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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 | 0.21 | 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 | 0.13 | |||||
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 | 0.44 | 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 | 0.42 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.23 | |||||
2003 | 0 | 0.42 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.24 | |||||
2004 | 0 | 0.47 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.27 | |||||
2005 | 0 | 0.49 | 0 | 0 | 17 | 17 | 27 | 0 | 0 | 0 | 0 | 0 | 0.29 | |||||
2006 | 0 | 0.47 | 0.03 | 0 | 23 | 40 | 63 | 1 | 1 | 17 | 17 | 0 | 1 | 0.04 | 0.27 | |||
2007 | 0.1 | 0.39 | 0.06 | 0.1 | 24 | 64 | 46 | 4 | 5 | 40 | 4 | 40 | 4 | 0 | 0 | 0.22 | ||
2008 | 0.3 | 0.46 | 0.2 | 0.22 | 37 | 101 | 86 | 20 | 25 | 47 | 14 | 64 | 14 | 1 | 5 | 1 | 0.03 | 0.23 |
2009 | 0.21 | 0.43 | 0.27 | 0.16 | 31 | 132 | 85 | 35 | 60 | 61 | 13 | 101 | 16 | 2 | 5.7 | 5 | 0.16 | 0.22 |
2010 | 0.24 | 0.37 | 0.25 | 0.14 | 30 | 162 | 103 | 40 | 101 | 68 | 16 | 132 | 19 | 5 | 12.5 | 4 | 0.13 | 0.19 |
2011 | 0.3 | 0.46 | 0.25 | 0.21 | 35 | 197 | 177 | 47 | 150 | 61 | 18 | 145 | 30 | 15 | 31.9 | 6 | 0.17 | 0.25 |
2012 | 0.43 | 0.5 | 0.5 | 0.24 | 35 | 232 | 74 | 109 | 267 | 65 | 28 | 157 | 37 | 34 | 31.2 | 20 | 0.57 | 0.25 |
2013 | 0.79 | 0.5 | 0.5 | 0.46 | 88 | 320 | 250 | 150 | 426 | 70 | 55 | 168 | 77 | 62 | 41.3 | 18 | 0.2 | 0.24 |
2014 | 0.5 | 0.53 | 0.66 | 0.46 | 86 | 406 | 209 | 265 | 694 | 123 | 62 | 219 | 101 | 36 | 13.6 | 100 | 1.16 | 0.27 |
2015 | 0.28 | 0.53 | 0.22 | 0.23 | 100 | 506 | 305 | 108 | 804 | 174 | 49 | 274 | 62 | 12 | 11.1 | 11 | 0.11 | 0.27 |
2016 | 0.37 | 0.54 | 0.38 | 0.37 | 90 | 596 | 229 | 228 | 1032 | 186 | 68 | 344 | 126 | 94 | 41.2 | 25 | 0.28 | 0.27 |
2017 | 0.5 | 0.54 | 0.37 | 0.31 | 82 | 678 | 188 | 249 | 1281 | 190 | 95 | 399 | 123 | 77 | 30.9 | 4 | 0.05 | 0.27 |
2018 | 0.39 | 0.53 | 0.31 | 0.29 | 83 | 761 | 302 | 237 | 1518 | 172 | 67 | 446 | 131 | 70 | 29.5 | 25 | 0.3 | 0.26 |
2019 | 0.65 | 0.55 | 0.42 | 0.43 | 81 | 842 | 161 | 352 | 1870 | 165 | 108 | 441 | 188 | 80 | 22.7 | 55 | 0.68 | 0.32 |
2020 | 0.87 | 0.63 | 0.49 | 0.54 | 106 | 948 | 72 | 460 | 2330 | 164 | 142 | 436 | 236 | 99 | 21.5 | 25 | 0.24 | 0.58 |
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 | 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 | 66 |
2 | 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 | 60 |
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 | 58 |
4 | 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 | 53 |
5 | 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 | 49 |
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 | 47 |
7 | 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 | 41 |
8 | 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 | 40 | |
9 | 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 | 37 |
10 | 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 |
11 | 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 | 34 |
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 | 33 |
13 | 2015 | Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns. (2015). GUPTA, RANGAN ; Antonakakis, Nikolaos ; Andr̮̩, Christophe ; Andre, Christophe. In: Working Papers. RePEc:pre:wpaper:201509. Full description at Econpapers || Download paper | 31 |
14 | 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 | 29 |
15 | 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 | 26 |
16 | 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 | 25 |
17 | 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 | 24 |
18 | 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 | 23 |
19 | 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 | 23 |
20 | 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 | 22 |
21 | 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 | |
22 | 2019 | Forecasting Realized Oil-Price Volatility: The Role of Financial Stress and Asymmetric Loss. (2019). Gkillas, Konstantinos ; Pierdzioch, Christian ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:201903. Full description at Econpapers || Download paper | 19 |
23 | 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 | 19 |
24 | 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 |
25 | 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 |
26 | 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 | 18 |
27 | 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 | 17 |
28 | 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 | 17 |
29 | 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 | 17 |
30 | 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 | 16 |
31 | 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 | 16 |
32 | 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 | 15 |
33 | 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 | 15 |
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 | 15 |
35 | 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 | 14 |
36 | 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 | 14 |
37 | 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 |
38 | 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 | 13 |
39 | 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 | 13 |
40 | 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 | 13 |
41 | 2015 | The Role of Economic Policy Uncertainty in Predicting U.S. Recessions: A Mixed-Frequency Markov-Switching Vector Autoregressive Approach. (2015). GUPTA, RANGAN ; Balcilar, Mehmet ; Segnon, Mawuli. In: Working Papers. RePEc:pre:wpaper:201558. Full description at Econpapers || Download paper | 13 |
42 | 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 |
43 | 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 |
44 | 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 | 12 |
45 | 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 | 12 |
46 | 2016 | LPPLS Bubble Indicators over Two Centuries of the S&P 500 Index. (2016). Yetkiner, Ibrahim ; Ozdemir, Zeynel ; GUPTA, RANGAN ; Balcilar, Mehmet ; Sornette, Didier ; Zhang, Qunzhi . In: Working Papers. RePEc:pre:wpaper:201606. Full description at Econpapers || Download paper | 12 |
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 | 12 |
48 | 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 |
49 | 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 |
50 | 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 | 11 |
# | Year | Title | Cited |
---|---|---|---|
1 | 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 | 57 |
2 | 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 | 56 |
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 | 56 |
4 | 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 | 52 |
5 | 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 | 39 |
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 | 27 |
7 | 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 | 26 |
8 | 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 | 24 |
9 | 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 | 23 |
10 | 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 | 22 |
11 | 2015 | Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns. (2015). GUPTA, RANGAN ; Antonakakis, Nikolaos ; Andr̮̩, Christophe ; Andre, Christophe. In: Working Papers. RePEc:pre:wpaper:201509. Full description at Econpapers || Download paper | 19 |
12 | 2019 | Forecasting Realized Oil-Price Volatility: The Role of Financial Stress and Asymmetric Loss. (2019). Gkillas, Konstantinos ; Pierdzioch, Christian ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:201903. Full description at Econpapers || Download paper | 19 |
13 | 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 | 18 |
14 | 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 | 17 |
15 | 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 | 16 |
16 | 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 | 16 |
17 | 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 | 15 |
18 | 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 | 14 |
19 | 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 | 14 |
20 | 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 | 13 |
21 | 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 | 12 |
22 | 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 | 12 |
23 | 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 | 11 |
24 | 2020 | A Note on Investor Happiness and the Predictability of Realized Volatility of Gold. (2020). GUPTA, RANGAN ; Pierdzioch, Christian ; Gkillas, Konstantinos ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:202004. Full description at Econpapers || Download paper | 10 |
25 | 2018 | The Impact of US Uncertainty Shocks on a Panel of Advanced and Emerging Market Economies: The Role of Exchange Rate, Trade and Financial Channels. (2018). Wohar, Mark ; Olasehinde-Williams, Godwin ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201857. Full description at Econpapers || Download paper | 9 |
26 | 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 | 9 |
27 | 2020 | Return Connectedness across Asset Classes around the COVID-19 Outbreak. (2020). GUPTA, RANGAN ; Gabauer, David ; Cepni, Oguzhan ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202047. Full description at Econpapers || Download paper | 9 |
28 | 2020 | The Predictive Power of Oil Price Shocks on Realized Volatility of Oil: A Note. (2020). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza ; Hussain, Syed Jawad. In: Working Papers. RePEc:pre:wpaper:202044. Full description at Econpapers || Download paper | 9 |
29 | 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 | 8 |
30 | 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 |
31 | 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 | 8 |
32 | 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 | 8 |
33 | 2017 | Geopolitical Risks, Returns and Volatility in Emerging Stock Markets: Evidence from a Panel GARCH Model. (2017). Suleman, Tahir ; GUPTA, RANGAN ; Christou, Christina ; Bouras, Christos. In: Working Papers. RePEc:pre:wpaper:201777. Full description at Econpapers || Download paper | 8 |
34 | 2019 | Rise and Fall of Calendar Anomalies over a Century. (2019). Wohar, Mark ; Plastun, Alex ; GUPTA, RANGAN ; Sibande, Xolani. In: Working Papers. RePEc:pre:wpaper:201902. Full description at Econpapers || Download paper | 8 |
35 | 2020 | Investor Happiness and Predictability of the Realized Volatility of Oil Price. (2020). GUPTA, RANGAN ; Pierdzioch, Christian ; Gkillas, Konstantinos ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:202009. Full description at Econpapers || Download paper | 8 |
36 | 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 | 8 |
37 | 2020 | The Impacts of Structural Oil Shocks on Macroeconomic Uncertainty: Evidence from a Large Panel of 55 Countries. (2020). GUPTA, RANGAN ; Ji, Qiang ; Sheng, Xin. In: Working Papers. RePEc:pre:wpaper:202024. Full description at Econpapers || Download paper | 7 |
38 | 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 | 7 |
39 | 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 |
40 | 2015 | Seasonality and Fractional Integration in the Sea Level Rise and Surface Temperature Data along the Barrier Coast of Nigeria. (2015). Yaya, OlaOluwa ; GUPTA, RANGAN ; Gil-Alana, Luis ; Fashae, Oluwatoyin A.. In: Working Papers. RePEc:pre:wpaper:201520. Full description at Econpapers || Download paper | 7 |
41 | 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 | 7 |
42 | 2018 | A Wavelet Analysis of the Relationship between Oil and Natural Gas Prices. (2018). Tiwari, Aviral ; Mukherjee, Zinnia ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:201831. Full description at Econpapers || Download paper | 7 |
43 | 2016 | LPPLS Bubble Indicators over Two Centuries of the S&P 500 Index. (2016). Yetkiner, Ibrahim ; Ozdemir, Zeynel ; GUPTA, RANGAN ; Balcilar, Mehmet ; Sornette, Didier ; Zhang, Qunzhi . In: Working Papers. RePEc:pre:wpaper:201606. Full description at Econpapers || Download paper | 7 |
44 | 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 | 7 |
45 | 2018 | Measuring Co-Dependencies of Economic Policy Uncertainty in Latin American Countries using Vine Copulas. (2018). Tiwari, Aviral ; Pradhan, Ashis ; GUPTA, RANGAN ; Cekin, Semih Emre. In: Working Papers. RePEc:pre:wpaper:201867. Full description at Econpapers || Download paper | 7 |
46 | 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 | 7 |
47 | 2017 | The Effect of Education on a Countryââ¬â¢s 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 | 6 |
48 | 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 | 6 |
49 | 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 | 6 |
50 | 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 | 6 |
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2020 | Dynamic Connectedness And Spillovers Across Sectors: Evidence From The Indian Stock Market. (2020). Marfatia, Hardik ; Gabauer, David ; Chatziantoniou, Ioannis. In: Working Papers in Economics & Finance. RePEc:pbs:ecofin:2020-04. Full description at Econpapers || Download paper | |
2020 | Sentiment and Financial Market Connectedness: The Role of Investor Happiness. (2020). GUPTA, RANGAN ; Gabauer, David ; Demirer, Riza ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202022. Full description at Econpapers || Download paper | |
2020 | Forecasting economic policy uncertainty of BRIC countries using Bayesian VARs. (2020). GUPTA, RANGAN ; Sun, Xiaojin. In: Economics Letters. RePEc:eee:ecolet:v:186:y:2020:i:c:s0165176519303386. Full description at Econpapers || Download paper | |
2020 | Are Uncertainties across the World Convergent?. (2020). GUPTA, RANGAN ; G̮̦zg̮̦r, Giray ; Marco, Chi Keung ; Christou, Christina. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00608. Full description at Econpapers || Download paper | |
2020 | Graph theory-based network analysis of regional uncertainties of the US Economy. (2020). Lau, Chi Keung ; GUPTA, RANGAN ; Sheng, Xin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:540:y:2020:i:c:s0378437119317315. Full description at Econpapers || Download paper | |
2020 | Spillovers across macroeconomic, financial and real estate uncertainties: A time-varying approach. (2020). GUPTA, RANGAN ; Gabauer, David. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:52:y:2020:i:c:p:167-173. Full description at Econpapers || Download paper | |
2020 | Return Connectedness across Asset Classes around the COVID-19 Outbreak. (2020). GUPTA, RANGAN ; Gabauer, David ; Cepni, Oguzhan ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202047. Full description at Econpapers || Download paper | |
2020 | Research on the Time-Varying Impact of Economic Policy Uncertainty on Crude Oil Price Fluctuation. (2020). Li, Tinghui ; Failler, Pierre ; Xu, Dilong ; Feng, Yanhong . In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:16:p:6523-:d:398132. Full description at Econpapers || Download paper | |
2020 | Spillover among financial, industrial and consumer uncertainties. The case of EU member states. (2020). Ã
Å¡miech, SÃ
âawomir ; Hussain, Syed Jawad ; Papie, Monika. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301411. Full description at Econpapers || Download paper | |
2020 | Spillover of sentiment in the European Union: Evidence from time- and frequency-domains. (2020). Tiwari, Aviral ; Plakandaras, Vasilios ; GUPTA, RANGAN ; Ji, Qiang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:68:y:2020:i:c:p:105-130. Full description at Econpapers || Download paper | |
2020 | Uncovering the global network of economic policy uncertainty. (2020). Zhao, Wan-Li ; Marfatia, Hardik ; Ji, Qiang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531919311845. Full description at Econpapers || Download paper | |
2020 | Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities. (2020). Sosvilla-Rivero, Simon ; Fernandez-Perez, Adrian ; Andrada-Felix, Julian. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:67:y:2020:i:c:s1042443120301037. Full description at Econpapers || Download paper | |
2020 | Time-Varying Spillovers between Housing Sentiment and Housing Market in the United States. (2020). GUPTA, RANGAN ; Gabauer, David ; Andre, Christophe. In: Working Papers. RePEc:pre:wpaper:202091. Full description at Econpapers || Download paper | |
2020 | Dynamic connectedness and portfolio strategies: Energy and metal markets. (2020). Takin, Dilvin ; Cagli, Efe Aglar ; Mandaci, Pinar Evrim. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720301008. Full description at Econpapers || Download paper | |
2020 | From CIP-deviations to a market for risk premia: A dynamic investigation of cross-currency basis swaps. (2020). Gabauer, David ; Chatziantoniou, Ioannis ; Stenfors, Alexis. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:69:y:2020:i:c:s1042443120301293. Full description at Econpapers || Download paper | |
2020 | Frequency volatility connectedness across different industries in China. (2020). Tiwari, Aviral ; Aijo, Janne ; Piljak, Vanja ; Jiang, Junhua. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s1544612319302910. Full description at Econpapers || Download paper | |
2020 | Connectedness Among Economic Policy Uncertainties: Evidence from the Time and Frequency Domain Perspectives. (2020). Huiwen, Zou ; Jinxin, Cui. In: Journal of Systems Science and Information. RePEc:bpj:jossai:v:8:y:2020:i:5:p:401-433:n:2. Full description at Econpapers || Download paper | |
2020 | . Full description at Econpapers || Download paper | |
2020 | Oil shocks and volatility jumps. (2020). GUPTA, RANGAN ; Wohar, Mark E ; Gkillas, Konstantinos. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:54:y:2020:i:1:d:10.1007_s11156-018-00788-y. Full description at Econpapers || Download paper | |
2020 | Jumps in Geopolitical Risk and the Cryptocurrency Market: The Singularity of Bitcoin. (2020). GUPTA, RANGAN ; Bouri, Elie ; Vo, Xuan Vinh. In: Working Papers. RePEc:pre:wpaper:202015. Full description at Econpapers || Download paper | |
2020 | Do natural disasters and geopolitical risks matter for cross-border country exchange-traded fund returns?. (2020). Lee, Chien-Chiang ; Chen, Mei-Ping. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819303183. Full description at Econpapers || Download paper | |
2020 | Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss. (2020). Pierdzioch, Christian ; GUPTA, RANGAN ; Gkillas, Konstantinos. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:104:y:2020:i:c:s0261560619300075. Full description at Econpapers || Download paper | |
2020 | Geopolitical risk and corporate cash holdings in the shipping industry. (2020). Maneenop, Sakkakom ; Kotcharin, Suntichai. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:136:y:2020:i:c:s1366554519308816. Full description at Econpapers || Download paper | |
2020 | Hedging geopolitical risk with precious metals. (2020). Smales, Lee ; Baur, Dirk G. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:117:y:2020:i:c:s037842662030090x. Full description at Econpapers || Download paper | |
2020 | Gold-oil dependence dynamics and the role of geopolitical risks: Evidence from a Markov-switching time-varying copula model. (2020). Tiwari, Aviral ; GUPTA, RANGAN ; Gkillas, Konstantinos ; Aye, Goodness C. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320300876. Full description at Econpapers || Download paper | |
2020 | Do Asian emerging stock markets react to international economic policy uncertainty and geopolitical risk alike? A quantile regression approach. (2020). Das, Debojyoti ; Kannadhasan, M. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612318305014. Full description at Econpapers || Download paper | |
2020 | The effects of geopolitical risks on the stock dynamics of Chinas rare metals: A TVP-VAR analysis. (2020). Chen, Jin-Yu ; Huang, Jian-Bai ; Zhou, Mei-Jing. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420719309183. Full description at Econpapers || Download paper | |
2020 | Geopolitical Risks and Historical Exchange Rate Volatility of the BRICS. (2020). Salisu, Afees ; GUPTA, RANGAN ; Cunado, Juncal. In: Working Papers. RePEc:pre:wpaper:2020105. Full description at Econpapers || Download paper | |
2020 | Predicting firm-level volatility in the United States: the role of monetary policy uncertainty. (2020). Kyei, Clement ; GUPTA, RANGAN ; Demirer, Riza ; Clance, Matthew. In: Economics and Business Letters. RePEc:ove:journl:aid:14497. Full description at Econpapers || Download paper | |
2020 | The Role of Global Economic Conditions in Forecasting Gold Market Volatility: Evidence from a GARCH-MIDAS Approach. (2020). Salisu, Afees ; Bouri, Elie ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202043. Full description at Econpapers || Download paper | |
2020 | Forecasting Oil Volatility Using a GARCH-MIDAS Approach: The Role of Global Economic Conditions. (2020). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202051. Full description at Econpapers || Download paper | |
2020 | Does financial development have a non-linear impact on energy consumption? Evidence from 30 provinces in China. (2020). Gong, XU ; Wang, You. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320301857. Full description at Econpapers || Download paper | |
2020 | The role of global economic conditions in forecasting gold market volatility: Evidence from a GARCH-MIDAS approach. (2020). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie ; Ji, Qiang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920307273. Full description at Econpapers || Download paper | |
2020 | The Functioning of the Real Estate Market: Dynamics of Price Formation and the Sale of Apartments. (2020). Wolniak, Radoslaw ; Olkiewicz, Anna ; Szymczewska, Marta. In: European Research Studies Journal. RePEc:ers:journl:v:xxiii:y:2020:i:2:p:281-307. Full description at Econpapers || Download paper | |
2020 | Dynamic and frequency-domain spillover among economic policy uncertainty, stock and housing markets in China. (2020). Xia, Tongshui ; Geng, Jiang-Bo ; Yao, Chen-Xi. In: International Review of Financial Analysis. RePEc:eee:finana:v:67:y:2020:i:c:s1057521919303126. Full description at Econpapers || Download paper | |
2020 | Multi-scale interactions between economic policy uncertainty and oil prices in time-frequency domains. (2020). Li, Jianping ; Wang, Jun ; Chen, Xiuwen ; Sun, Xiaolei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302456. Full description at Econpapers || Download paper | |
2020 | Spillovers among sovereign CDS, stock and commodity markets: A correlation network perspective. (2020). Li, Jianping ; Yao, Yanzhen ; Wang, Jun ; Sun, Xiaolei. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521918304599. Full description at Econpapers || Download paper | |
2020 | The impact of financial contagion on real economy-An empirical research based on combination of complex network technology and spatial econometrics model. (2020). Li, Yali ; Hao, Aimin ; Chen, Xiurong. In: PLOS ONE. RePEc:plo:pone00:0229913. Full description at Econpapers || Download paper | |
2020 | The impact of quantitative easing and carry trade on the real estate market in Hong Kong. (2020). Li, Kui-Wai ; Tsukuda, Yoshihiko ; Shimada, Junji ; Miyakoshi, Tatsuyoshi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:958-976. Full description at Econpapers || Download paper | |
2020 | Price and volatility linkages between international REITs and oil markets. (2020). Soytas, Ugur ; GUPTA, RANGAN ; Gormus, Alper ; Nazlioglu, Saban. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301195. Full description at Econpapers || Download paper | |
2020 | Dynamic Impact of Unconventional Monetary Policy on International REITs. (2020). GUPTA, RANGAN ; Marfatia, Hardik A ; Lesame, Keagile. In: Working Papers. RePEc:pre:wpaper:202020. Full description at Econpapers || Download paper | |
2020 | Cross-country evidence on the relationship between regulations and the development of the life insurance sector. (2020). Pasiouras, Fotios ; HASAN, IFTEKHAR ; Gaganis, Chrysovalantis. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:256-272. Full description at Econpapers || Download paper | |
2020 | Monetary Policy Uncertainty Spillovers in Time- and Frequency-Domains. (2020). Lau, Chi Keung ; GUPTA, RANGAN ; Sheng, Xin ; Nel, Jacobus A ; Marco, Chi Keung. In: Working Papers. RePEc:pre:wpaper:202005. Full description at Econpapers || Download paper | |
2020 | Analysing the Impact of Brexit on Global Uncertainty Using Functional Linear Regression with Point of Impact: The Role of Currency and Equity Markets. (2020). GUPTA, RANGAN ; DAS, SONALI ; Mangisa, Siphumlile. In: Working Papers. RePEc:pre:wpaper:202012. Full description at Econpapers || Download paper | |
2020 | Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions. (2020). Antonakakis, Nikolaos ; Gabauer, David ; Chatziantoniou, Ioannis. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:4:p:84-:d:349823. Full description at Econpapers || Download paper | |
2020 | Asymmetric volatility spillovers between international economic policy uncertainty and the U.S. stock market. (2020). Yin, Libo ; Wang, Ziwei ; He, Feng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819303055. Full description at Econpapers || Download paper | |
2020 | Monetary policy uncertainty spillovers in time and frequency domains. (2020). Lau, Chi Keung ; GUPTA, RANGAN ; Sheng, Xin ; Nel, Jacobus A ; Marco, Chi Keung. In: Journal of Economic Structures. RePEc:spr:jecstr:v:9:y:2020:i:1:d:10.1186_s40008-020-00219-z. Full description at Econpapers || Download paper | |
2020 | Analyzing time-varying volatility spillovers between the crude oil markets using a new method. (2020). Gong, XU ; Liu, Tangyong. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988320300505. Full description at Econpapers || Download paper | |
2020 | Does economic policy uncertainty drive the dynamic connectedness between oil price shocks and gold price?. (2020). Ajmi, Ahdi Noomen ; Youssef, Manel ; Hammoudeh, Shawkat ; Mokni, Khaled. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308515. Full description at Econpapers || Download paper | |
2020 | Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin. (2020). Å iraÅová, Mária ; Molnár, Peter ; Lyócsa, Å tefan ; Iraova, Maria ; Plihal, Toma ; Molnar, Peter. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:119:y:2020:i:c:s0165188920301482. Full description at Econpapers || Download paper | |
2020 | Bitcoin and Global Political Uncertainty âââ‰â¬Å Evidence from the U.S. Election Cycle. (2020). Burggraf, Tobias. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00047. Full description at Econpapers || Download paper | |
2020 | Risk Spillover between Bitcoin and Conventional Financial Markets: An Expectile-Based Approach. (2020). GUPTA, RANGAN ; Bouri, Elie ; Zhang, Yue-Jun. In: Working Papers. RePEc:pre:wpaper:202027. Full description at Econpapers || Download paper | |
2020 | Is Bitcoin a currency, a technology-based product, or something else?. (2020). White, Reilly ; Walsh, Steven ; Islam, Nazrul ; Marinakis, Yorgos. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:151:y:2020:i:c:s0040162519301337. Full description at Econpapers || Download paper | |
2020 | Price clustering in Bitcoin marketââ¬âAn extension. (2020). Xu, Chong ; Li, Shenghong. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318305907. Full description at Econpapers || Download paper | |
2020 | Fancy Bitcoin and conventional financial assets: Measuring market integration based on connectedness networks. (2020). Shen, Yifan ; Yang, Mengying ; Zeng, Ting. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:209-220. Full description at Econpapers || Download paper | |
2020 | Crude oil price and cryptocurrencies: Evidence of volatility connectedness and hedging strategy. (2020). Lin, Boqiang ; Okorie, David. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988320300426. Full description at Econpapers || Download paper | |
2020 | Are natural resources a blessing or a curse for financial development in Pakistan? The importance of oil prices, economic growth and economic globalization. (2020). Roubaud, David ; Lahiani, Amine ; Nawaz, Kishwar ; Atil, Ahmed . In: Resources Policy. RePEc:eee:jrpoli:v:67:y:2020:i:c:s0301420719309195. Full description at Econpapers || Download paper | |
2020 | Does bitcoin co-move and share risk with Sukuk and world and regional Islamic stock markets? Evidence using a time-frequency approach. (2020). Sensoy, Ahmet ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed ; Maitra, Debasish ; Ur, Mobeen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531919307822. Full description at Econpapers || Download paper | |
2020 | Diversification in the age of the 4th industrial revolution: The role of artificial intelligence, green bonds and cryptocurrencies. (2020). Hille, Erik ; Nasir, Muhammad Ali ; Duc, Toan Luu. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:159:y:2020:i:c:s0040162520310143. Full description at Econpapers || Download paper | |
2020 | Bitcoinââ¬âA hype or digital gold? Global evidence. (2020). Uddin, Md Akther ; Masih, Abul ; Ali, Md Hakim. In: Australian Economic Papers. RePEc:bla:ausecp:v:59:y:2020:i:3:p:215-231. Full description at Econpapers || Download paper | |
2020 | Multifractal behavior in return and volatility series of Bitcoin and gold in comparison. (2020). Chen, Hongzhuan ; Telli, Ahin. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:139:y:2020:i:c:s0960077920303933. Full description at Econpapers || Download paper | |
2020 | Quantile spillovers and dependence between Bitcoin, equities and strategic commodities. (2020). Chevallier, Julien ; Guesmi, Khaled ; Abid, Ilyes ; Urom, Christian. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:230-258. Full description at Econpapers || Download paper | |
2020 | Structural breaks and trend awareness-based interaction in crypto markets. (2020). Chen, Hongzhuan ; Telli, Ahin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:558:y:2020:i:c:s0378437120304726. Full description at Econpapers || Download paper | |
2020 | Dynamic interdependence of cryptocurrency markets: An analysis across time and frequency. (2020). Bouri, Elie ; Saeed, Tareq ; Aftab, Muhammad ; Qureshi, Saba. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:559:y:2020:i:c:s0378437120305641. Full description at Econpapers || Download paper | |
2020 | Measuring quantile dependence and testing directional predictability between Bitcoin, altcoins and traditional financial assets. (2020). Corbet, Shaen ; Marco, Chi Keung ; Katsiampa, Paraskevi. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920302155. Full description at Econpapers || Download paper | |
2020 | Studying the properties of the Bitcoin as a diversifying and hedging asset through a copula analysis: Constant and time-varying. (2020). Benito, Sonia ; Garcia-Jorcano, Laura. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920300192. Full description at Econpapers || Download paper | |
2020 | Attention allocation and international stock return comovement: Evidence from the Bitcoin market. (2020). Li, Xiao ; Hu, Yitong ; Shen, Dehua. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920304992. Full description at Econpapers || Download paper | |
2020 | Economic policy uncertainty and the Bitcoin-US stock nexus. (2020). Vo, Xuan Vinh ; Ajmi, Ahdi Noomen ; Bouri, Elie ; Mokni, Khaled. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:57-58:y:2020:i::s1042444x20300451. Full description at Econpapers || Download paper | |
2020 | The Impacts of Structural Oil Shocks on Macroeconomic Uncertainty: Evidence from a Large Panel of 55 Countries. (2020). GUPTA, RANGAN ; Ji, Qiang ; Sheng, Xin. In: Working Papers. RePEc:pre:wpaper:202024. Full description at Econpapers || Download paper | |
2020 | Realized Measures to Explain Volatility Changes over Time. (2020). Tsagkanos, Athanasios ; Konstantatos, Christoforos ; Gkillas, Konstantinos ; Floros, Christos. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:6:p:125-:d:371152. Full description at Econpapers || Download paper | |
2020 | Investor Happiness and Predictability of the Realized Volatility of Oil Price. (2020). Pierdzioch, Christian ; GUPTA, RANGAN ; Gkillas, Konstantinos ; Bonato, Matteo. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:10:p:4309-:d:362539. Full description at Econpapers || Download paper | |
2020 | OPEC News and Jumps in the Oil Market. (2020). Yoon, Seong-Min ; Pierdzioch, Christian ; GUPTA, RANGAN ; Gkillas, Konstantinos. In: Working Papers. RePEc:pre:wpaper:202053. Full description at Econpapers || Download paper | |
2020 | The impacts of structural oil shocks on macroeconomic uncertainty: Evidence from a large panel of 45 countries. (2020). GUPTA, RANGAN ; Sheng, Xin ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302802. Full description at Econpapers || Download paper | |
2020 | The Impact of Economic Policy Uncertainty on Real Estate Development in China. (2020). Wu, Gaoqiang ; Li, Miao. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:10:y:2020:i:4:f:10_4_2. Full description at Econpapers || Download paper | |
2020 | Testing the efficacy of the economic policy uncertainty index on tourism demand in USMCA: Theory and evidence. (2020). Ongan, Serdar ; Sirakaya-Turk, Ercan ; Iak, Cem. In: Tourism Economics. RePEc:sae:toueco:v:26:y:2020:i:8:p:1344-1357. Full description at Econpapers || Download paper | |
2020 | The effect of economic policy uncertainty on Chinaâs housing market. (2020). Ning, Shao-Lin ; Lin, Wen-Yuan ; Huang, Wei-Ling . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940818301700. Full description at Econpapers || Download paper | |
2020 | Cryptocurrencies and stock market indices. Are they related?. (2020). Gil-Alana, Luis ; Romero, Maria Fatima ; Aikins, Emmanuel Joel. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919303472. Full description at Econpapers || Download paper | |
2020 | Testing for herding in the cryptocurrency market. (2020). Drakos, Konstantinos ; Ballis, Antonis. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319301643. Full description at Econpapers || Download paper | |
2020 | Cryptocurrencies: Herding and the transfer currency. (2020). Stockl, Sebastian ; Kaiser, Lars. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319302636. Full description at Econpapers || Download paper | |
2020 | Signal-herding in cryptocurrencies. (2020). Tziogkidis, Panagiotis ; Philippas, Dionisis ; Rjiba, Hatem. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:65:y:2020:i:c:s1042443120300755. Full description at Econpapers || Download paper | |
2020 | Do Tense Geopolitical Factors Drive Crude Oil Prices?. (2020). Albitar, Khaldoon ; Zhong, Junhao ; Huang, Zhehao ; Li, Fen. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:16:p:4277-:d:400712. Full description at Econpapers || Download paper | |
2020 | A new perspective into the relationship between CEO pay and firm performance: evidence from Nigeriaââ¬â¢s listed firms. (2020). Olaniyi, Clement ; Olayeni, Olaolu. In: Journal of Social and Economic Development. RePEc:spr:jsecdv:v:22:y:2020:i:2:d:10.1007_s40847-020-00103-3. Full description at Econpapers || Download paper | |
2020 | Oil price jumps and the uncertainty of oil supplies in a geopolitical perspective: The role of OPECâs spare capacity. (2020). Selmi, Refk ; bouoiyour, jamal ; Miftah, Amal. In: International Economics. RePEc:eee:inteco:v:164:y:2020:i:c:p:18-35. Full description at Econpapers || Download paper | |
2020 | The Dynamics of U.S. REITs Returns to Uncertainty Shocks: A Proxy SVAR Approach. (2020). GUPTA, RANGAN ; Wohar, Mark E ; Dul, Wiehan ; Cepni, Oguzhan. In: Working Papers. RePEc:pre:wpaper:202001. Full description at Econpapers || Download paper | |
2020 | Is there a National Housing Market Bubble Brewing in the United States?. (2020). GUPTA, RANGAN ; Ma, Jun ; Wohar, Mark E ; Theodoridis, Konstantinos. In: Working Papers. RePEc:pre:wpaper:202023. Full description at Econpapers || Download paper | |
2020 | Return and Volatility Transmission between World-Leading and Latin American Stock Markets: Portfolio Implications. (2020). Wong, Wing-Keung ; Ali, Shoaib ; Yousaf, Imran. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:7:p:148-:d:381691. Full description at Econpapers || Download paper | |
2020 | Information Asymmetry and firm value: Is Vietnam different?. (2020). Huynh, Toan ; Wu, Junjie ; Duc, Toan Luu ; Duong, An Trong. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:21:y:2020:i:c:s1703494919300866. Full description at Econpapers || Download paper | |
2020 | The U.S. term structure and return volatility in emerging stock markets. (2020). Demirer, Riza ; Yuksel, Aydin. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:44:y:2020:i:4:d:10.1007_s12197-020-09511-x. Full description at Econpapers || Download paper | |
2020 | Modelling asymmetric market volatility with univariate GARCH models: Evidence from Nasdaq-100. (2020). Ajayi, Richard ; Aliyev, Fuzuli ; Gasim, Nijat. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:22:y:2020:i:c:s1703494920300141. Full description at Econpapers || Download paper | |
2020 | Bayesian sequential stock return prediction through copulas. (2020). Frey, Christoph ; Virbickait, Audron ; Macedo, Demian N. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:22:y:2020:i:c:s1703494920300207. Full description at Econpapers || Download paper | |
2020 | A Note on the Time-Varying Impact of Global, Region- and Country-Specific Uncertainties on the Volatility of International Trade. (2020). GUPTA, RANGAN ; Gul, Seluk . In: Working Papers. RePEc:pre:wpaper:202025. Full description at Econpapers || Download paper | |
2020 | Point and Density Forecasting of Macroeconomic and Financial Uncertainties of the United States. (2020). Salisu, Afees ; Ogbonna, Ahamuefula ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:202058. Full description at Econpapers || Download paper | |
2020 | The Impact of Uncertainty Shocks in South Africa: The Role of Financial Regimes. (2020). Kisten, Theshne ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:202046. Full description at Econpapers || Download paper | |
2020 | Time-Varying impact of uncertainty shocks on macroeconomic variables of the united kingdom: Evidence from over 150 years of monthly data. (2020). GUPTA, RANGAN ; Gabauer, David ; Christou, Christina. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s1544612319309936. Full description at Econpapers || Download paper | |
2020 | Dynamic co-movement between oil and stock markets in oil-importing and oil-exporting countries: Two types of wavelet analysis. (2020). Yoon, Seong-Min ; Jiang, Zhuhua. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320301754. Full description at Econpapers || Download paper | |
2020 | Trade uncertainties and the hedging abilities of Bitcoin. (2020). GUPTA, RANGAN ; Bouri, Elie ; Gkillas, Konstantinos. In: Economic Notes. RePEc:bla:ecnote:v:49:y:2020:i:3:n:e12173. Full description at Econpapers || Download paper | |
2020 | The relationship between monetary policy and uncertainty in advanced economies: Evidence from time- and frequency-domains. (2020). Tiwari, Aviral ; GUPTA, RANGAN ; Hkiri, Besma ; Ekin, Semih Emre. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:78:y:2020:i:c:p:70-87. Full description at Econpapers || Download paper | |
2020 | Okuns Law: Copula-based Evidence from G7 Countries. (2020). Stavrakoudis, Athanassios ; Benos, Nikos. In: MPRA Paper. RePEc:pra:mprapa:103318. Full description at Econpapers || Download paper | |
2020 | Predictability of GCC stock returns: The role of geopolitical risk and crude oil returns. (2020). Vo, Xuan Vinh ; Bouri, Elie ; Alqahtani, Abdullah. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:68:y:2020:i:c:p:239-249. Full description at Econpapers || Download paper | |
2020 | Can Bitcoin hedge the risks of geopolitical events?. (2020). Albu, Lucian ; Umar, Muhammad ; Shao, Xue-Feng ; Tao, Ran ; Qin, Meng ; Su, Chi-Wei. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:159:y:2020:i:c:s0040162520310088. Full description at Econpapers || Download paper | |
2020 | Forecasting volatility and co-volatility of crude oil and gold futures: Effects of leverage, jumps, spillovers, and geopolitical risks. (2020). McAleer, Michael ; GUPTA, RANGAN ; Asai, Manabu. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:933-948. Full description at Econpapers || Download paper | |
2020 | Investor Happiness and Predictability of the Realized Volatility of Oil Price. (2020). GUPTA, RANGAN ; Pierdzioch, Christian ; Gkillas, Konstantinos ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:202009. Full description at Econpapers || Download paper | |
2020 | Coronavirus and oil price crash. (2020). Albulescu, Claudiu. In: Working Papers. RePEc:hal:wpaper:hal-02507184. Full description at Econpapers || Download paper | |
2020 | Infectious Diseases, Market Uncertainty and Oil Market Volatility. (2020). GUPTA, RANGAN ; Demirer, Riza ; Pierdzioch, Christian ; Bouri, Elie. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:16:p:4090-:d:395806. Full description at Econpapers || Download paper | |
2020 | Effect of Rare Disaster Risks on Crude Oil: Evidence from El Nino from Over 140 Years of Data. (2020). Demirer, Riza ; Nel, Jacobus ; Gupta, Rangan ; Pierdzioch, Christian. In: Working Papers. RePEc:pre:wpaper:2020104. Full description at Econpapers || Download paper | |
2020 | Coronavirus (COVID-19) â An epidemic or pandemic for financial markets. (2020). Rizvi, Syed Aun R. ; Alam, Nafis ; Aun, Syed ; Ali, Mohsin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635020301350. Full description at Econpapers || Download paper | |
2020 | The predictive power of oil price shocks on realized volatility of oil: A note. (2020). Shahzad, Syed Jawad Hussain ; GUPTA, RANGAN ; Demirer, Riza ; Hussain, Syed Jawad ; Pierdzioch, Christian. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308874. Full description at Econpapers || Download paper | |
2020 | Evolution of Price Effects After One-Day of Abnormal Returns in the US Stock Market. (2020). Plastun, Alex ; GUPTA, RANGAN ; Sibande, Xolani ; Wohar, Mark E. In: Working Papers. RePEc:pre:wpaper:202016. Full description at Econpapers || Download paper | |
2020 | Historical evolution of monthly anomalies in international stock markets. (2020). Plastun, Alex ; GUPTA, RANGAN ; Wohar, Mark E ; Sibande, Xolani. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919307743. Full description at Econpapers || Download paper | |
2020 | Price gap anomaly in the US stock market: The whole story. (2020). Plastun, Alex ; GUPTA, RANGAN ; Wohar, Mark E ; Sibande, Xolani. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300747. Full description at Econpapers || Download paper | |
2020 | Oil price uncertainty and movements in the US government bond risk premia. (2020). Wang, Shixuan ; GUPTA, RANGAN ; Balcilar, Mehmet ; Wohar, Mark E. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819301330. Full description at Econpapers || Download paper | |
2020 | The role of an aligned investor sentiment index in predicting bond risk premia of the U.S. (2020). GUPTA, RANGAN ; Epni, Ouzhan ; Wohar, Mark E ; Guney, Ethem I. In: Journal of Financial Markets. RePEc:eee:finmar:v:51:y:2020:i:c:s1386418120300100. Full description at Econpapers || Download paper | |
2020 | A Note on Oil Price Shocks and the Forecastability of Gold Realized Volatility. (2020). GUPTA, RANGAN ; Demirer, Riza ; Hussain, Syed Jawad ; Pierdzioch, Christian. In: Working Papers. RePEc:pre:wpaper:202010. Full description at Econpapers || Download paper | |
2020 | Integration between real estate and stock markets: new evidence from Pakistan. (2020). Ali, Shoaib ; Yousaf, Imran. In: International Journal of Housing Markets and Analysis. RePEc:eme:ijhmap:ijhma-01-2020-0001. Full description at Econpapers || Download paper | |
2020 | Bitcoin and gold price returns: A quantile regression and NARDL analysis. (2020). Sierra, Karen ; Tolentino, Marta ; De, Maria ; Jareo, Francisco. In: Resources Policy. RePEc:eee:jrpoli:v:67:y:2020:i:c:s0301420719309985. Full description at Econpapers || Download paper | |
2020 | Inequality and gender inclusion: Minimum ICT policy thresholds for promoting female employment in Sub-Saharan Africa. (2020). Odhiambo, Nicholas ; Asongu, Simplice. In: Telecommunications Policy. RePEc:eee:telpol:v:44:y:2020:i:4:s0308596119302976. Full description at Econpapers || Download paper | |
2020 | Inequality Thresholds, Governance and Gender Economic Inclusion in sub-Saharan Africa. (2020). Odhiambo, Nicholas ; Asongu, Simplice. In: MPRA Paper. RePEc:pra:mprapa:101100. Full description at Econpapers || Download paper | |
2020 | Insurance Policy Thresholds for Economic Growth in Africa. (2020). Odhiambo, Nicholas ; Asongu, Simplice. In: The European Journal of Development Research. RePEc:pal:eurjdr:v:32:y:2020:i:3:d:10.1057_s41287-019-00234-2. Full description at Econpapers || Download paper | |
2020 | Inequality, Finance and Renewable Energy Consumption in Sub-Saharan Africa. (2020). Odhiambo, Nicholas ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/084. Full description at Econpapers || Download paper | |
2020 | Inequality, Finance and Renewable Energy Consumption in Sub-Saharan Africa. (2020). Odhiambo, Nicholas ; Asongu, Simplice. In: Working Papers. RePEc:exs:wpaper:20/084. Full description at Econpapers || Download paper | |
2020 | Inequality, Finance and Renewable Energy Consumption in Sub-Saharan Africa. (2020). Asongu, Simplice ; Odhiambo, Nicholas M. In: Research Africa Network Working Papers. RePEc:abh:wpaper:20/084. Full description at Econpapers || Download paper | |
2020 | Drivers of income inequality in Africa: Does institutional quality matter?. (2020). Bokpin, Godfred Alufar ; Kunawotor, Mark Edem ; Barnor, Charles . In: African Development Review. RePEc:bla:afrdev:v:32:y:2020:i:4:p:718-729. Full description at Econpapers || Download paper | |
2020 | Inequality, Finance and Renewable Energy Consumption in Sub-Saharan Africa. (2020). Odhiambo, Nicholas ; Asongu, Simplice. In: MPRA Paper. RePEc:pra:mprapa:107510. Full description at Econpapers || Download paper | |
2020 | A Note on Investor Happiness and the Predictability of Realized Volatility of Gold. (2020). GUPTA, RANGAN ; Pierdzioch, Christian ; Gkillas, Konstantinos ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:202004. Full description at Econpapers || Download paper | |
2020 | Moments-based spillovers across gold and oil markets. (2020). Lau, Chi Keung ; GUPTA, RANGAN ; Bonato, Matteo ; Wang, Shixuan ; Marco, Chi Keung. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301390. Full description at Econpapers || Download paper | |
2020 | Investors Uncertainty and Forecasting Stock Market Volatility. (2020). GUPTA, RANGAN ; Liu, Rui Peng. In: Working Papers. RePEc:pre:wpaper:202090. Full description at Econpapers || Download paper | |
2020 | Gold as a hedge against oil shocks: Evidence from new datasets for oil shocks. (2020). Salisu, Afees ; Adediran, Idris. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719309377. Full description at Econpapers || Download paper | |
2020 | The Role of Investor Sentiment in Forecasting Housing Returns in China: A Machine Learning Approach. (2020). GUPTA, RANGAN ; Onay, Yigit ; Cepni, Oguzhan. In: Working Papers. RePEc:pre:wpaper:202055. Full description at Econpapers || Download paper | |
2020 | The Role of Oil and Risk Shocks in the High-Frequency Movements of the Term Structure of Interest Rates of the United States. (2020). GUPTA, RANGAN ; Subramaniam, Sowmya ; Sheng, Xin ; Hussain, Syed Jawad. In: Working Papers. RePEc:pre:wpaper:202063. Full description at Econpapers || Download paper | |
2020 | High-Frequency Movements of the Term Structure of Interest Rates of the United States: The Role of Oil Market Uncertainty. (2020). Kyei, Clement ; GUPTA, RANGAN ; Subramaniam, Sowmya ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202085. Full description at Econpapers || Download paper | |
2020 | Macro factors and the realized volatility of commodities: A dynamic network analysis. (2020). Zhang, Dayong ; Wei, Lijian ; Ji, Qiang ; Hu, Min. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720303718. Full description at Econpapers || Download paper | |
2020 | Forecasting Realized Volatility of Bitcoin: The Role of the Trade War. (2020). GUPTA, RANGAN ; Pierdzioch, Christian ; Gkillas, Konstantinos ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202003. Full description at Econpapers || Download paper | |
2020 | Good vibes only: The crypto-optimistic behavior. (2020). Caferra, Rocco. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303348. Full description at Econpapers || Download paper | |
2020 | Bitcoins innovative aspects, return volatility and uncertainty shocks. (2020). Frascaroli, Bruno Ferreira. In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:7:y:2020:i:3:p:224-245. Full description at Econpapers || Download paper | |
2020 | Contagion effects and risk transmission channels in the housing, stock, interest rate and currency markets: An Empirical Study in China and the U.S.. (2020). Zong, LU ; Wang, Peiwan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940819302864. Full description at Econpapers || Download paper | |
2020 | Financial implications of fourth industrial revolution: Can bitcoin improve prospects of energy investment?. (2020). Umar, Muhammad ; Tao, Ran ; Qin, Meng ; Su, Chi-Wei. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:158:y:2020:i:c:s0040162520310040. Full description at Econpapers || Download paper | |
2020 | Gold, platinum, and expected Bitcoin returns. (2020). Wang, Mei ; Burggraf, Tobias ; Duc, Toan Luu. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:56:y:2020:i:c:s1042444x20300177. Full description at Econpapers || Download paper | |
2020 | Does Quantitative Easing Affect Peopleââ¬â¢s Personal Financial Situation and Economic Inequality? The View of the German Population. (2020). Hayo, Bernd. In: MAGKS Papers on Economics. RePEc:mar:magkse:202023. Full description at Econpapers || Download paper | |
2020 | Oil-Price Uncertainty and the U.K. Unemployment Rate: A Forecasting Experiment with Random Forests Using 150 Years of Data. (2020). Salisu, Afees ; Pierdzioch, Christian ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:202095. Full description at Econpapers || Download paper | |
2020 | Behavioural Finance at Home: Testing Deviations of House Prices from their Fundamental Values. (2020). Lake, A. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:20104. Full description at Econpapers || Download paper | |
2020 | Forecasting Realized Stock-Market Volatility: Do Industry Returns have Predictive Value?. (2020). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza. In: Working Papers. RePEc:pre:wpaper:2020107. Full description at Econpapers || Download paper | |
2020 | US non-linear causal effects on global equity indices in Normal times versus unconventional eras. (2020). Tzeremes, Panayiotis ; Kyriazis, Ikolaos A ; Papadamou, Stephanos. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:17:y:2020:i:2:d:10.1007_s10368-019-00457-y. Full description at Econpapers || Download paper |
Year | Citing document | |
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2020 | The impacts of structural oil shocks on macroeconomic uncertainty: Evidence from a large panel of 45 countries. (2020). GUPTA, RANGAN ; Sheng, Xin ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302802. Full description at Econpapers || Download paper | |
2020 | The predictive power of oil price shocks on realized volatility of oil: A note. (2020). Shahzad, Syed Jawad Hussain ; GUPTA, RANGAN ; Demirer, Riza ; Hussain, Syed Jawad ; Pierdzioch, Christian. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308874. Full description at Econpapers || Download paper | |
2020 | Global uncertainties and portfolio flow dynamics of the BRICS countries. (2020). Gul, Selcuk ; Epni, Ouzhan ; Yilmaz, Muhammed Hasan ; Hacihasanolu, Yavuz Selim. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920301501. Full description at Econpapers || Download paper | |
2020 | Infectious Diseases, Market Uncertainty and Oil Market Volatility. (2020). GUPTA, RANGAN ; Demirer, Riza ; Pierdzioch, Christian ; Bouri, Elie. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:16:p:4090-:d:395806. Full description at Econpapers || Download paper | |
2020 | Do Oil-Price Shocks Predict the Realized Variance of U.S. REITs?. (2020). GUPTA, RANGAN ; Bonato, Matteo ; Pierdzioch, Christian. In: Working Papers. RePEc:pre:wpaper:2020100. Full description at Econpapers || Download paper | |
2020 | Effect of Rare Disaster Risks on Crude Oil: Evidence from El Nino from Over 140 Years of Data. (2020). Demirer, Riza ; Nel, Jacobus ; Gupta, Rangan ; Pierdzioch, Christian. In: Working Papers. RePEc:pre:wpaper:2020104. Full description at Econpapers || Download paper | |
2020 | Forecasting Realized Stock-Market Volatility: Do Industry Returns have Predictive Value?. (2020). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza. In: Working Papers. RePEc:pre:wpaper:2020107. Full description at Econpapers || Download paper | |
2020 | Forecasting Oil Volatility Using a GARCH-MIDAS Approach: The Role of Global Economic Conditions. (2020). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202051. Full description at Econpapers || Download paper | |
2020 | Time-Varying Impact of Pandemics on Global Output Growth. (2020). GUPTA, RANGAN ; Ji, Qiang ; Sheng, Xin. In: Working Papers. RePEc:pre:wpaper:202062. Full description at Econpapers || Download paper | |
2020 | The Role of Oil and Risk Shocks in the High-Frequency Movements of the Term Structure of Interest Rates of the United States. (2020). GUPTA, RANGAN ; Subramaniam, Sowmya ; Sheng, Xin ; Hussain, Syed Jawad. In: Working Papers. RePEc:pre:wpaper:202063. Full description at Econpapers || Download paper | |
2020 | House Price Synchronization across the US States: The Role of Structural Oil Shocks. (2020). GUPTA, RANGAN ; Ji, Qiang ; Marfatia, Hardik A ; Sheng, Xin. In: Working Papers. RePEc:pre:wpaper:202076. Full description at Econpapers || Download paper | |
2020 | Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty. (2020). Salisu, Afees ; GUPTA, RANGAN ; Pierdzioch, Christian ; Marfatia, Hardik A. In: Working Papers. RePEc:pre:wpaper:202077. Full description at Econpapers || Download paper | |
2020 | High-Frequency Movements of the Term Structure of Interest Rates of the United States: The Role of Oil Market Uncertainty. (2020). Kyei, Clement ; GUPTA, RANGAN ; Subramaniam, Sowmya ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202085. Full description at Econpapers || Download paper | |
2020 | Investor Sentiment and (Anti-)Herding in the Currency Market: Evidence from Twitter Feed Data. (2020). GUPTA, RANGAN ; Demirer, Riza ; Bouri, Elie ; Sibande, Xolani. In: Working Papers. RePEc:pre:wpaper:202088. Full description at Econpapers || Download paper | |
2020 | Time-Varying Spillovers between Housing Sentiment and Housing Market in the United States. (2020). GUPTA, RANGAN ; Gabauer, David ; Andre, Christophe. In: Working Papers. RePEc:pre:wpaper:202091. Full description at Econpapers || Download paper | |
2020 | The Impact of Disaggregated Oil Shocks on State-Level Real Housing Returns of the United States: The Role of Oil Dependence. (2020). GUPTA, RANGAN ; Wohar, Mark E ; van Eyden, Renee ; Sheng, Xin. In: Working Papers. RePEc:pre:wpaper:202096. Full description at Econpapers || Download paper |
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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 | Taxation, foreign aid and political governance in Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: MPRA Paper. RePEc:pra:mprapa:101085. Full description at Econpapers || Download paper | |
2019 | Remittances, the Diffusion of Information and Industrialisation in Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: MPRA Paper. RePEc:pra:mprapa:101090. Full description at Econpapers || Download paper | |
2019 | Income Levels, Governance and Inclusive Human Development in Sub-Saharan Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: MPRA Paper. RePEc:pra:mprapa:101134. Full description at Econpapers || Download paper | |
2019 | Insurance Policy Thresholds for Economic Growth in Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: MPRA Paper. RePEc:pra:mprapa:101135. Full description at Econpapers || Download paper | |
2019 | Financial Access, Governance and Insurance Sector Development in Sub-Saharan Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: MPRA Paper. RePEc:pra:mprapa:101520. Full description at Econpapers || Download paper | |
2019 | Linkages between Globalisation, Carbon dioxide emissions and Governance in Sub-Saharan Africa. (2019). Asongu, Simplice ; Nnanna, Joseph ; Nting, Rexon. In: MPRA Paper. RePEc:pra:mprapa:101534. Full description at Econpapers || Download paper | |
2019 | The persistence of global terrorism. (2019). Asongu, Simplice. In: MPRA Paper. RePEc:pra:mprapa:101536. Full description at Econpapers || Download paper | |
2019 | Inequality and Gender Inclusion: Minimum ICT Policy Thresholds for Promoting Female Employment in Sub-Saharan Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: MPRA Paper. RePEc:pra:mprapa:101919. 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. ââ¬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 | 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 | 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 |
More than 50 citations. List broken...
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: Indiaââ¬â¢s 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 |