uncertainty: Evidence from a Non-Parametric Causality-in-Quantiles Test. (2015). GUPTA, RANGAN ; BABALOS, VASSILIOS ; Antonakakis, Nikolaos ; Kyei, Clement. In: Working Papers. RePEc:pre:wpaper:201576. Full description at Econpapers || Download paper | 6 |
27 | 2018 | Volatility Jumps: The Role of Geopolitical Risks. (2018). Wohar, Mark ; GUPTA, RANGAN ; Gkillas (Gillas), Konstantinos. In: Working Papers. RePEc:pre:wpaper:201805. Full description at Econpapers || Download paper | 6 |
28 | 2016 | Terror Attacks and Stock-Market Fluctuations: Evidence Based on a Nonparametric Causality-in-Quantiles Test for the G7 Countries. (2016). Wohar, Mark ; Pierdzioch, Christian ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:201608. Full description at Econpapers || Download paper | 5 |
29 | 2015 | Predicting Stock Returns and Volatility Using Consumption-Aggregate Wealth Ratios: A Nonlinear Approach. (2015). GUPTA, RANGAN ; Bekiros, Stelios. In: Working Papers. RePEc:pre:wpaper:201505. Full description at Econpapers || Download paper | 5 |
30 | 2018 | Are BRICS Exchange Rates Chaotic?. (2018). Wohar, Mark ; Plakandaras, Vasilios ; GUPTA, RANGAN ; Gil-Alana, Luis. In: Working Papers. RePEc:pre:wpaper:201822. Full description at Econpapers || Download paper | 5 |
31 | 2013 | CROSS-COUNTRY EVIDENCE ON THE CAUSAL RELATIONSHIP BETWEEN POLICY UNCERTAINTY AND HOUSE PRICES. (2013). Simo-Kengne, Beatrice Desiree ; GUPTA, RANGAN ; El Montasser, Ghassen ; Chang, Tsangyao ; André, Christophe ; Ajmi, Ahdi Noomen ; Simo -Kengne, Beatrice D. ; Andre, Christophe. In: Working Papers. RePEc:pre:wpaper:201380. Full description at Econpapers || Download paper | 5 |
32 | 2016 | The Effect of Gold Market Speculation on REIT Returns in South Africa: A Behavioral Perspective. (2016). GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet ; Akinsomi, Omokolade. In: Working Papers. RePEc:pre:wpaper:201643. Full description at Econpapers || Download paper | 5 |
33 | 2014 | Forecasting the Price of Gold. (2014). Hassani, Hossein ; GUPTA, RANGAN ; Silva, Emmanuel Sirimal. In: Working Papers. RePEc:pre:wpaper:201428. Full description at Econpapers || Download paper | 5 |
34 | 2016 | Periodically Collapsing Bubbles in the South African Stock Market. (2016). Wohar, Mark ; Jooste, Charl ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:201624. Full description at Econpapers || Download paper | 5 |
35 | 2015 | The Dynamic Impact of Uncertainty in Causing and Forecasting the Distribution of Oil Returns and Risk. (2015). GUPTA, RANGAN ; Caporin, Massimiliano ; Bonaccolto, Giovanni. In: Working Papers. RePEc:pre:wpaper:201564. Full description at Econpapers || Download paper | 5 |
36 | 2015 | The Time-Series Linkages between US Fiscal Policy and Asset Prices. (2015). Miller, Stephen ; Jooste, Charl ; GUPTA, RANGAN ; El Montasser, Ghassen. In: Working Papers. RePEc:pre:wpaper:201519. Full description at Econpapers || Download paper | 5 |
37 | 2015 | The Role of News-Based Uncertainty Indices in Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method. (2015). GUPTA, RANGAN ; Bekiros, Stelios ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:201522. Full description at Econpapers || Download paper | 5 |
38 | 2015 | Forecasting the US CPI: Does Nonlinearity Matter?. (2015). GUPTA, RANGAN ; Alvarez-Diaz, Marcos. In: Working Papers. RePEc:pre:wpaper:201512. Full description at Econpapers || Download paper | 5 |
39 | 2018 | Does Global Economic Uncertainty Matter for the Volatility and Hedging Effectiveness of Bitcoin?. (2018). Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie ; Fang, Libing. In: Working Papers. RePEc:pre:wpaper:201858. Full description at Econpapers || Download paper | 5 |
40 | 2014 | Real Estate Markets and Uncertainty Shocks: A Variance Causality Approach. (2014). GUPTA, RANGAN ; BABALOS, VASSILIOS ; Ajmi, Ahdi Noomen ; Economou, Fotini. In: Working Papers. RePEc:pre:wpaper:201436. Full description at Econpapers || Download paper | 5 |
41 | 2016 | Is Inflation Persistence Different in Reality?. (2016). GUPTA, RANGAN ; Gil-Alana, Luis ; Cuñado, Juncal ; Antonakakis, Nikolaos. In: Working Papers. RePEc:pre:wpaper:201663. Full description at Econpapers || Download paper | 4 |
42 | 2017 | Does Partisan Conflict Predict a Reduction in US Stock Market (Realized) Volatility? Evidence from a Quantile-on-Quantile Regression Model. (2017). Wohar, Mark ; Selmi, Refk ; Pierdzioch, Christian ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201744. Full description at Econpapers || Download paper | 4 |
43 | 2006 | Predicting the Economic Impact of the 2010 FIFA World Cup on South Africa. (2006). Bohlmann, Heinrich. In: Working Papers. RePEc:pre:wpaper:200611. Full description at Econpapers || Download paper | 4 |
44 | 2010 | Role of Governance in Explaining Domestic Investment in Nigeria. (2010). AKANBI, OLUSEGUN A.. In: Working Papers. RePEc:pre:wpaper:201010. Full description at Econpapers || Download paper | 4 |
45 | 2014 | The Relationship between Oil and Agricultural Commodity Prices: A Quantile Causality Approach. (2014). GUPTA, RANGAN ; Balcilar, Mehmet ; Kyei, Clement ; Kasongo, Vanessa ; Chang, Shinhye. In: Working Papers. RePEc:pre:wpaper:201468. Full description at Econpapers || Download paper | 4 |
46 | 2011 | Remittance Inflows to Sub-Saharan Africa: The Case of SADC. (2011). Owusu-Sekyere, Emmanuel ; van Eyden, Renee ; Kemegue, Francis . In: Working Papers. RePEc:pre:wpaper:201127. Full description at Econpapers || Download paper | 4 |
47 | 2016 | Components of Economic Policy Uncertainty and Predictability of US Stock Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantile Approach. (2016). GUPTA, RANGAN ; Balcilar, Mehmet ; Antonakakis, Nikolaos ; Sun, Xiaojin ; Kyei, Clement. In: Working Papers. RePEc:pre:wpaper:201639. Full description at Econpapers || Download paper | 4 |
48 | 2009 | Modelling monetary policy in South Africa: Focus on inflation targeting era using a simple learning rule. (2009). Naraidoo, Ruthira ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:200904. Full description at Econpapers || Download paper | 4 |
49 | 2016 | On REIT Returns and (Un-) Expected Inflation: Empirical Evidence Based on Bayesian Additive Regression Trees. (2016). Risse, Marian ; Pierdzioch, Christian ; GUPTA, RANGAN ; Nyakabawo, Wendy. In: Working Papers. RePEc:pre:wpaper:201677. Full description at Econpapers || Download paper | 4 |
50 | 2015 | Labour Market and Monetary Policy in South Africa. (2015). Viegi, Nicola ; Dadam, Vincent . In: Working Papers. RePEc:pre:wpaper:201569. Full description at Econpapers || Download paper | 4 |
Year | Title | |
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2018 | Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin ; Wong, W.-K., ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:105878. Full description at Econpapers || Download paper | |
2018 | Do both demand-following and supply-leading theories hold true in developing countries?. (2018). Wong, Wing-Keung ; Vieito, Joo Paulo ; Chow, Sheung Chi. In: MPRA Paper. RePEc:pra:mprapa:87641. Full description at Econpapers || Download paper | |
2018 | Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1809. Full description at Econpapers || Download paper | |
2018 | Macroeconomic Uncertainty and the Comovement in Buying versus Renting in the United States. (2018). GUPTA, RANGAN ; Aye, Goodness C. In: Working Papers. RePEc:pre:wpaper:201832. Full description at Econpapers || Download paper | |
2018 | Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests. (2018). Wong, Wing-Keung ; GUPTA, RANGAN ; Demirer, Riza ; Lv, Zhihui. In: Working Papers. RePEc:pre:wpaper:201846. Full description at Econpapers || Download paper | |
2018 | Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180024. Full description at Econpapers || Download paper | |
2018 | Inflation persistence in BRICS countries: A quantile autoregressive (QAR) approach. (2018). Phiri, Andrew. In: Business and Economic Horizons (BEH). RePEc:pdc:jrnbeh:v:14:y:2018:i:1:p:97-104. Full description at Econpapers || Download paper | |
2018 | Volatility Jumps: The Role of Geopolitical Risks. (2018). Wohar, Mark ; GUPTA, RANGAN ; Gkillas (Gillas), Konstantinos. In: Working Papers. RePEc:pre:wpaper:201805. Full description at Econpapers || Download paper | |
2018 | Effects of Geopolitical Risks on Trade Flows: Evidence from the Gravity Model. (2018). GUPTA, RANGAN ; Gözgör, Giray ; Demir, Ender ; Kaya, Huseyin ; Gozgor, Giray . In: Working Papers. RePEc:pre:wpaper:201835. Full description at Econpapers || Download paper | |
2018 | Volatility jumps: The role of geopolitical risks. (2018). Gkillas, Konstantinos ; Wohar, Mark E ; Gupta, Rangan. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:247-258. Full description at Econpapers || Download paper | |
2018 | News implied volatility and the stock-bond nexus: Evidence from historical data for the USA and the UK markets. (2018). Gupta, Rangan ; Wohar, Mark E ; Papadamou, Stephanos ; Kollias, Christos. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:47-48:y:2018:i::p:76-90. Full description at Econpapers || Download paper | |
2018 | The effects of markets, uncertainty and search intensity on bitcoin returns. (2018). Vravosinos, Orestis ; Stengos, Thanasis ; Panagiotidis, Theodore. In: Working Paper series. RePEc:rim:rimwps:18-39. Full description at Econpapers || Download paper | |
2018 | Cryptocurrencies from the perspective of euro investors: a re-examination of diversification benefits and a new day-of-the-week effect. (2018). Dorfleitner, Gregor ; Lung, Carina. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:7:d:10.1057_s41260-018-0093-8. Full description at Econpapers || Download paper | |
2018 | Oil returns and volatility: The role of mergers and acquisitions. (2018). Tiwari, Aviral ; GUPTA, RANGAN ; Demirer, Riza ; Bos, Martijn. In: Energy Economics. RePEc:eee:eneeco:v:71:y:2018:i:c:p:62-69. Full description at Econpapers || Download paper | |
2018 | Time-varying rare disaster risks, oil returns and volatility. (2018). Wohar, Mark ; GUPTA, RANGAN ; Demirer, Riza ; Suleman, Tahir. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:239-248. Full description at Econpapers || Download paper | |
2018 | On the Transmission Mechanism of Country-Specific and International Economic Uncertainty Spillovers: Evidence from a TVP-VAR Connectedness Decomposition Approach. (2018). GUPTA, RANGAN ; Gabauer, David. In: Working Papers. RePEc:pre:wpaper:201829. Full description at Econpapers || Download paper | |
2018 | Inter- and intra-regional analysis on spillover effects across international stock markets. (2018). Marco, Chi Keung ; Sheng, Xin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:46:y:2018:i:c:p:420-429. Full description at Econpapers || Download paper | |
2018 | Efficiency in BRICS Currency Markets using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability. (2018). Plakandaras, Vasilios ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201836. Full description at Econpapers || Download paper | |
2018 | Predicting Aggregate and State-Level US House Price Volatility: The Role of Sentiment. (2018). Lau, Chi Keung ; GUPTA, RANGAN ; Nyakabawo, Wendy ; Marco, Chi Keung. In: Working Papers. RePEc:pre:wpaper:201866. Full description at Econpapers || Download paper | |
2018 | Unconventional monetary policy shocks in OECD countries: how important is the extent of policy uncertainty?. (2018). GUPTA, RANGAN ; Jooste, Charl. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:15:y:2018:i:3:d:10.1007_s10368-017-0380-8. Full description at Econpapers || Download paper | |
2018 | Media coverage and ECB policy-making: Evidence from an augmented Taylor rule. (2018). Bennani, Hamza. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:57:y:2018:i:c:p:26-38. Full description at Econpapers || Download paper | |
2018 | The Impact of Policy Uncertainty on Macro-Economy of Developed and Developing Countries. (2018). van Wyk, Roscoe Bertrum ; Nyawo, Seabelo T. In: Journal of Economics and Behavioral Studies. RePEc:rnd:arjebs:v:10:y:2018:i:1:p:33-41. Full description at Econpapers || Download paper | |
2018 | Determinants of the choice between share repurchases and dividend payments. (2018). Wesson, N ; Hamman, W D ; Kidd, M ; Smit, E. v. d. M., . In: Research in International Business and Finance. RePEc:eee:riibaf:v:45:y:2018:i:c:p:180-196. Full description at Econpapers || Download paper | |
2018 | Testing for bubbles in the art markets: An empirical investigation. (2018). Assaf, Ata. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:340-355. Full description at Econpapers || Download paper | |
2018 | The bubble and anti-bubble risk resistance analysis on the metal futures in China. (2018). Zhou, Wei ; Chen, Jin ; Huang, Yang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:947-957. Full description at Econpapers || Download paper | |
2018 | US and China aid to Africa: Impact on the donor-recipient trade relations. (2018). Tang, Bo ; Liu, Ailan. In: China Economic Review. RePEc:eee:chieco:v:48:y:2018:i:c:p:46-65. Full description at Econpapers || Download paper | |
2018 | Geopolitical risks and stock market dynamics of the BRICS. (2018). GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet ; Bonato, Matteo. In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:2:p:295-306. Full description at Econpapers || Download paper | |
2018 | Do house prices hedge inflation in the US? A quantile cointegration approach. (2018). Wohar, Mark ; GUPTA, RANGAN ; Nyakabawo, Wendy ; Christou, Christina. In: International Review of Economics & Finance. RePEc:eee:reveco:v:54:y:2018:i:c:p:15-26. Full description at Econpapers || Download paper | |
2018 | Re-investigating the anomalous relationship between inflation and equity REIT returns: A regime-switching approach. (2018). Sarkar, Nityananda ; Das, Mahamitra. In: MPRA Paper. RePEc:pra:mprapa:95135. Full description at Econpapers || Download paper | |
2018 | Long-Memory Modeling and Forecasting: Evidence from the U.S. Historical Series of Inflation. (2018). Miller, Stephen ; GUPTA, RANGAN ; Canarella, Giorgio ; Boubaker, Heni. In: Working Papers. RePEc:pre:wpaper:201869. Full description at Econpapers || Download paper | |
2018 | Is Basel III counter-cyclical: The case of South Africa?. (2018). Molise, Thabang ; Liu, Guangling. In: Working Papers. RePEc:sza:wpaper:wpapers303. Full description at Econpapers || Download paper | |
2018 | Information Spillover across International Real Estate Investment Trusts: Evidence from an Entropy-Based Network Analysis. (2018). Marfatia, Hardik ; Ji, Qiang ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201815. Full description at Econpapers || Download paper | |
2018 | Information spillover across international real estate investment trusts: Evidence from an entropy-based network analysis. (2018). Ji, Qiang ; GUPTA, RANGAN ; Marfatia, Hardik . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:103-113. Full description at Econpapers || Download paper | |
2018 | Country Risk Ratings and Stock Market Returns in Brazil, Russia, India, and China (BRICS) Countries: A Nonlinear Dynamic Approach. (2018). GUPTA, RANGAN ; Demirer, Riza ; Cunado, Juncal ; ben Nasr, Adnen. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:94-:d:168940. Full description at Econpapers || Download paper | |
2018 | Heterogeneous dependence and dynamic hedging between sectors of BRIC and global markets. (2018). Mishra, Anil ; Ahmad, Wasim ; Daly, Kevin. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:117-133. Full description at Econpapers || Download paper | |
2018 | The Long-run Effect of Geopolitical Risks on Insurance Premiums. (2018). Shahbaz, Muhammad ; Olasehinde-Williams, Godwin ; Balcilar, Mehmet. In: Working Papers. RePEc:emu:wpaper:15-44.pdf. Full description at Econpapers || Download paper | |
2018 | Does Geopolitical Risk Drive Equity Price Returns of BRIC Economies? Evidence from Quantile on Quantile Estimations. (2018). Amna, Imtiaz Arif. In: Journal of Finance and Economics Research. RePEc:gei:jnlfer:v:3:y:2018:i:2:p:24-36. Full description at Econpapers || Download paper | |
2018 | Multidimensional poverty in South Africa in 2001-2016. (2018). Yu, Derek ; Fransman, Tina. In: Working Papers. RePEc:sza:wpaper:wpapers300. Full description at Econpapers || Download paper | |
2018 | Time-Varying Predictability of Oil Market Movements Over a Century of Data: The Role of US Financial Stress. (2018). Wohar, Mark ; Tiwari, Aviral ; GUPTA, RANGAN ; Kanda, Patrick. In: Working Papers. RePEc:pre:wpaper:201848. Full description at Econpapers || Download paper | |
2018 | Geopolitical Risks and the Predictability of Regional Oil Returns and Volatility. (2018). Tiwari, Aviral ; Ji, Qiang ; GUPTA, RANGAN ; Demirer, Riza. In: Working Papers. RePEc:pre:wpaper:201860. Full description at Econpapers || Download paper | |
2018 | Uncovering long term relationships between oil prices and the economy: A time-varying cointegration analysis. (2018). Gogolin, Fabian ; Vigne, Samuel A ; Peat, Maurice ; Lucey, Brian M ; Kearney, Fearghal. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:584-593. Full description at Econpapers || Download paper | |
2018 | Predicting Stock Market Movements in the United States: The Role of Presidential Approval Ratings. (2018). Wohar, Mark ; Kanda, Patrick ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201830. Full description at Econpapers || Download paper | |
2018 | Does strategic commodities price respond to U.S. Partisan Conflict? Evidence from a parametric test of Granger causality in quantiles. (2018). Jiang, Yong. In: Papers. RePEc:arx:papers:1810.08396. Full description at Econpapers || Download paper | |
2018 | Effect of natural resources extraction on energy consumption and carbon dioxide emission in Ghana. (2018). Kwakwa, Paul ; Alhassan, Hamdiyah ; Adu, George. In: MPRA Paper. RePEc:pra:mprapa:85401. Full description at Econpapers || Download paper | |
2018 | The Predictive Value of Inequality Measures for Stock Returns: An Analysis of Long-Span UK Data Using Quantile Random Forests. (2018). Wohar, Mark ; Pierdzioch, Christian ; GUPTA, RANGAN ; Vivian, Andrew J. In: Working Papers. RePEc:pre:wpaper:201809. Full description at Econpapers || Download paper | |
2018 | Forecasting Stock Market (Realized) Volatility in the United Kingdom: Is There a Role for Economic Inequality?. (2018). GUPTA, RANGAN ; Demirer, Riza ; Yeganegi, Mohammad Reza ; Hassani, Hossein. In: Working Papers. RePEc:pre:wpaper:201880. Full description at Econpapers || Download paper | |
2018 | Measuring the response of gold prices to uncertainty: An analysis beyond the mean. (2018). Wohar, Mark ; Selmi, Refk ; bouoiyour, jamal. In: Papers. RePEc:arx:papers:1806.07623. Full description at Econpapers || Download paper | |
2018 | Measuring the response of gold prices to uncertainty: An analysis beyond the mean. (2018). Wohar, Mark ; Selmi, Refk ; bouoiyour, jamal. In: Post-Print. RePEc:hal:journl:hal-01817067. Full description at Econpapers || Download paper | |
2018 | Is Bitcoin a hedge, a safe haven or a diversifier for oil price movements? A comparison with gold. (2018). Selmi, Refk ; bouoiyour, jamal ; Hammoudeh, Shawkat ; Mensi, Walid. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:787-801. Full description at Econpapers || Download paper | |
2018 | Measuring the response of gold prices to uncertainty: An analysis beyond the mean. (2018). Wohar, Mark ; Selmi, Refk ; bouoiyour, jamal. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:105-116. Full description at Econpapers || Download paper | |
2018 | Forecasting Changes of Economic Inequality: A Boosting Approach. (2018). Pierdzioch, Christian ; GUPTA, RANGAN ; Silva, Emmanuel ; Hassani, Hossein. In: Working Papers. RePEc:pre:wpaper:201868. Full description at Econpapers || Download paper | |
2018 | Growth and Inequality in Africa: Reconsideration. (2018). Akadiri, Seyi. In: Academic Journal of Economic Studies. RePEc:khe:scajes:v:4:y:2018:i:3:p:76-86. Full description at Econpapers || Download paper | |
2018 | Persistence in Trends and Cycles of Gold and Silver Prices: Evidence from Historical Data. (2018). GUPTA, RANGAN ; Gil-Alana, Luis ; Cunado, Juncal. In: Working Papers. RePEc:pre:wpaper:201816. Full description at Econpapers || Download paper | |
2018 | From a Bleak Global Outlook to Speculative Strategies: Understanding the Downturn in Metal Prices. (2018). Jégourel, Yves ; Jegourel, Yves. In: Policy notes & Policy briefs. RePEc:ocp:ppaper:pb1837. Full description at Econpapers || Download paper | |
2018 | High-Frequency Impact of Monetary Policy and Macroeconomic Surprises on US MSAs and Aggregate US Housing Returns and Volatility: A GJR-GARCH Approach. (2018). Marfatia, Hardik ; GUPTA, RANGAN ; Nyakabawo, Wendy. In: Working Papers. RePEc:pre:wpaper:201817. Full description at Econpapers || Download paper | |
2018 | Monetary Policy and Bubbles in US REITs. (2018). GUPTA, RANGAN ; Caraiani, Petre ; Calin, Adrian Cantemir ; Clin, Adrian Cantemir. In: Working Papers. RePEc:pre:wpaper:201845. Full description at Econpapers || Download paper | |
2018 | Macroeconomic Shocks and Changing Dynamics of the U.S. REITs Sector. (2018). Wong, Wing-Keung ; GUPTA, RANGAN ; Lv, Zhihui. In: Working Papers. RePEc:pre:wpaper:201849. Full description at Econpapers || Download paper | |
2018 | Time-Varying Impact of Uncertainty Shocks on the US Housing Market. (2018). GUPTA, RANGAN ; Nyakabawo, Wendy ; Christou, Christina. In: Working Papers. RePEc:pre:wpaper:201870. Full description at Econpapers || Download paper | |
2018 | HIGH FREQUENCY IMPACT OF MONETARY POLICY AND MACROECONOMIC SURPRISES ON US MSAS, AGGREGATE US HOUSING RETURNS AND ASYMMETRIC VOLATILITY. (2018). GUPTA, RANGAN ; Marfatia, Hardik A ; Nyakabawo, Wendy. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:22:y:2018:i:1:p:204-229. Full description at Econpapers || Download paper | |
2018 | Predicting exchange rate with commodity prices: The role of structural breaks and asymmetries. (2018). Salisu, Afees ; Emmanuel, Zachariah ; Alimi, Wasiu A ; Adekunle, Wasiu. In: Working Papers. RePEc:cui:wpaper:0055. Full description at Econpapers || Download paper | |
2018 | Asymmetric Dynamics of Insurance Premium: The Impact of Monetary Policy Uncertainty on Insurance Premiums in Japan. (2018). Shahbaz, Muhammad ; Olasehinde-Williams, Godwin ; Balcilar, Mehmet. In: Working Papers. RePEc:emu:wpaper:15-39.pdf. Full description at Econpapers || Download paper | |
2018 | Maslow Portfolio Selection for Individuals with Low Financial Sustainability. (2018). Wong, Wing-Keung ; Hui, Yongchang ; Li, Xinge. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:4:p:1128-:d:140258. Full description at Econpapers || Download paper | |
2018 | Analyzing the Global Risks for the Financial Crisis after the Great Depression Using Comparative Hybrid Hesitant Fuzzy Decision-Making Models: Policy Recommendations for Sustainable Economic Growth. (2018). Diner, Hasan ; Enel, Seil ; Yuksel, Serhat. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:9:p:3126-:d:167263. Full description at Econpapers || Download paper | |
2018 | Spillovers between Bitcoin and other Assets during Bear and Bull Markets. (2018). Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie ; Das, Mahamitra. In: Working Papers. RePEc:pre:wpaper:201812. Full description at Econpapers || Download paper | |
2018 | Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles. (2018). Wang, Shixuan ; Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie ; Marco, Chi Keung. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:69:y:2018:i:c:p:297-307. Full description at Econpapers || Download paper | |
2018 | Property Heterogeneity and Convergence Club Formation among Local House Prices. (2018). Panagiotidis, Theodore ; Otero, Jesus ; Holmes, Mark. In: Working Paper series. RePEc:rim:rimwps:18-35. Full description at Econpapers || Download paper |
Year | Citing document | |
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2018 | Could this be a fiction? Bitcoin forecasts most tradable currency pairs better than ARFIMA. (2018). Salisu, Afees ; Azeez, Rasheed ; Akanni, Lateef. In: Working Papers. RePEc:cui:wpaper:0051. Full description at Econpapers || Download paper | |
2018 | The Hidden Predictive Power of Cryptocurrencies: Evidence from US Stock Market. (2018). Isah, Kazeem ; Raheem, Ibrahim D. In: Working Papers. RePEc:cui:wpaper:0056. Full description at Econpapers || Download paper | |
2018 | The spillover of macroeconomic uncertainty between the U.S. and China. (2018). Huang, Zhuo ; Shen, Yan ; Qiu, Han ; Tong, Chen. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:123-127. Full description at Econpapers || Download paper | |
2018 | On the transmission mechanism of country-specific and international economic uncertainty spillovers: Evidence from a TVP-VAR connectedness decomposition approach. (2018). GUPTA, RANGAN ; Gabauer, David. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:63-71. Full description at Econpapers || Download paper | |
2018 | Are generalized spillover indices overstating connectedness?. (2018). Beaumont, Paul ; Srivastava, Anuj ; Norrbin, Stefan C ; Thomas, . In: Economics Letters. RePEc:eee:ecolet:v:173:y:2018:i:c:p:131-134. Full description at Econpapers || Download paper | |
2018 | Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency?. (2018). Yi, Shuyue ; Wang, Gang-Jin ; Xu, Zishuang. In: International Review of Financial Analysis. RePEc:eee:finana:v:60:y:2018:i:c:p:98-114. Full description at Econpapers || Download paper | |
2018 | Gold futures returns and realized moments: A forecasting experiment using a quantile-boosting approach. (2018). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza ; Bonato, Matteo. In: Resources Policy. RePEc:eee:jrpoli:v:57:y:2018:i:c:p:196-212. Full description at Econpapers || Download paper | |
2018 | Exchange rate and oil price pass-through to inflation in BRICS countries: Evidence from the spillover index and rolling-sample analysis. (2018). Balcilar, Mehmet ; Ojonugwa, Usman. In: Working Papers. RePEc:emu:wpaper:15-45.pdf. Full description at Econpapers || Download paper | |
2018 | Exploring the Driving Forces of the Bitcoin Exchange Rate Dynamics: An EGARCH Approach. (2018). Zhou, Siwen. In: MPRA Paper. RePEc:pra:mprapa:89445. Full description at Econpapers || Download paper | |
2018 | Volatility spillovers among uncertainty measures. The case of EU member states. (2018). Miech, Sawomir ; Papie, Monika. In: MPRA Paper. RePEc:pra:mprapa:90319. Full description at Econpapers || Download paper | |
2018 | Oil Shocks and Volatility Jumps. (2018). Wohar, Mark ; GUPTA, RANGAN ; Gkillas (Gillas), Konstantinos. In: Working Papers. RePEc:pre:wpaper:201825. Full description at Econpapers || Download paper | |
2018 | On the Transmission Mechanism of Country-Specific and International Economic Uncertainty Spillovers: Evidence from a TVP-VAR Connectedness Decomposition Approach. (2018). GUPTA, RANGAN ; Gabauer, David. In: Working Papers. RePEc:pre:wpaper:201829. Full description at Econpapers || Download paper | |
2018 | Macroeconomic Uncertainty and the Comovement in Buying versus Renting in the United States. (2018). GUPTA, RANGAN ; Aye, Goodness C. In: Working Papers. RePEc:pre:wpaper:201832. Full description at Econpapers || Download paper | |
2018 | Frequency-Dependent Real-Time Effects of Uncertainty in the United States: Evidence from Daily Data. (2018). Plakandaras, Vasilios ; GUPTA, RANGAN ; Nyamela, Yanele. In: Working Papers. RePEc:pre:wpaper:201833. Full description at Econpapers || Download paper | |
2018 | Greek Economic Policy Uncertainty: Does it Matter for the European Union?. (2018). GUPTA, RANGAN ; Gabauer, David ; Antonakakis, Nikolaos. In: Working Papers. RePEc:pre:wpaper:201840. Full description at Econpapers || Download paper | |
2018 | Does Inequality Really Matter in Forecasting Real Housing Returns of the United Kingdom?. (2018). GUPTA, RANGAN ; Yeganegi, Mohammad Reza ; Hassani, Hossein. In: Working Papers. RePEc:pre:wpaper:201859. Full description at Econpapers || Download paper | |
2018 | Geopolitical Risks and the Predictability of Regional Oil Returns and Volatility. (2018). Tiwari, Aviral ; Ji, Qiang ; GUPTA, RANGAN ; Demirer, Riza. In: Working Papers. RePEc:pre:wpaper:201860. Full description at Econpapers || Download paper | |
2018 | Predicting Aggregate and State-Level US House Price Volatility: The Role of Sentiment. (2018). Lau, Chi Keung ; GUPTA, RANGAN ; Nyakabawo, Wendy ; Marco, Chi Keung. In: Working Papers. RePEc:pre:wpaper:201866. Full description at Econpapers || Download paper | |
2018 | Jumps Beyond the Realms of Cricket: Indiaâs Performance in One Day Internationals and Stock Market Movements. (2018). Suleman, Tahir ; Lau, Chi Keung ; GUPTA, RANGAN ; Gkillas (Gillas), Konstantinos ; Marco, Chi Keung. In: Working Papers. RePEc:pre:wpaper:201871. Full description at Econpapers || Download paper | |
2018 | Time-Varying Risk Aversion and Realized Gold Volatility. (2018). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza. In: Working Papers. RePEc:pre:wpaper:201881. Full description at Econpapers || Download paper |
Year | Citing document | |
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2017 | Aesthetic labor and visible diversity: The role in retailing service encounters. (2017). Quach, Sara ; Thaichon, Park ; Jebarajakirthy, Charles. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:38:y:2017:i:c:p:34-43. Full description at Econpapers || Download paper | |
2017 | Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles. (2017). Wang, Shixuan ; Roubaud, David ; Lau, Chi Keung ; GUPTA, RANGAN ; Bouri, Elie ; Marco, Chi Keung. In: Working Papers. RePEc:pre:wpaper:201750. Full description at Econpapers || Download paper | |
2017 | The Effect of Economic Uncertainty on the Housing Market Cycle. (2017). GUPTA, RANGAN ; Clance, Matthew ; Aye, Goodness C. In: Working Papers. RePEc:pre:wpaper:201757. Full description at Econpapers || Download paper | |
2017 | Testing for Asymmetric Nonlinear Short- and Long-Run Relationships between Bitcoin, Aggregate Commodity and Gold Prices. (2017). Shahbaz, Muhammad ; GUPTA, RANGAN ; Bouri, Elie ; Lahiani, Amine. In: Working Papers. RePEc:pre:wpaper:201760. Full description at Econpapers || Download paper |
Year | Citing document | |
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2016 | Periodically collapsing bubbles in the South African stock market. (2016). Wohar, Mark ; Jooste, Charl ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Research in International Business and Finance. RePEc:eee:riibaf:v:38:y:2016:i:c:p:191-201. Full description at Econpapers || Download paper | |
2016 | Testing the Efficiency of the Art Market using Quantile-Based Unit Root Tests with Sharp and Smooth Breaks. (2016). Wohar, Mark ; GUPTA, RANGAN ; Chang, Tsangyao ; Aye, Goodness C ; Chen, Wen-Yi. In: Working Papers. RePEc:pre:wpaper:201625. Full description at Econpapers || Download paper | |
2016 | Do Terror Attacks Predict Gold Returns? Evidence from a Quantile-Predictive-Regression Approach. (2016). Wohar, Mark ; Pierdzioch, Christian ; GUPTA, RANGAN ; Majumdar, Anandamayee. In: Working Papers. RePEc:pre:wpaper:201626. Full description at Econpapers || Download paper | |
2016 | The Impact of Oil Shocks in a Small Open Economy New-Keynesian Dynamic Stochastic General Equilibrium Model for South Africa. (2016). Wohar, Mark ; Hollander, Hylton ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201652. Full description at Econpapers || Download paper | |
2016 | The Effectiveness of Monetary Policy in South Africa under Inflation Targeting: Evidence from a Time-Varying Factor-Augmented Vector Autoregressive Model. (2016). GUPTA, RANGAN ; Balcilar, Mehmet ; Aye, Goodness C. In: Working Papers. RePEc:pre:wpaper:201653. Full description at Econpapers || Download paper | |
2016 | Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach. (2016). Wohar, Mark ; Uribe, Jorge ; GUPTA, RANGAN ; Chuliá, Helena ; Chulia, Helena. In: Working Papers. RePEc:pre:wpaper:201656. Full description at Econpapers || Download paper | |
2016 | Does Geopolitical Risks Predict Stock Returns and Volatility of Leading Defense Companies? Evidence from a Nonparametric Approach. (2016). GUPTA, RANGAN ; Bonato, Matteo ; Apergis, Nicholas ; Kyei, Clement. In: Working Papers. RePEc:pre:wpaper:201671. Full description at Econpapers || Download paper | |
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). Wong, Wing-Keung ; GUPTA, RANGAN ; Chow, Sheung ; Cunado, Juncal. In: Working Papers. RePEc:pre:wpaper:201674. Full description at Econpapers || Download paper | |
2016 | On REIT Returns and (Un-) Expected Inflation: Empirical Evidence Based on Bayesian Additive Regression Trees. (2016). Risse, Marian ; Pierdzioch, Christian ; GUPTA, RANGAN ; Nyakabawo, Wendy. In: Working Papers. RePEc:pre:wpaper:201677. Full description at Econpapers || Download paper | |
2016 | Forecasting the Probability of Recessions in South Africa: The Role of Decomposed Term-Spread and Economic Policy Uncertainty. (2016). GUPTA, RANGAN ; Gil-Alana, Luis ; Christou, Christina ; Aye, Goodness C. In: Working Papers. RePEc:pre:wpaper:201680. Full description at Econpapers || Download paper | |
2016 | The Impact of US Uncertainty on the Euro Area in Good and Bad Times: Evidence from a Quantile Structural Vector Autoregressive Model. (2016). Wohar, Mark ; Lau, Chi Keung ; GUPTA, RANGAN ; Marco, Chi Keung. In: Working Papers. RePEc:pre:wpaper:201681. Full description at Econpapers || Download paper | |
2016 | Modeling U.S. Historical Time-Series Prices and Inflation Using Various Linear and Nonlinear Long-Memory Approaches. (2016). Miller, Stephen ; GUPTA, RANGAN ; Gil-Alana, Luis ; Canarella, Giorgio. In: Working Papers. RePEc:pre:wpaper:201683. Full description at Econpapers || Download paper | |
2016 | Impact of Volatility and Equity Market Uncertainty on Herd Behavior: Evidence from UK REITs. (2016). Lau, Chi Keung ; GUPTA, RANGAN ; coskun, yener ; Akinsomi, Omokolade ; Marco, Chi Keung. In: Working Papers. RePEc:pre:wpaper:201688. Full description at Econpapers || Download paper | |
2016 | Does Bitcoin Hedge Global Uncertainty? Evidence from Wavelet-Based Quantile-in-Quantile Regressions. (2016). Tiwari, Aviral ; Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201690. Full description at Econpapers || Download paper |
Year | Citing document | |
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2015 | Credit booms, financial fragility and banking crises. (2015). Rewilak, Johan ; Fielding, David. In: Economics Letters. RePEc:eee:ecolet:v:136:y:2015:i:c:p:233-236. Full description at Econpapers || Download paper | |
2015 | Forecasting tourist arrivals to Turkey. (2015). Yilmaz, Engin. In: MPRA Paper. RePEc:pra:mprapa:68616. Full description at Econpapers || Download paper | |
2015 | The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach. (2015). Plakandaras, Vasilios ; Papadimitriou, Theophilos ; GUPTA, RANGAN ; Gogas, Periklis. In: Working Papers. RePEc:pre:wpaper:201548. Full description at Econpapers || Download paper | |
2015 | The US Real GNP is Trend-Stationary After All. (2015). Omay, Tolga ; GUPTA, RANGAN ; Bonaccolto, Giovanni. In: Working Papers. RePEc:pre:wpaper:201581. Full description at Econpapers || Download paper | |
2015 | Forecasting Oil and Stock Returns with a Qual VAR using over 150 Years of Data. (2015). Wohar, Mark ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201589. Full description at Econpapers || Download paper | |
2015 | Does Uncertainty Move the Gold Price? New Evidence from a Nonparametric Causality-in-Quantiles Test. (2015). Pierdzioch, Christian ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:201592. Full description at Econpapers || Download paper | |
2015 | On Exchange-Rate Movements and Gold-Price Fluctuations: Evidence for Gold-Producing Countries from a Nonparametric Causality-in-Quantiles Test. (2015). Pierdzioch, Christian ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:201598. Full description at Econpapers || Download paper | |
2015 | Modeling and Forecasting Carbon Dioxide Emission Allowance Spot Price Volatility: Multifractal vs. GARCH-type Volatility Models. (2015). GUPTA, RANGAN ; Segnon, Mawuli ; Lux, Thomas. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:46. Full description at Econpapers || Download paper |