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Interconnections between Eurozone and us booms and us busts using a Bayesian panel Markov-switching VAR model
Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; … - In: Journal of applied econometrics 31 (2016) 7, pp. 1352-1370
Persistent link: https://www.econbiz.de/10011687515
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The role of partisan conflict in forecasting the U.S. equity premium : a nonparametric approach
Gupta, Rangan; Muteba Mwamba, John; Wohar, Mark E. - In: Finance research letters 25 (2018), pp. 131-136
Persistent link: https://www.econbiz.de/10012003489
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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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Time-varying risk aversion and forecastability of the US term structure of interest rates
Bouri, Elie; Gupta, Rangan; Majumdar, Anandamayee; … - In: Finance research letters 42 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10014582612
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Time-varying spillovers between housing sentiment and housing market in the United States
André, Christophe; Gabauer, David; Gupta, Rangan - In: Finance research letters 42 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10014581363
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The impact of disaggregated oil shocks on state-level real housing returns of the United States : the role of oil dependence
Gupta, Rangan; Sheng, Xin; Van Eyden, Reneé; Wohar, Mark E. - In: Finance research letters 43 (2021), pp. 1-7
Persistent link: https://www.econbiz.de/10014633546
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Can municipal bonds hedge US state-level climate risks?
Polat, Onur; Gupta, Rangan; Cepni, Oguzhan; Ji, Qiang - In: Finance research letters 67 (2024) 2, pp. 1-10
Persistent link: https://www.econbiz.de/10015062613