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Dynamic impact of the US monetary policy on oil market returns and volatility
Marfatia, Hardik A.; Gupta, Rangan; Cakan, Esin - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 159-169
Persistent link: https://www.econbiz.de/10012655291
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Causal nexus between crude oil and US corporate bonds
Shahzad, Syed Jawad Hussain; Bouri, Elie; Hernandez, … - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 577-589
Persistent link: https://www.econbiz.de/10012655570
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Uncertainty and daily predictability of housing returns and volatility of the United States : evidence from a higher-order nonparametric causality-in-quantiles test
Bouri, Elie; Gupta, Rangan; Kyei, Clement Kweku; … - In: The quarterly review of economics and finance : journal … 82 (2021), pp. 200-206
Persistent link: https://www.econbiz.de/10013258467
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Dynamics and determinants of spillovers across the option-implied volatilities of US equities
Bouri, Elie; Lucey, Brian M.; Roubaud, David - In: The quarterly review of economics and finance : journal … 75 (2020), pp. 257-264
Persistent link: https://www.econbiz.de/10012416566
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U.S. stock markets and the role of real interest rates
Huang, Wanling; Mollick, André Varella; Nguyen Khoa Huu - In: The quarterly review of economics and finance : journal … 59 (2016), pp. 231-242
Persistent link: https://www.econbiz.de/10011627292
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Measuring the level and uncertainty of trend inflation
Mertens, Elmar - In: The review of economics and statistics 98 (2016) 5, pp. 950-967
Persistent link: https://www.econbiz.de/10011791712
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Momentum, asymmetric volatility and idiosyncratic risk-momentum relation : does technology-sector matter?
Ahmed, Mohamed S.; Alhadab, Mohammad - In: The quarterly review of economics and finance : journal … 78 (2020), pp. 355-371
Persistent link: https://www.econbiz.de/10012431325
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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
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Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS : evidence from a nonparametric causality-in-quantiles approach
Balcilar, Mehmet; Bathia, Deven; Demirer, Rıza; Gupta, … - In: The quarterly review of economics and finance : journal … 79 (2021), pp. 290-302
Persistent link: https://www.econbiz.de/10012655054
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On the effect of full-fledged IT adoption on stock returns and their conditional volatility : evidence from propensity score matching
Dridi, Ichrak; Boughrara, Adel - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 179-194
Persistent link: https://www.econbiz.de/10012655300