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~isPartOf:"Department of Economics working paper series"
~isPartOf:"Journal of business economics and management"
~isPartOf:"Journal of economics and finance"
~person:"Caralt, Jordi Surinach"
~person:"Gupta, Rangan"
~subject:"Südafrika"
~subject:"long memory"
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Südafrika
long memory
Volatility
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57
Forecasting model
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42
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42
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Caralt, Jordi Surinach
Gupta, Rangan
Van Eyden, Reneé
5
Bohlmann, Heinrich R.
3
Koch, Steven F.
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Aye, Goodness C.
2
Chisadza, Carolyn
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Mosoma, Khumbuzile C.
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Urban, Boris
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Walley, Bernard Jagre
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Wood, Eric
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Department of Economics working paper series
Journal of business economics and management
Journal of economics and finance
Applied economics
9
The South African journal of economics
8
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International business and economics research journal
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Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
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International journal of production economics
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Journal of behavioral and experimental economics
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Journal of housing economics
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Journal of international commerce, economics and policy
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The North American journal of economics and finance : a journal of financial economics studies
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Tydskrif vir studies in ekonomie en ekonometrie : SEE
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University of Milan Bicocca Department of Economics, Management and Statistics Working Paper
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Working papers / University of Connecticut, Department of Economics
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ECONIS (ZBW)
5
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1
Climate risks and stock market volatility over a century in an emerging market economy : the case of South Africa
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
;
Pierdzioch, …
-
2023
Persistent link: https://www.econbiz.de/10014336437
Saved in:
2
Productivity and GDP : international evidence of persistence and trends over 130 years of data
Gil-Alaña, Luis A.
;
Solarin Sakiru Adebola
;
Gupta, Rangan
-
2021
Persistent link: https://www.econbiz.de/10012661157
Saved in:
3
The effect of gold market speculation on REIT returns in South Africa : a behavioral perspective
Akinsomi, Omokolade
;
Balcilar, Mehmet
;
Demirer, Rıza
; …
- In:
Journal of economics and finance
41
(
2017
)
4
,
pp. 774-793
Persistent link: https://www.econbiz.de/10011802327
Saved in:
4
Intertemporal portfolio allocationn and hedging demand : an application to South Africa
Van Wyk de Vries, Esti
;
Gupta, Rangan
;
Van Eyden, Reneé
- In:
Journal of business economics and management
15
(
2014
)
4
,
pp. 744-775
Persistent link: https://www.econbiz.de/10010415874
Saved in:
5
The long-run relationship between inflation and real stock prices : empirical evidence from South Africa
Arjoon, Riona
;
Botes, Mariëtte
;
Chesang, Laban K.
; …
- In:
Journal of business economics and management
13
(
2012
)
4
,
pp. 600-613
Persistent link: https://www.econbiz.de/10009625686
Saved in:
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