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Risk, uncertainty and asset prices
Bekaert, Geert; Engstrom, Eric; Xing, Yuhang - 2006
Persistent link: https://www.econbiz.de/10003395336
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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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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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What do asset prices have to say about risk appetite and uncertainty?
Bekaert, Geert; Hoerova, Marie - In: Journal of banking & finance 67 (2016), pp. 103-118
Persistent link: https://www.econbiz.de/10011634665
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News implied volatility and the stock-bond nexus : evidence from historical data for the USA and the UK markets
Gupta, Rangan; Kollias, Chrēstos; Papadamou, Stephanos; … - In: Journal of multinational financial management 47/48 (2018), pp. 76-90
Persistent link: https://www.econbiz.de/10012055815
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Volatility jumps : the role of geopolitical risks
Gillas, Konstantinos Gkillas; Gupta, Rangan; Wohar, Mark E. - In: Finance research letters 27 (2018), pp. 247-258
Persistent link: https://www.econbiz.de/10012006874
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Forecasting key US macroeconomic variables with a factor‐augmented Qual VAR
Gupta, Rangan; Olson, Eric; Wohar, Mark E. - In: Journal of forecasting 36 (2017) 6, pp. 640-650
Persistent link: https://www.econbiz.de/10011861401
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Impact of US uncertainties on emerging and mature markets : evidence from a quantile-vector autoregressive approach
Chuliá, Helena; Gupta, Rangan; Uribe, Jorge; Wohar, Mark E. - In: Journal of international financial markets, … 48 (2017), pp. 178-191
Persistent link: https://www.econbiz.de/10011892345
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Exchange rate returns and volatility : the role of time-varying rare disaster risks
Gupta, Rangan; Suleman, Tahir; Wohar, Mark E. - In: The European journal of finance 25 (2019) 2, pp. 190-203
Persistent link: https://www.econbiz.de/10012206968
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Common cycles and common trends in the stock and oil markets : evidence from more than 150 years of data
Balcilar, Mehmet; Gupta, Rangan; Wohar, Mark E. - In: Energy economics 61 (2017), pp. 72-86
Persistent link: https://www.econbiz.de/10011737672