Narrow search
Showing 1 - 6 of 6
Cover Image
Does partisan conflict predict a reduction in US stock market (realized) volatility? : evidence from a quantile-on-quantile regression model
Gupta, Rangan; Pierdzioch, Christian; Selmi, Refk; … - In: The North American journal of economics and finance : a … 43 (2018), pp. 87-96
Persistent link: https://www.econbiz.de/10012036263
Cover Image
The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Poza, Carlos - In: The quarterly review of economics and finance : journal … 86 (2022), pp. 118-123
Persistent link: https://www.econbiz.de/10014249042
Cover Image
Do oil-price shocks predict the realized variance of U.S. REITs?
Bonato, Matteo; Çepni, Oğuzhan; Gupta, Rangan; … - In: Energy economics 104 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10013364407
Cover Image
Investor confidence and forecastability of US stock market realized volatility : evidence from machine learning
Gupta, Rangan; Nel, Jacobus; Pierdzioch, Christian - In: The journal of behavioral finance : a publication of … 24 (2023) 1, pp. 111-122
Persistent link: https://www.econbiz.de/10013547864
Cover Image
Realized stock market volatility of the United States : the role of employee sentiment
Gupta, Rangan; Hall, Savanah; Pierdzioch, Christian - 2023
Persistent link: https://www.econbiz.de/10014317308
Cover Image
Term premium in a fractionally cointegrated yield curve
Abbritti, Mirko; Carcel, Hector; Gil-Alaña, Luis A.; … - In: Journal of banking & finance 149 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014462435