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Does economic policy uncertainty predict exchange rate returns and volatility? : evidence from a nonparametric causality-in-quantiles test
Balcilar, Mehmet; Gupta, Rangan; Kyei, Clement; Wohar, … - In: Open economies review 27 (2016) 2, pp. 229-250
Persistent link: https://www.econbiz.de/10011591762
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Emerging markets instability : do sovereign ratings affect country risk and stock returns?
Kaminsky, Graciela Laura - 2001
Persistent link: https://www.econbiz.de/10010523958
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Emerging market instability : do sovereign ratings affect country risk and stock returns?
Kaminsky, Graciela L.; Schmukler, Sergio L. - In: The World Bank economic review 16 (2002) 2, pp. 171-195
Persistent link: https://www.econbiz.de/10001715269
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Emerging markets instability : do sovereign ratings affect country risk and stock returns?
Kaminsky, Graciela L.; Schmukler, Sergio L. - 2001
Persistent link: https://www.econbiz.de/10001624813
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Emerging Markets Instability : Do Sovereign Ratings Affect Country Risk and Stock Returns?
Kaminsky, Graciela - 2017
Financial market instability has been the focus of attention of both academic and policy circles. Rating agencies have been under particular scrutiny lately as promoters of financial excesses, upgrading countries in good times and downgrading them in bad times. Using a panel of emerging...
Persistent link: https://www.econbiz.de/10012946750
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Emerging Markets Instability : Do Sovereign Ratings Affect Country Risk and Stock Returns?
Kaminsky, Graciela L.; Schmukler, Sergio L. - 2002
Financial market instability has been the focus of attention of both academic and policy circles. Rating agencies have been under particular scrutiny lately as promoters of financial excesses, upgrading countries in good times and downgrading them in bad times. Using a panel of emerging...
Persistent link: https://www.econbiz.de/10012563966
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Do terror attacks affect the dollar-pound exchange rate? : a nonparametric causality-in-quantiles analysis
Balcilar, Mehmet; Gupta, Rangan; Pierdzioch, Christian; … - In: The North American journal of economics and finance : a … 41 (2017), pp. 44-56
Persistent link: https://www.econbiz.de/10011878932
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Climate risks and realized volatility of major commodity currency exchange rates
Bonato, Matteo; Cepni, Oguzhan; Gupta, Rangan; … - In: Journal of financial markets 62 (2023), pp. 1-19
Persistent link: https://www.econbiz.de/10014226734
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Does country risks predict stock returns and volatility? : evidence from a nonparametric approach
Suleman, Tahir; Gupta, Rangan; Balcilar, Mehmet - In: Research in international business and finance 42 (2017), pp. 1173-1195
Persistent link: https://www.econbiz.de/10011760918
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Modeling and forecasting carbon dioxide emission allowance spot price volatility : multifractal vs. GARCH-type volatility models
Segnon, Mawuli; Lux, Thomas; Gupta, Rangan - 2015
This paper applies Markov-switching multifractal (MSM) processes to model and forecast carbon dioxide (CO2) emission price volatility, and compares their forecasting performance to the standard GARCH, fractionally integrated GARCH (FIGARCH) and the two-state Markov-switching GARCH (MS-GARCH)...
Persistent link: https://www.econbiz.de/10011296114