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Policy uncertainty and stock market volatility revisited : the predictive role of signal quality
Salisu, Afees A.; Demirer, Rıza; Gupta, Rangan - In: Journal of forecasting 42 (2023) 8, pp. 2307-2321
Persistent link: https://www.econbiz.de/10014432898
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Economic sources of asymmetric cross-correlation among stock returns
Yu, Chih-hsien; Wu, Chunchi - In: International review of economics & finance : IREF 10 (2001) 1, pp. 19-40
Persistent link: https://www.econbiz.de/10001569164
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Dynamic relations among international stock markets
Wu, Chunchi - In: International review of economics & finance : IREF 7 (1998) 1, pp. 63-84
Persistent link: https://www.econbiz.de/10001237958
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Linking U.S. state-level housing market returns, and the consumption-(dis)aggregate wealth ratio
Balcilar, Mehmet; Gupta, Rangan; Sousa, Ricardo M.; … - In: International review of economics & finance : IREF 71 (2021), pp. 779-810
Persistent link: https://www.econbiz.de/10012630699
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Do house prices hedge inflation in the US? : a quantile cointegration approach
Christou, Christina; Gupta, Rangan; Nyakabawo, Wendy; … - In: International review of economics & finance : IREF 54 (2018), pp. 15-26
Persistent link: https://www.econbiz.de/10012033339
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Estimating U.S. housing price network connectedness : evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models
Gabauer, David; Gupta, Rangan; Marfatia, Hardik A.; … - In: International review of economics & finance : IREF 89 (2024) 2, pp. 349-362
Persistent link: https://www.econbiz.de/10014446771
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Predicting stock market movements with a time-varying consumption-aggregate wealth ratio
Chang, Tsangyao; Gupta, Rangan; Majumdar, Anandamayee; … - In: International review of economics & finance : IREF 59 (2019), pp. 458-467
Persistent link: https://www.econbiz.de/10012203261
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A note on uncertainty due to infectious diseases and output growth of the United States : a mixed-frequency forecasting experiment
Salisu, Afees A.; Gupta, Rangan; Demirer, Rıza - In: Annals of financial economics 17 (2022) 2, pp. 1-9
Persistent link: https://www.econbiz.de/10013262971
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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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Empirical analysis and forecasting of volatility dynamics in high-frequency returns with time-varying components
Man, Kasing; Wu, Chunchi - In: Journal of forecasting 29 (2010) 7, pp. 595-616
Persistent link: https://www.econbiz.de/10008935450