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Time-varying dependence between stock and government bond returns : international evidence with dynamic copulas
Jammazi, Rania; Tiwari, Aviral Kumar; Ferrer, Román; … - In: The North American journal of economics and finance : a … 33 (2015), pp. 74-93
Persistent link: https://www.econbiz.de/10011534370
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Jumps in geopolitical risk and the cryptocurrency market : the singularity of bitcoin
Bouri, Elie; Gupta, Rangan; Xuan Vinh Vo - In: Defence and peace economics 33 (2022) 2, pp. 150-161
Persistent link: https://www.econbiz.de/10013167286
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Mixed-frequency forecasting of crude oil volatility based on the information content of global economic conditions
Salisu, Afees A.; Gupta, Rangan; Bouri, Elie; Ji, Qiang - In: Journal of forecasting 41 (2022) 1, pp. 134-157
Persistent link: https://www.econbiz.de/10012796279
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The role of global economic conditions in forecasting gold market volatility : evidence from a GARCH-MIDAS approach
Salisu, Afees A.; Gupta, Rangan; Bouri, Elie; Ji, Qiang - In: Research in international business and finance 54 (2020), pp. 1-9
Persistent link: https://www.econbiz.de/10012581489
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Inflation-targeting and inflation volatility : international evidence from the cosine-squared cepstrum
Antonakakis, Nikolaos; Christou, Christina; Gil-Alaña, … - In: International economics : a journal published by CEPII … 167 (2021), pp. 29-38
Persistent link: https://www.econbiz.de/10013269231
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Time-varying dependence dynamics between international commodity prices and Australian industry stock returns : a perspective for portfolio diversification
Tiwari, Aviral Kumar; Abakah, Emmanuel Joel Aikins; … - In: Energy economics 108 (2022), pp. 1-30
Persistent link: https://www.econbiz.de/10013203257
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Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu; Gupta, Rangan; McAleer, Michael - In: International journal of forecasting 36 (2020) 3, pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
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Predicting international equity returns: evidence from time-varying parameter vector autoregressive models
Gupta, Rangan; Huber, Florian; Piribauer, Philipp - In: International review of financial analysis 68 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012300967
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Forecasting crude oil price volatility and value-at-risk : evidence from historical and recent data
Lux, Thomas; Segnon, Mawuli; Gupta, Rangan - In: Energy economics 56 (2016), pp. 117-133
Persistent link: https://www.econbiz.de/10011663878
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Geopolitical risks, returns, and volatility in emerging stock markets : evidence from a panel GARCH model
Bouras, Christos; Christou, Christina; Gupta, Rangan; … - In: Emerging markets, finance & trade : a journal of the … 55 (2019) 8, pp. 1841-1856
Persistent link: https://www.econbiz.de/10012210912