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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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The relationship between economic policy uncertainty and corporate tax rates
Clance, Matthew; Gozgor, Giray; Gupta, Rangan; Lau, Chi … - In: Annals of financial economics 16 (2021) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10012650833
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Uncertainty related to infectious diseases and forecastability of the realized volatility of US treasury securities
Shiba, Sisa; Gupta, Rangan - In: Annals of financial economics 16 (2021) 2, pp. 1-12
Persistent link: https://www.econbiz.de/10012656882
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Geopolitical risks and the high-frequency movements of the US term structure of interest rates
Gupta, Rangan; Majumdar, Anandamayee; Nel, Jacobus; … - In: Annals of financial economics 16 (2021) 3, pp. 1-16
Persistent link: https://www.econbiz.de/10013185440
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Historical forecasting of interest rate mean and volatility of the United States : is there a role of uncertainty?
Hassani, Hossein; Yeganegi, Mohammad Reza; Gupta, Rangan - In: Annals of financial economics 15 (2020) 4, pp. 1-17
Persistent link: https://www.econbiz.de/10012643036
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Construction of models for bounded price processes : the case of the HKD exchange rate
Ben, Yee Hong; Dokučaev, Nikolaj G. - In: Annals of financial economics 10 (2015) 2, pp. 1-23
Persistent link: https://www.econbiz.de/10011408528
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Statistical arbitrage in the multi-asset Black-Scholes economy
Göncü, Ahmet; Akyildirim, Erdinc - In: Annals of financial economics 12 (2017) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10011716058
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Infectious diseases-related uncertainty and the predictability of foreign exchange and bitcoin futures realized volatility
Shiba, Sisa; Cuñado Eizaguirre, Juncal; Gupta, Rangan; … - In: Annals of financial economics 18 (2023) 2, pp. 1-14
Persistent link: https://www.econbiz.de/10014442581