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Historical volatility of advanced equity markets : the role of local and global crises
Goswami, Samrat; Gupta, Rangan; Wohar, Mark E. - In: Finance research letters 34 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012436967
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Local currency bond risk premia of emerging markets : the role of local and global factors
Cepni, Oguzhan; Gul, Selcuk; Gupta, Rangan - In: Finance research letters 33 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012430838
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Can municipal bonds hedge US state-level climate risks?
Polat, Onur; Gupta, Rangan; Cepni, Oguzhan; Ji, Qiang - In: Finance research letters 67 (2024) 2, pp. 1-10
Persistent link: https://www.econbiz.de/10015062613
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Did the introduction of the euro have an impact on inflation uncertainty? : an empirical assessment
Hartmann, Matthias; Herwartz, Helmut - In: Macroeconomic dynamics 18 (2014) 6, pp. 1313-1325
Persistent link: https://www.econbiz.de/10010467980
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Energy market uncertainties and exchange rate volatility : a GARCH-MIDAS approach
Salisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Gupta, Rangan - In: Finance research letters 67 (2024) 2, pp. 1-7
Persistent link: https://www.econbiz.de/10015062441
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Testing for causality in variance using multivariate GARCH models
Hafner, Christian M.; Herwartz, Helmut - In: Annales d'économie et de statistique 89 (2008), pp. 215-241
Persistent link: https://www.econbiz.de/10003875586
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Testing the value of directional forecasts in the presence of serial correlation
Blaskowitz, Oliver Jim; Herwartz, Helmut - In: International journal of forecasting 30 (2013) 1, pp. 30-42
Persistent link: https://www.econbiz.de/10010243646
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Stock market efficiency analysis using long spans of Data : a multifractal detrended fluctuation approach
Tiwari, Aviral Kumar; Aye, Goodness C.; Gupta, Rangan - In: Finance research letters 28 (2019), pp. 398-411
Persistent link: https://www.econbiz.de/10012388354
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A note on investor happiness and the predictability of realized volatility of gold
Bonato, Matteo; Gillas, Konstantinos Gkillas; Gupta, Rangan - In: Finance research letters 39 (2021), pp. 1-6
Persistent link: https://www.econbiz.de/10012805333
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Inflation targeting under inflation uncertainty : multi-economy evidence from a stochastic volatility model
Hartmann, Matthias; Herwartz, Helmut; Ulm, Maren - In: Macroeconomic dynamics 26 (2022) 5, pp. 1302-1337
Persistent link: https://www.econbiz.de/10013270236