[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 | 0.13 | 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 | 0.19 | 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 | 0.12 | |||||
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 | 0.47 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.2 | |||||
2001 | 0 | 0.4 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.22 | |||||
2002 | 0 | 0.41 | 0 | 0 | 0 | 0 | 0 | 3 | 0 | 0 | 0 | 0 | 0.23 | |||||
2003 | 0 | 0.42 | 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 | 59 | 1 | 4 | 17 | 17 | 0 | 1 | 0.04 | 0.27 | |||
2007 | 0.1 | 0.41 | 0.06 | 0.1 | 24 | 64 | 38 | 4 | 8 | 40 | 4 | 40 | 4 | 0 | 0 | 0.22 | ||
2008 | 0.28 | 0.46 | 0.16 | 0.2 | 37 | 101 | 78 | 16 | 24 | 47 | 13 | 64 | 13 | 2 | 12.5 | 0 | 0.23 | |
2009 | 0.2 | 0.43 | 0.24 | 0.15 | 31 | 132 | 80 | 32 | 56 | 61 | 12 | 101 | 15 | 2 | 6.3 | 4 | 0.13 | 0.23 |
2010 | 0.24 | 0.37 | 0.25 | 0.14 | 30 | 162 | 94 | 40 | 96 | 68 | 16 | 132 | 19 | 5 | 12.5 | 4 | 0.13 | 0.2 |
2011 | 0.31 | 0.47 | 0.25 | 0.21 | 35 | 197 | 149 | 48 | 146 | 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 | 257 | 65 | 28 | 157 | 37 | 33 | 32 | 18 | 0.51 | 0.26 |
2013 | 0.79 | 0.52 | 0.49 | 0.46 | 88 | 320 | 217 | 148 | 414 | 70 | 55 | 168 | 77 | 62 | 41.9 | 18 | 0.2 | 0.24 |
2014 | 0.51 | 0.54 | 0.67 | 0.46 | 86 | 406 | 184 | 267 | 684 | 123 | 63 | 219 | 101 | 36 | 13.5 | 101 | 1.17 | 0.28 |
2015 | 0.29 | 0.54 | 0.21 | 0.23 | 100 | 506 | 183 | 106 | 791 | 174 | 51 | 274 | 63 | 11 | 10.4 | 10 | 0.1 | 0.28 |
2016 | 0.35 | 0.57 | 0.37 | 0.36 | 90 | 596 | 142 | 223 | 1014 | 186 | 66 | 344 | 123 | 89 | 39.9 | 22 | 0.24 | 0.29 |
2017 | 0.49 | 0.58 | 0.35 | 0.31 | 82 | 678 | 81 | 238 | 1252 | 190 | 93 | 399 | 123 | 54 | 22.7 | 4 | 0.05 | 0.28 |
2018 | 0.38 | 0.6 | 0.3 | 0.29 | 83 | 761 | 106 | 227 | 1479 | 172 | 65 | 446 | 130 | 60 | 26.4 | 25 | 0.3 | 0.31 |
2019 | 0.61 | 0.65 | 0.37 | 0.39 | 81 | 842 | 48 | 313 | 1792 | 165 | 101 | 441 | 174 | 73 | 23.3 | 43 | 0.53 | 0.38 |
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 | 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 | 32 |
3 | 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 | 29 |
4 | 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 | 27 |
5 | 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 | 25 |
6 | 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 | 24 |
7 | 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 | 22 |
8 | 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 | |
9 | 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 |
10 | 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 |
11 | 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 | 19 |
12 | 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 | 19 |
13 | 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 | 19 |
14 | 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 |
15 | 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 |
16 | 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 |
17 | 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 | 17 |
18 | 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 |
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 | 15 |
20 | 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 | 14 |
21 | 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 | 14 |
22 | 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 |
23 | 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 |
24 | 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 |
25 | 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 |
26 | 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 | 12 |
27 | 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 |
28 | 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 | 12 |
29 | 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 |
30 | 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 |
31 | 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 |
32 | 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 |
33 | 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 | |
34 | 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 |
35 | 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 |
36 | 2014 | Subjective Life Expectancy. (2014). Zimper, Alexander ; Nicholls, Nicky . In: Working Papers. RePEc:pre:wpaper:201410. Full description at Econpapers || Download paper | 11 |
37 | 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 | 10 |
38 | 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 |
39 | 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 |
40 | 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 |
41 | 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 |
42 | 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 | 10 |
43 | 2006 | Forecasting the South African Economy with VARs and VECMs. (2006). GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:200618. Full description at Econpapers || Download paper | 9 |
44 | 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 |
45 | 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 |
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 | 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 | 9 |
48 | 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 | 9 |
49 | 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 |
50 | 2013 | Forecasting South African Macroeconomic Data with a Nonlinear DSGE Model. (2013). Kotze, Kevin ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:201313. Full description at Econpapers || Download paper | 9 |
# | Year | Title | Cited |
---|---|---|---|
1 | 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 | 29 |
2 | 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 | 22 |
3 | 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 | 19 |
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 | 17 |
5 | 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 | 17 |
6 | 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 | 16 |
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 | 14 |
8 | 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 | 14 |
9 | 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 |
10 | 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 | 12 |
11 | 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 | 10 |
12 | 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 | 10 |
13 | 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 |
14 | 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 | 9 |
15 | 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 | 9 |
16 | 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 |
17 | 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 | 7 |
18 | 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 | 6 |
19 | 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 | 6 |
20 | 2019 | The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures. (2019). McAleer, Michael ; GUPTA, RANGAN ; Asai, Manabu. In: Working Papers. RePEc:pre:wpaper:201925. Full description at Econpapers || Download paper | 6 |
21 | 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 |
22 | 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 | 5 |
23 | 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 |
24 | 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 | 5 |
25 | 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 |
26 | 2019 | Forecasting Realized Gold Volatility: Is there a Role of Geopolitical Risks?. (2019). Pierdzioch, Christian ; GUPTA, RANGAN ; Gkillas (Gillas), Konstantinos. In: Working Papers. RePEc:pre:wpaper:201943. Full description at Econpapers || Download paper | 5 |
27 | 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 | 5 |
28 | 2016 | Does U.S. News Impact Asian Emerging Markets? Evidence from Nonparametric Causality-in-Quantiles Test. (2016). GUPTA, RANGAN ; Cakan, Esin ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:201631. Full description at Econpapers || Download paper | 5 |
29 | 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 |
30 | 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 | 4 |
31 | 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 | 4 |
32 | 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 |
33 | 2014 | Dutch Disease Effect of Oil Rents on Agriculture Value Added in MENA Countries. (2014). Owusu-Sekyere, Emmanuel ; GUPTA, RANGAN ; El Montasser, Ghassen ; Apergis, Nicholas ; Ajmi, Ahdi Noomen. In: Working Papers. RePEc:pre:wpaper:201408. Full description at Econpapers || Download paper | 4 |
34 | 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 | 4 |
35 | 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 |
36 | 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 | 4 |
37 | 2011 | Contingent Valuation of Community Forestry Programs in Ethiopia: Observing Preference Anomalies in Double-Bounded CVM. (2011). Koch, Steven ; Gelo, Dambala. In: Working Papers. RePEc:pre:wpaper:201124. Full description at Econpapers || Download paper | 4 |
38 | 2018 | Investor Sentiment and Crash Risk in Safe Havens. (2018). GUPTA, RANGAN ; Demirer, Riza ; Bonato, Matteo ; Ben Nasr, Adnen. In: Working Papers. RePEc:pre:wpaper:201804. Full description at Econpapers || Download paper | 4 |
39 | 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 | 4 |
40 | 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 | 4 |
41 | 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 | 4 |
42 | 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 | 3 |
43 | 2010 | Private and Public Health Expenditures in an Endogenous Growth Model with Inflation Targeting. (2010). Vermeulen, Cobus ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201001. Full description at Econpapers || Download paper | 3 |
44 | 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 | 3 |
45 | 2017 | Does Inequality Help in Forecasting Equity Premium in a Panel of G7 Countries?. (2017). GUPTA, RANGAN ; JAWADI, Fredj ; Christou, Christina. In: Working Papers. RePEc:pre:wpaper:201720. Full description at Econpapers || Download paper | 3 |
46 | 2018 | Causality between Economic Policy Uncertainty and Real Housing Returns in Emerging Economies: A Cross-Sample Validation Approach. (2018). Aye, Goodness. In: Working Papers. RePEc:pre:wpaper:201827. Full description at Econpapers || Download paper | 3 |
47 | 2019 | Gold-Oil Dependence Dynamics and the Role of Geopolitical Risks: Evidence from a Markov-Switching Time-Varying Copula Model. (2019). Tiwari, Aviral ; GUPTA, RANGAN ; Gkillas (Gillas), Konstantinos ; Aye, Goodness C. In: Working Papers. RePEc:pre:wpaper:201918. Full description at Econpapers || Download paper | 3 |
48 | 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 | 3 |
49 | 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 | 3 |
50 | 2017 | The Effect of Education on a Countryâs Energy Consumption: Evidence from Developed and Developing Countries. (2017). Inglesi-Lotz, Roula ; del Corral, Luis Diez . In: Working Papers. RePEc:pre:wpaper:201733. Full description at Econpapers || Download paper | 3 |
Year | Title | |
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2019 | Dynamic Impact of the U.S. Monetary Policy on Oil Market Returns and Volatility. (2019). Marfatia, Hardik ; GUPTA, RANGAN ; Cakan, Esin. In: Working Papers. RePEc:pre:wpaper:201916. Full description at Econpapers || Download paper | |
2019 | Uncertainty and energy-sector equity returns in Iran: a Bayesian and quasi-Monte Carlo time-varying analysis. (2019). Fazelabdolabadi, Babak. In: Financial Innovation. RePEc:spr:fininn:v:5:y:2019:i:1:d:10.1186_s40854-019-0128-2. Full description at Econpapers || Download paper | |
2019 | Point and density forecasts of oil returns: The role of geopolitical risks. (2019). Wong, Wing-Keung ; Plakandaras, Vasilios ; GUPTA, RANGAN. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:580-587. Full description at Econpapers || Download paper | |
2019 | Effects of the geopolitical risks on Bitcoin returns and volatility. (2019). Demir, Ender ; Marco, Chi Keung ; Gozgor, Giray ; Aysan, Ahmet Faruk. In: Research in International Business and Finance. RePEc:eee:riibaf:v:47:y:2019:i:c:p:511-518. Full description at Econpapers || Download paper | |
2019 | Gold-Oil Dependence Dynamics and the Role of Geopolitical Risks: Evidence from a Markov-Switching Time-Varying Copula Model. (2019). Tiwari, Aviral ; GUPTA, RANGAN ; Gkillas (Gillas), Konstantinos ; Aye, Goodness C. In: Working Papers. RePEc:pre:wpaper:201918. Full description at Econpapers || Download paper | |
2019 | The Changing Geopolitics in the Arab World: Implications of the 2017 Gulf Crisis for Business. (2019). bouoiyour, jamal ; Selmi, Refk. In: Papers. RePEc:arx:papers:1903.08076. Full description at Econpapers || Download paper | |
2019 | The Changing Geopolitics in the Arab World: Implications of the 2017 Gulf Crisis for Business. (2019). bouoiyour, jamal ; Selmi, Refk. In: Post-Print. RePEc:hal:journl:hal-02071921. Full description at Econpapers || Download paper | |
2019 | Arab Geopolitics in Turmoil: Implications Of Qatar-Gulf Crisis for Business. (2019). bouoiyour, jamal ; Selmi, Refk. In: Working Papers. RePEc:erg:wpaper:1337. Full description at Econpapers || Download paper | |
2019 | Does geopolitical risk strengthen or depress oil prices and financial liquidity? Evidence from Saudi Arabia. (2019). Nicoleta-Claudia, MOLDOVAN ; Tao, Ran ; Khan, Khalid ; Su, Chi-Wei. In: Energy. RePEc:eee:energy:v:187:y:2019:i:c:s0360544219316974. Full description at Econpapers || Download paper | |
2019 | Do geopolitical risks matter for inbound tourism?. (2019). Paramati, Sudharshan Reddy ; Gözgör, Giray ; Demir, Ender. In: Eurasian Business Review. RePEc:spr:eurasi:v:9:y:2019:i:2:d:10.1007_s40821-019-00118-9. Full description at Econpapers || Download paper | |
2019 | What are the categories of geopolitical risks that could drive oil prices higher? Acts or threats?. (2019). Selmi, Refk ; bouoiyour, jamal ; Wohar, Mark E ; Hammoudeh, Shawkat. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303184. Full description at Econpapers || Download paper | |
2019 | Geopolitical risk and oil volatility: A new insight. (2019). Liu, Jing ; Zhang, Yaojie ; Tang, Yingkai ; Ma, Feng. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303433. Full description at Econpapers || Download paper | |
2019 | Effect of Uncertainty on U.S. Stock Returns and Volatility: Evidence from Over Eighty Years of High-Frequency Data. (2019). Wohar, Mark ; Olson, Eric ; Marfatia, Hardik ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201942. Full description at Econpapers || Download paper | |
2019 | The effectiveness of monetary and fiscal policy shocks on U.S. inequality: the role of uncertainty. (2019). Aye, Goodness C ; Gupta, Rangan ; Clance, Matthew W. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:53:y:2019:i:1:d:10.1007_s11135-018-0752-3. Full description at Econpapers || Download paper | |
2019 | Human capital and export diversification as new determinants of energy demand in the United States. (2019). Shahbaz, Muhammad ; Gözgör, Giray ; Hammoudeh, Shawkat. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:335-349. Full description at Econpapers || Download paper | |
2019 | Does skewed pattern of income distribution matter for the environmental quality? Evidence from selected BRICS economies with an application of Quantile-on-Quantile regression (QQR) approach. (2019). Mahalik, Mantu Kumar ; Padhan, Hemachandra ; Mallick, Hrushikesh. In: Energy Policy. RePEc:eee:enepol:v:129:y:2019:i:c:p:120-131. Full description at Econpapers || Download paper | |
2019 | GDP-Employment decoupling and the slow-down of productivity growth in Germany. (2019). Weber, Enzo ; Klinger, Sabine. In: IAB Discussion Paper. RePEc:iab:iabdpa:201912. Full description at Econpapers || Download paper | |
2019 | The effects of herding and word of mouth in a two-period advertising signaling model. (2019). Jang, Sungha ; Song, Reo ; Cai, Gangshu ; Zhen, Xueping. In: European Journal of Operational Research. RePEc:eee:ejores:v:275:y:2019:i:1:p:361-373. Full description at Econpapers || Download paper | |
2019 | Gold prices fluctuation of co-movement forecast between China and Russia. (2019). Chen, Guang ; Kong, Rui ; Zhong, Wanxing. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:218-230. Full description at Econpapers || Download paper | |
2019 | Dynamic linkages between strategic commodities and stock market in Turkey: Evidence from SVAR-DCC-GARCH model. (2019). Civcir, Ä°rfan ; Akkoc, Ugur. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:231-239. Full description at Econpapers || Download paper | |
2019 | Assessing the inflation hedging of gold and palladium in OECD countries. (2019). Salisu, Afees ; Oloko, Tirimisiyu ; Ndako, Umar. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:357-377. Full description at Econpapers || Download paper | |
2019 | Persistence in trends and cycles of gold and silver prices: Evidence from historical data. (2019). GUPTA, RANGAN ; Gil-Alana, Luis A ; Cunado, Juncal. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:514:y:2019:i:c:p:345-354. Full description at Econpapers || Download paper | |
2019 | The time-varying linkages between global oil market and Chinas commodity sectors: Evidence from DCC-GJR-GARCH analyses. (2019). Jiang, Yonghong ; Mo, Bin ; Nie, HE. In: Energy. RePEc:eee:energy:v:166:y:2019:i:c:p:577-586. Full description at Econpapers || Download paper | |
2019 | Risk spillovers and portfolio management between precious metal and BRICS stock markets. (2019). Ruan, Weihua ; Fu, Yuyuan ; Jiang, Yonghong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:534:y:2019:i:c:s0378437119306016. Full description at Econpapers || Download paper | |
2019 | Macroeconomic Shocks and Changing Dynamics of the U.S. REITs Sector. (2019). Wong, Wing-Keung ; Lv, Zhihui ; Gupta, Rangan. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:10:p:2776-:d:231284. Full description at Econpapers || Download paper | |
2019 | Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment. (2019). Marfatia, Hardik ; GUPTA, RANGAN ; Marco, Chi Keung ; Caraiani, Petre. In: Working Papers. RePEc:pre:wpaper:201953. Full description at Econpapers || Download paper | |
2019 | Price and Volatility Linkages between International REITs and Oil Markets. (2019). Soytas, Ugur ; GUPTA, RANGAN ; Gormus, Alper ; Nazlioglu, Saban. In: Working Papers. RePEc:pre:wpaper:201954. Full description at Econpapers || Download paper | |
2019 | Time-varying impact of uncertainty shocks on the US housing market. (2019). GUPTA, RANGAN ; Christou, Christina ; Nyakabawo, Wendy. In: Economics Letters. RePEc:eee:ecolet:v:180:y:2019:i:c:p:15-20. Full description at Econpapers || Download paper | |
2019 | How do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch. (2019). Salisu, Afees ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201946. Full description at Econpapers || Download paper | |
2019 | Are Uncertainties across the World Convergent?. (2019). Lau, Chi Keung ; GUPTA, RANGAN ; Gözgör, Giray ; Gozgor, Giray ; Christou, Christina. In: Working Papers. RePEc:pre:wpaper:201907. Full description at Econpapers || Download paper | |
2019 | Extreme dependence and risk spillovers across north american equity markets. (2019). Warshaw, Evan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:237-251. Full description at Econpapers || Download paper | |
2019 | Threshold Effects of Inequality on Economic Growth in the US States: The Role of Human Capital to Physical Capital Ratio. (2019). GUPTA, RANGAN ; Lv, Zhihui ; Cepni, Oguzhan. In: Working Papers. RePEc:pre:wpaper:201968. Full description at Econpapers || Download paper | |
2019 | Portfolio management and dependencies among precious metal markets: Evidence from a Copula quantile-on-quantile approach. (2019). Wanas, Idries Mohammad ; Maitra, Debasish ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed. In: Resources Policy. RePEc:eee:jrpoli:v:64:y:2019:i:c:s0301420719303496. Full description at Econpapers || Download paper | |
2019 | The Three Musketeers Relationships between Hong Kong, Shanghai and Shenzhen Before and After ShanghaiâHong Kong Stock Connect. (2019). Wong, Wing-Keung ; Chui, David Kam-Hung ; Chow, Nikolai Sheung-Chi ; Cheng, Andy Wui-Wing. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:14:p:3845-:d:248396. Full description at Econpapers || Download paper | |
2019 | Spillover of Sentiment in the European Union: Evidence from Time- and Frequency-Domains. (2019). Tiwari, Aviral ; Plakandaras, Vasilios ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201909. Full description at Econpapers || Download paper | |
2019 | Macroeconomic Uncertainty Connections across the US States: Evidence from a Bayesian Graphical Structural VAR (BGSVAR) Model. (2019). Lau, Chi Keung ; GUPTA, RANGAN ; Sheng, Xin. In: Working Papers. RePEc:pre:wpaper:201910. Full description at Econpapers || Download paper | |
2019 | From CIP-Deviations to a Market for Risk Premia: A Dynamic Investigation of Cross-Currency Basis Swaps. (2019). Stenfors, Alexis ; Chatziantoniou, Ioannis ; Gabauer, David. In: Working Papers in Economics & Finance. RePEc:pbs:ecofin:2019-05. Full description at Econpapers || Download paper | |
2019 | Spillovers across Macroeconomic, Financial and Real Estate Uncertainties: A Time-Varying Approach. (2019). GUPTA, RANGAN ; Gabauer, David. In: Working Papers. RePEc:pre:wpaper:201944. Full description at Econpapers || Download paper | |
2019 | âDistant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilitiesâ. (2019). Sosvilla-Rivero, Simon ; Fernandez-Perez, Adrian ; Andrada-Felix, Julian. In: IREA Working Papers. RePEc:ira:wpaper:201912. Full description at Econpapers || Download paper | |
2019 | Network Analysis of Economic and Financial Uncertainties in Advanced Economies: Evidence from Graph-Theory. (2019). Tiwari, Aviral ; GUPTA, RANGAN ; Boachie, Micheal Kofi. In: Working Papers. RePEc:pre:wpaper:201982. Full description at Econpapers || Download paper | |
2019 | Greek economic policy uncertainty: Does it matter for Europe? Evidence from a dynamic connectedness decomposition approach. (2019). Gupta, Rangan ; Gabauer, David ; Antonakakis, Nikolaos. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:535:y:2019:i:c:s0378437119313202. Full description at Econpapers || Download paper | |
2019 | Determinants of within and cross-country economic policy uncertainty spillovers: Evidence from US and China. (2019). Nie, HE ; Tian, Gengyu ; Zhu, Zixuan ; Jiang, Yonghong. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:s1544612319304489. Full description at Econpapers || Download paper | |
2019 | International monetary policy spillovers: Evidence from a time-varying parameter vector autoregression. (2019). GUPTA, RANGAN ; Gabauer, David ; Antonakakis, Nikolaos. In: International Review of Financial Analysis. RePEc:eee:finana:v:65:y:2019:i:c:s105752191930050x. Full description at Econpapers || Download paper | |
2019 | Commodity-currencies or currency-commodities: Evidence from causality tests. (2019). Demirer, Riza ; Belasen, Ariel. In: Resources Policy. RePEc:eee:jrpoli:v:60:y:2019:i:c:p:162-168. Full description at Econpapers || Download paper | |
2019 | OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration. (2019). Yoon, Seong-Min ; Lau, Chi Keung ; Gupta, Rangan. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:23:y:2019:i:4:p:1-23. Full description at Econpapers || Download paper | |
2019 | Forecasting Volatility and Co-volatility of Crude Oil and Gold Futures: Effects of Leverage, Jumps, Spillovers, and Geopolitical Risks. (2019). McAleer, Michael ; GUPTA, RANGAN ; Asai, Manabu. In: Working Papers. RePEc:pre:wpaper:201951. Full description at Econpapers || Download paper | |
2019 | Spillovers in Higher-Order Moments of Bitcoin, Gold, and Oil. (2019). GUPTA, RANGAN ; Gkillas (Gillas), Konstantinos ; Roubaud, David ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201965. Full description at Econpapers || Download paper | |
2019 | The Oil Market Reactions to OPECâs Announcements. (2019). Failler, Pierre ; Dong, Hao ; Liu, Yue. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:17:p:3238-:d:259961. Full description at Econpapers || Download paper | |
2019 | Economic News Releases and Financial Markets in South Africa. (2019). Tsagkanos, Athanasios ; Floros, Christos ; Vortelinos, Dimitrios ; Gkillas, Konstantinos. In: Economies. RePEc:gam:jecomi:v:7:y:2019:i:4:p:112-:d:285205. Full description at Econpapers || Download paper | |
2019 | Information dominance among hedging assets: Evidence from return and volatility directional spillovers in time and frequency domains. (2019). Shang, Yue ; Wei, QI ; Li, Xiafei ; Liu, Xinchun ; Zeng, Sheng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:536:y:2019:i:c:s0378437119314633. Full description at Econpapers || Download paper | |
2019 | The Effect of Global Crises on Stock Market Correlations: Evidence from Scalar Regressions via Functional Data Analysis. (2019). GUPTA, RANGAN ; Demirer, Riza ; Mangisa, Siphumlile ; Das, Sonali. In: Working Papers. RePEc:pre:wpaper:201908. Full description at Econpapers || Download paper | |
2019 | The effect of global crises on stock market correlations: Evidence from scalar regressions via functional data analysis. (2019). GUPTA, RANGAN ; Demirer, Riza ; Mangisa, Siphumlile ; Das, Sonali. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:50:y:2019:i:c:p:132-147. Full description at Econpapers || Download paper | |
2019 | Moments-Based Spillovers across Gold and Oil Markets. (2019). Wang, Shixuan ; GUPTA, RANGAN ; Marco, Chi Keung ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:201966. Full description at Econpapers || Download paper | |
2019 | Contagion between Stock and Real Estate Markets: International Evidence from a Local Gaussian Correlation Approach. (2019). Wang, Shixuan ; GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201917. Full description at Econpapers || Download paper | |
2019 | Spillover Risks on Cryptocurrency Markets: A Look from VAR-SVAR Granger Causality and Studentâs-t Copulas. (2019). Duc, Toan Luu. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:52-:d:218986. Full description at Econpapers || Download paper | |
2019 | A Survey on Efficiency and Profitable Trading Opportunities in Cryptocurrency Markets. (2019). Kyriazis, Nikolaos A. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:67-:d:224155. Full description at Econpapers || Download paper | |
2019 | Variants of Consumption-Wealth Ratios and Predictability of U.S. Government Bond Risk Premia: Old is still Gold. (2019). GUPTA, RANGAN ; Wohar, Mark E ; Cepni, Oguzhan. In: Working Papers. RePEc:pre:wpaper:201912. Full description at Econpapers || Download paper | |
2019 | Gold, Platinum and the Predictability of Bond Risk Premia. (2019). GUPTA, RANGAN ; Demirer, Riza ; Wohar, Mark E ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201967. Full description at Econpapers || Download paper | |
2019 | Evaluating the impact of global oil prices on the SADC and the potential for increased trade in biofuels and natural gas within the region. (2019). Alfred, Moyo. In: WIDER Working Paper Series. RePEc:unu:wpaper:wp-2019-36. Full description at Econpapers || Download paper | |
2019 | Asymmetric linkages among precious metals, global equity and bond yields: The role of volatility and business cycle factors. (2019). Idume, Gabriel ; Yuni, Denis ; Anochiwa, Lasbrey ; Urom, Christian. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:20:y:2019:i:c:s1703494919300246. Full description at Econpapers || Download paper | |
2019 | The effect of economic policy uncertainty on stock-commodity correlations and its implications on optimal hedging. (2019). Demirer, Riza ; Badshah, Ihsan ; Suleman, Muhammad Tahir. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303482. Full description at Econpapers || Download paper | |
2019 | The evolution of monetary policy effectiveness under macroeconomic instability. (2019). Lopez-Buenache, German. In: Economic Modelling. RePEc:eee:ecmode:v:83:y:2019:i:c:p:221-233. Full description at Econpapers || Download paper | |
2019 | Testing the adaptive market hypothesis as an evolutionary perspective on market efficiency: Evidence from the crude oil prices. (2019). Ebrahimi, Seyed Babak ; Ghazani, Majid Mirzaee. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:60-68. Full description at Econpapers || Download paper | |
2019 | Forecasting the Term Structure of Interest Rates of the BRICS: Evidence from a Nonparametric Functional Data Analysis. (2019). GUPTA, RANGAN ; Torrent, Hudson S ; Suleman, Tahir ; Caldeira, Joao F. In: Working Papers. RePEc:pre:wpaper:201911. Full description at Econpapers || Download paper | |
2019 | Stock market efficiency analysis using long spans of Data: A multifractal detrended fluctuation approach. (2019). Tiwari, Aviral ; GUPTA, RANGAN ; Aye, Goodness C. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:398-411. Full description at Econpapers || Download paper | |
2019 | The Predictability of Stock Market Volatility in Emerging Economies: Relative Roles of Local, Regional and Global Business Cycles. (2019). GUPTA, RANGAN ; Demirer, Riza ; Sun, Xiaojin ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201938. Full description at Econpapers || Download paper | |
2019 | Testing the White Noise Hypothesis in High-Frequency Housing Returns of the United States. (2019). Tiwari, Aviral ; GUPTA, RANGAN ; Sheng, Xin ; Cunado, Juncal. In: Working Papers. RePEc:pre:wpaper:201952. Full description at Econpapers || Download paper | |
2019 | Efficiency in BRICS Currency Markets Using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability. (2019). GUPTA, RANGAN ; Plakandaras, Vasilios. In: Journal of Economics and Behavioral Studies. RePEc:rnd:arjebs:v:11:y:2019:i:1:p:152-165. Full description at Econpapers || Download paper | |
2019 | On the Relationship between Economic Policy Uncertainty and the Implied Volatility Index. (2019). Shaikh, Imlak. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:6:p:1628-:d:214829. Full description at Econpapers || Download paper | |
2019 | A Regional Decomposition of US Housing Prices and Volume: Market Dynamics and Economic Diversification Opportunities. (2019). Chatziantoniou, Ioannis ; Antonakakis, Nikolaos ; Gabauer, David. In: Working Papers in Economics & Finance. RePEc:pbs:ecofin:2019-06. Full description at Econpapers || Download paper | |
2019 | The spillover effects of US economic policy uncertainty on the global economy: A global VAR approach. (2019). Ba, Nguyen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:90-110. Full description at Econpapers || Download paper | |
2019 | Macro-Financial Linkages in the High-Frequency Domain: The Effects of Uncertainty on Realized Volatility. (2019). Caporale, Guglielmo Maria ; Yfanti, Stavroula ; Karanasos, Menelaos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8000. Full description at Econpapers || Download paper | |
2019 | Mean and Volatility Spillovers between REIT and Stocks Returns A STVAR-BTGARCH-M Model. (2019). Sarkar, Nityananda ; Kundu, Srikanta ; Das, Mahamitra. In: MPRA Paper. RePEc:pra:mprapa:94707. Full description at Econpapers || Download paper | |
2019 | Information interdependence among energy, cryptocurrency and major commodity markets. (2019). Krištoufek, Ladislav ; Ji, Qiang ; Kristoufek, Ladislav ; Roubaud, David ; Bouri, Elie. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:1042-1055. Full description at Econpapers || Download paper | |
2019 | Bitcoin: Safe haven, hedge or diversifier? Perception of bitcoin in the context of a countryâs economic situation â A stochastic volatility approach. (2019). Kliber, Agata ; ÅwierczyÅska, Katarzyna ; Wierczyska, Katarzyna ; Musiakowska, Ida ; Marszaek, Pawe. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:524:y:2019:i:c:p:246-257. Full description at Econpapers || Download paper | |
2019 | Time-varying dynamic conditional correlation between stock and cryptocurrency markets using the copula-ADCC-EGARCH model. (2019). Tiwari, Aviral ; Kang, Sanghoon ; Raheem, Ibrahim Dolapo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:535:y:2019:i:c:s0378437119313159. Full description at Econpapers || Download paper | |
2019 | Time-frequency analysis of behaviourally classified financial asset markets. (2019). Alagidede, Imhotep Paul ; Ababio, Kofi Agyarko ; Omane-Adjepong, Maurice. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:54-69. Full description at Econpapers || Download paper | |
2019 | Do cryptocurrencies and traditional asset classes influence each other?. (2019). Kurka, Josef. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:p:38-46. Full description at Econpapers || Download paper | |
2019 | When Bitcoin meets economic policy uncertainty (EPU): Measuring risk spillover effect from EPU to Bitcoin. (2019). Wang, Gang-Jin ; Zhao, Longfeng ; Wen, Danyan ; Xie, Chi. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:s1544612318305749. Full description at Econpapers || Download paper | |
2019 | The hidden predictive power of cryptocurrencies and QE: Evidence from US stock market. (2019). Raheem, Ibrahim D ; Isah, Kazeem O. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:536:y:2019:i:c:s0378437119305813. Full description at Econpapers || Download paper | |
2019 | MACROECONOMIC UNCERTAINTY AND THE COMOVEMENT IN BUYING VERSUS RENTING IN THE USA. (2019). GUPTA, RANGAN ; Aye, Goodness C. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:23:y:2019:i:3:p:93-121. Full description at Econpapers || Download paper | |
2019 | Property heterogeneity and convergence club formation among local house prices. (2019). Panagiotidis, Theodore ; Otero, Jesus ; Holmes, Mark. In: Journal of Housing Economics. RePEc:eee:jhouse:v:43:y:2019:i:c:p:1-13. Full description at Econpapers || Download paper | |
2019 | Cryptocurrencies as a financial asset: A systematic analysis. (2019). Yarovaya, Larisa ; Urquhart, Andrew ; Lucey, Brian ; Corbet, Shaen. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:182-199. Full description at Econpapers || Download paper | |
2019 | Dynamic connectedness and integration in cryptocurrency markets. (2019). Roubaud, David ; Marco, Chi Keung ; Bouri, Elie ; Ji, Qiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:257-272. Full description at Econpapers || Download paper | |
2019 | Is Bitcoin a better safe-haven investment than gold and commodities?. (2019). lucey, brian ; Krištoufek, Ladislav ; Kristoufek, Ladislav ; Roubaud, David ; Bouri, Elie ; Hussain, Syed Jawad. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:322-330. Full description at Econpapers || Download paper | |
2019 | Shock transmission in the cryptocurrency market. Is Bitcoin the most influential?. (2019). KokoszczyÅski, Ryszard ; Ziba, Damian ; Ledziewska, Katarzyna ; Kokoszczyski, Ryszard. In: International Review of Financial Analysis. RePEc:eee:finana:v:64:y:2019:i:c:p:102-125. Full description at Econpapers || Download paper | |
2019 | Herding in the cryptocurrency market: CSSD and CSAD approaches. (2019). Farinos, Jose E ; Ibaez, Ana M ; Vidal-Tomas, David. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:181-186. Full description at Econpapers || Download paper | |
2019 | Volatility spillover in crypto-currency markets: Some evidences from GARCH and wavelet analysis. (2019). Anandarao, S ; Kumar, Anoop S. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:524:y:2019:i:c:p:448-458. Full description at Econpapers || Download paper | |
2019 | Is cryptocurrency a hedge or a safe haven for international indices? A comprehensive and dynamic perspective. (2019). Shen, Dehua ; Li, Xiao ; Zhang, Wei ; Wang, Pengfei. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:p:1-18. Full description at Econpapers || Download paper | |
2019 | The effectiveness of technical trading rules in cryptocurrency markets. (2019). Sensoy, Ahmet ; lucey, brian ; Eraslan, Veysel ; Corbet, Shaen. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:p:32-37. Full description at Econpapers || Download paper | |
2019 | Giant Oil Discoveries and Conflicts. (2019). GUPTA, RANGAN ; Wohar, Mark E ; Clance, Matthew ; Chisadza, Carolyn. In: Working Papers. RePEc:pre:wpaper:201964. Full description at Econpapers || Download paper | |
2019 | The predictive value of inequality measures for stock returns: An analysis of long-span UK data using quantile random forests. (2019). Wohar, Mark ; Pierdzioch, Christian ; GUPTA, RANGAN ; Vivian, Andrew J. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:315-322. Full description at Econpapers || Download paper | |
2019 | Economic policy uncertainty: A literature review. (2019). Algharabali, Barrak Ghanim ; Al-Thaqeb, Saud Asaad. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:20:y:2019:i:c:s1703494919300726. Full description at Econpapers || Download paper | |
2019 | Investigating volatility transmission and hedging properties between Bitcoin and Ethereum. (2019). Papadamou, Stephanos ; Kyriazis, Nikolaos A ; Koulis, Alexandros ; Beneki, Christina . In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:219-227. Full description at Econpapers || Download paper | |
2019 | Trade Uncertainties and the Hedging Abilities of Bitcoin. (2019). GUPTA, RANGAN ; Gkillas (Gillas), Konstantinos ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201948. Full description at Econpapers || Download paper | |
2019 | Predicting Bitcoin Returns: Comparing the Roles of Newspaper- and Internet Search-Based Measures of Uncertainty. (2019). GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201955. Full description at Econpapers || Download paper | |
2019 | The relationship between Bitcoin returns and trade policy uncertainty. (2019). Tiwari, Aviral ; Gözgör, Giray ; Demir, Ender ; Akron, Sagi. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:75-82. Full description at Econpapers || Download paper | |
2019 | Does gold or Bitcoin hedge economic policy uncertainty?. (2019). Derbali, Abdelkader ; Yang, Zhongyi ; Tong, MU ; Wu, Shan. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:p:171-178. Full description at Econpapers || Download paper | |
2019 | The Relationship between Monetary Policy and Uncertainty in Advanced Economies: Evidence from Time- and Frequency-Domains. (2019). Tiwari, Aviral ; GUPTA, RANGAN ; Hkiri, Besma ; Cekin, Semih Emre. In: Working Papers. RePEc:pre:wpaper:201904. Full description at Econpapers || Download paper | |
2019 | Time-varying risk aversion and realized gold volatility. (2019). GUPTA, RANGAN ; Demirer, Riza ; Pierdzioch, Christian ; Gkillas, Konstantinos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818306399. Full description at Econpapers || Download paper | |
2019 | The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures. (2019). McAleer, Michael ; GUPTA, RANGAN ; Asai, Manabu. In: Working Papers. RePEc:pre:wpaper:201925. Full description at Econpapers || Download paper |
Year | Citing document | |
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2019 | Taxation, foreign aid and political governance in Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/020. Full description at Econpapers || Download paper | |
2019 | Inequality Thresholds, Governance and Gender Economic Inclusion in sub-Saharan Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/033. Full description at Econpapers || Download paper | |
2019 | Inequality, Information Technology and Inclusive Education in Sub-Saharan Africa. (2019). Asongu, Simplice ; Nting, Rexon T ; Orim, Stella-Maris I. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/035. Full description at Econpapers || Download paper | |
2019 | Income Levels, Governance and Inclusive Human Development in Sub-Saharan Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/036. Full description at Econpapers || Download paper | |
2019 | Financial Access, Governance and Insurance Sector Development in Sub-Saharan Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/044. Full description at Econpapers || Download paper | |
2019 | The persistence of global terrorism. (2019). Asongu, Simplice. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/053. Full description at Econpapers || Download paper | |
2019 | Taxation, foreign aid and political governance in Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: CEREDEC Working Papers. RePEc:aby:wpaper:19/020. Full description at Econpapers || Download paper | |
2019 | Inequality Thresholds, Governance and Gender Economic Inclusion in sub-Saharan Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: CEREDEC Working Papers. RePEc:aby:wpaper:19/033. Full description at Econpapers || Download paper | |
2019 | Inequality, Information Technology and Inclusive Education in Sub-Saharan Africa. (2019). Nting, Rexon ; Asongu, Simplice ; Orim, Stella-Maris I. In: CEREDEC Working Papers. RePEc:aby:wpaper:19/035. Full description at Econpapers || Download paper | |
2019 | Income Levels, Governance and Inclusive Human Development in Sub-Saharan Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: CEREDEC Working Papers. RePEc:aby:wpaper:19/036. Full description at Econpapers || Download paper | |
2019 | Financial Access, Governance and Insurance Sector Development in Sub-Saharan Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: CEREDEC Working Papers. RePEc:aby:wpaper:19/044. Full description at Econpapers || Download paper | |
2019 | Taxation, foreign aid and political governance in Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/020. Full description at Econpapers || Download paper | |
2019 | Inequality Thresholds, Governance and Gender Economic Inclusion in sub-Saharan Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/033. Full description at Econpapers || Download paper | |
2019 | Inequality, Information Technology and Inclusive Education in Sub-Saharan Africa. (2019). Nting, Rexon ; Asongu, Simplice ; Orim, Stella-Maris I. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/035. Full description at Econpapers || Download paper | |
2019 | Income Levels, Governance and Inclusive Human Development in Sub-Saharan Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/036. Full description at Econpapers || Download paper | |
2019 | Insurance Policy Thresholds for Economic Growth in Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/037. Full description at Econpapers || Download paper | |
2019 | Financial Access, Governance and Insurance Sector Development in Sub-Saharan Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/044. Full description at Econpapers || Download paper | |
2019 | The persistence of global terrorism. (2019). Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/053. Full description at Econpapers || Download paper | |
2019 | Inequality, information technology and inclusive education in sub-Saharan Africa. (2019). Nting, Rexon ; Asongu, Simplice ; Orim, Stella-Maris I. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:146:y:2019:i:c:p:380-389. Full description at Econpapers || Download paper | |
2019 | Taxation, foreign aid and political governance in Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: Working Papers. RePEc:exs:wpaper:19/020. Full description at Econpapers || Download paper | |
2019 | Inequality Thresholds, Governance and Gender Economic Inclusion in sub-Saharan Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: Working Papers. RePEc:exs:wpaper:19/033. Full description at Econpapers || Download paper | |
2019 | Inequality, Information Technology and Inclusive Education in Sub-Saharan Africa. (2019). Nting, Rexon ; Asongu, Simplice ; Orim, Stella-Maris I. In: Working Papers. RePEc:exs:wpaper:19/035. Full description at Econpapers || Download paper | |
2019 | Income Levels, Governance and Inclusive Human Development in Sub-Saharan Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: Working Papers. RePEc:exs:wpaper:19/036. Full description at Econpapers || Download paper | |
2019 | Financial Access, Governance and Insurance Sector Development in Sub-Saharan Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: Working Papers. RePEc:exs:wpaper:19/044. Full description at Econpapers || Download paper | |
2019 | The persistence of global terrorism. (2019). Asongu, Simplice. In: Working Papers. RePEc:exs:wpaper:19/053. Full description at Econpapers || Download paper | |
2019 | Measuring Macroeconomic Uncertainty in Zimbabwe. (2019). Bonga, Wellington. In: MPRA Paper. RePEc:pra:mprapa:94759. Full description at Econpapers || Download paper | |
2019 | Global Crises and Gold as a Safe Haven: Evidence from Over Seven and a Half Centuries of Data. (2019). GUPTA, RANGAN ; Gil-Alana, Luis ; Cunado, Juncal ; Boubaker, Heni. In: Working Papers. RePEc:pre:wpaper:201941. Full description at Econpapers || Download paper | |
2019 | Historical Evolution of Monthly Anomalies in International Stock Markets. (2019). Wohar, Mark ; Plastun, Alex ; GUPTA, RANGAN ; Sibande, Xolani. In: Working Papers. RePEc:pre:wpaper:201950. Full description at Econpapers || Download paper | |
2019 | Forecasting Volatility and Co-volatility of Crude Oil and Gold Futures: Effects of Leverage, Jumps, Spillovers, and Geopolitical Risks. (2019). McAleer, Michael ; GUPTA, RANGAN ; Asai, Manabu. In: Working Papers. RePEc:pre:wpaper:201951. Full description at Econpapers || Download paper | |
2019 | Forecasting Local Currency Bond Risk Premia of Emerging Markets: The Role of Cross-Country Macro-Financial Linkages. (2019). GUPTA, RANGAN ; Yilmaz, Hasan M ; Guney, Ethem I ; Cepni, Oguzhan. In: Working Papers. RePEc:pre:wpaper:201957. Full description at Econpapers || Download paper | |
2019 | Price Gap Anomaly in the US Stock Market: The Whole Story. (2019). Plastun, Alex ; GUPTA, RANGAN ; Wohar, Mark E ; Sibande, Xolani. In: Working Papers. RePEc:pre:wpaper:201963. Full description at Econpapers || Download paper | |
2019 | Moments-Based Spillovers across Gold and Oil Markets. (2019). Wang, Shixuan ; GUPTA, RANGAN ; Marco, Chi Keung ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:201966. Full description at Econpapers || Download paper | |
2019 | Gold, Platinum and the Predictability of Bond Risk Premia. (2019). GUPTA, RANGAN ; Demirer, Riza ; Wohar, Mark E ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201967. Full description at Econpapers || Download paper | |
2019 | Risk Aversion and the Predictability of Crude Oil Market Volatility: A Forecasting Experiment with Random Forests. (2019). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza ; Gkillas, Konstantinos. In: Working Papers. RePEc:pre:wpaper:201972. Full description at Econpapers || Download paper | |
2019 | A Moving Average Heterogeneous Autoregressive Model for Forecasting the Realized Volatility of the US Stock Market: Evidence from Over a Century of Data. (2019). Salisu, Afees ; Ogbonna, Ahamuefula ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201978. Full description at Econpapers || Download paper | |
2019 | Forecasting Bitcoin Returns: Is there a Role for the U.S. â China Trade War?. (2019). Plakandaras, Vasilios ; GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201980. Full description at Econpapers || Download paper | |
2019 | Taxation,foreign aid and political governance in Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: Working Papers. RePEc:uza:wpaper:25396. Full description at Econpapers || Download paper | |
2019 | Inequality thresholds,Governance and gender economic inclusion in Sub-Saharan Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: Working Papers. RePEc:uza:wpaper:25569. Full description at Econpapers || Download paper | |
2019 | Income levels,governance and inlusive human development in Sub-Saharan Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: Working Papers. RePEc:uza:wpaper:25589. Full description at Econpapers || Download paper | |
2019 | Financial access, governance and insurance sector development in Sub-Saharan Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: Working Papers. RePEc:uza:wpaper:25709. 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 |