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~person:"Al-Shayeb, Abdulrahman"
~person:"Alghalith, Moawia"
~person:"Andersson, Per-Åke"
~person:"Gil-Alana, Luis A."
~person:"Gupta, Rangan"
~person:"Hatemi-J, Abdulnasser"
~source:"econis"
~subject:"Financial market"
~subject:"Market integration"
~subject:"South Africa"
~subject:"Volatility"
~subject:"Volatilität"
~subject:"long memory"
~subject:"Ölpreis"
~type_genre:"Article in journal"
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Al-Shayeb, Abdulrahman
Alghalith, Moawia
Andersson, Per-Åke
Gil-Alana, Luis A.
Gupta, Rangan
Hatemi-J, Abdulnasser
Hammoudeh, Shawkat
67
Tiwari, Aviral Kumar
64
Ma, Feng
50
Bahmani-Oskooee, Mohsen
48
Bouri, Elie
44
Gil-Alaña, Luis A.
41
Wang, Yudong
38
Mensi, Walid
37
Balcilar, Mehmet
34
Wohar, Mark E.
33
Kang, Sang Hoon
31
McAleer, Michael
30
Ji, Qiang
29
Shahbaz, Muhammad
29
Demirer, Rıza
28
Xuan Vinh Vo
28
Lucey, Brian M.
27
McMillan, David G.
27
Salisu, Afees A.
27
Caporale, Guglielmo Maria
26
Fedderke, Johannes W.
26
Hamori, Shigeyuki
26
Odhiambo, Nicholas M.
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Hsing, Yu
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Yin, Libo
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Yoon, Seong-min
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Wei, Yu
22
Zhu, Huiming
22
Nguyen, Duc Khuong
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Serletis, Apostolos
21
Uddin, Mohammed Gazi Salah
21
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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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ECONIS (ZBW)
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1
Disaggregated oil shocks and stock-market tail risks : evidence from a panel of 48
economics
Gupta, Rangan
;
Sheng, Xin
;
Pierdzioch, Christian
;
Ji, Qiang
- In:
Research in international business and finance
58
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013287890
Saved in:
2
South Africa's monetary policy independence : evidence from a Global New-Keynesian DSGE model
Waal, Annari de
;
Gupta, Rangan
;
Jooste, Charl
- In:
Applied economics letters
25
(
2018
)
12
,
pp. 840-846
Persistent link: https://www.econbiz.de/10012130449
Saved in:
3
Monetary policy, financial frictions and structural changes in Uganda : a Markov-switching DSGE approach
Anguyo, Francis Leni
;
Gupta, Rangan
;
Kotzé, Kevin
- In:
Economic research
33
(
2020
)
1,2
,
pp. 1538-1561
Persistent link: https://www.econbiz.de/10013179677
Saved in:
4
A DSGE-VAR model for forecasting key South African macroeconomic variables
Gupta, Rangan
;
Steinbach, Rudi
- In:
Economic modelling
33
(
2013
),
pp. 19-33
Persistent link: https://www.econbiz.de/10010192067
Saved in:
5
The role of oil and risk shocks in the high-frequency movements of the term structure of interest rates : evidence from the U.S. Treasury market
Gupta, Rangan
;
Shahzad, Syed Jawad Hussain
;
Sheng, Xin
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1845-1857
Persistent link: https://www.econbiz.de/10014253453
Saved in:
6
Portfolio diversification benefits between financial markets of the US and China : empirical evidence from two alternative methods
Hatemi-J, Abdulnasser
;
Taha, Viyan
- In:
Economia internazionale
74
(
2021
)
4
,
pp. 537-546
Persistent link: https://www.econbiz.de/10013164508
Saved in:
7
Time-varying causality between bond and oil markets of the United States : evidence from over one and half centuries of data
Coronado, Semei
;
Gupta, Rangan
;
Nazlıoğlu, Şaban
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2239-2247
Persistent link: https://www.econbiz.de/10014327517
Saved in:
8
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
9
Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 303-314
Persistent link: https://www.econbiz.de/10014428077
Saved in:
10
Jumps in geopolitical risk and the cryptocurrency market : the singularity of bitcoin
Bouri, Elie
;
Gupta, Rangan
;
Xuan Vinh Vo
- In:
Defence and peace economics
33
(
2022
)
2
,
pp. 150-161
Persistent link: https://www.econbiz.de/10013167286
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