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Historical volatility of advanced equity markets : the role of local and global crises
Goswami, Samrat; Gupta, Rangan; Wohar, Mark E. - In: Finance research letters 34 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012436967
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Local currency bond risk premia of emerging markets : the role of local and global factors
Cepni, Oguzhan; Gul, Selcuk; Gupta, Rangan - In: Finance research letters 33 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012430838
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Energy market uncertainties and exchange rate volatility : a GARCH-MIDAS approach
Salisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Gupta, Rangan - In: Finance research letters 67 (2024) 2, pp. 1-7
Persistent link: https://www.econbiz.de/10015062441
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Stock market efficiency analysis using long spans of Data : a multifractal detrended fluctuation approach
Tiwari, Aviral Kumar; Aye, Goodness C.; Gupta, Rangan - In: Finance research letters 28 (2019), pp. 398-411
Persistent link: https://www.econbiz.de/10012388354
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A note on investor happiness and the predictability of realized volatility of gold
Bonato, Matteo; Gillas, Konstantinos Gkillas; Gupta, Rangan - In: Finance research letters 39 (2021), pp. 1-6
Persistent link: https://www.econbiz.de/10012805333
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The predictive value of inequality measures for stock returns : an analysis of long-span UK data using quantile random forests
Gupta, Rangan; Pierdzioch, Christian; Vivian, Andrew J.; … - In: Finance research letters 29 (2019), pp. 315-322
Persistent link: https://www.econbiz.de/10012419133
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Incorporating economic policy uncertainty in US equity premium models : a nonlinear predictability analysis
Bekiros, Stelios; Gupta, Rangan; Majumdar, Anandamayee - In: Finance research letters 18 (2016), pp. 291-296
Persistent link: https://www.econbiz.de/10011657223
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Forecasting returns of major cryptocurrencies : evidence from regime-switching factor models
Bouri, Elie; Christou, Christina; Gupta, Rangan - In: Finance research letters 49 (2022), pp. 1-6
Persistent link: https://www.econbiz.de/10013479661
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Predictability of economic slowdowns in advanced countries over eight centuries : the role of climate risks
Gupta, Rangan; Nel, Jacobus; Salisu, Afees A.; Ji, Qiang - In: Finance research letters 54 (2023), pp. 1-5
Persistent link: https://www.econbiz.de/10014472761
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Contagious diseases and gold : over 700 years of evidence from quantile regressions
Bouri, Elie; Gupta, Rangan; Nel, Jacobus; Shiba, Sisa - In: Finance research letters 50 (2022), pp. 1-8
Persistent link: https://www.econbiz.de/10014245309