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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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Testing and modeling jump contagion across international stock markets : a nonparametric intraday approach
Jawadi, Fredj; Louhichi, Waël; Cheffou, Abdoulkarim Idi - In: Journal of financial markets 26 (2015), pp. 64-84
Persistent link: https://www.econbiz.de/10011477277
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Common business cycles and volatilities in US states and MSAs : the role of economic uncertainty
Gupta, Rangan; Ma, Jun; Risse, Marian; Wohar, Mark E. - In: Journal of macroeconomics 57 (2018), pp. 317-337
Persistent link: https://www.econbiz.de/10012127992
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Is the response of the bank of England to exchange rate movements frequency-dependent?
Caraiani, Petre; Gupta, Rangan - In: Journal of macroeconomics 63 (2020), pp. 1-10
Persistent link: https://www.econbiz.de/10012243170
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An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets
Jawadi, Fredj; Namouri, Hela; Ftiti, Zied - In: Journal of economic dynamics & control 91 (2018), pp. 469-484
Persistent link: https://www.econbiz.de/10011974225
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Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles
Herwartz, Helmut; Wang, Shu - In: Journal of economic dynamics & control 151 (2023), pp. 1-19
Persistent link: https://www.econbiz.de/10014478708
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Exchange rate predictability with nine alternative models for BRICS countries
Salisu, Afees A.; Gupta, Rangan; Kim, Won Joong - In: Journal of macroeconomics 71 (2022), pp. 1-20
Persistent link: https://www.econbiz.de/10013328218