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Global credit risk : world, country and industry factors

Schwaab, Bernd; Koopman, Siem Jan; Lucas, André - 2015

area sovereign debt crises. We find that macro and default-specific world factors are a primary source of default …

Persistent link: https://www.econbiz.de/10010484886

Systemic risk diagnostics : coincident indicators and early warning signals

Schwaab, Bernd; Lucas, André; Koopman, Siem Jan - 2010

Persistent link: https://www.econbiz.de/10008771823

Fractional integration in the purchasing power parity

Gil-Alaña, Luis A. - 1998

Persistent link: https://www.econbiz.de/10000994027

Inflation-inequality puzzle : is it still apparent?

Berisha, Edmond; Gharehgozli, Orkideh; Gupta, Rangan - 2022

Persistent link: https://www.econbiz.de/10012803666

Does climate policy uncertainty affect tourism demand? : evidence from time-varying causality tests

Apergēs, Nikolaos; Gavriilidis, Konstantinos; Gupta, Rangan - 2021

Persistent link: https://www.econbiz.de/10012703087

Hedge and safe haven properties of gold, US Treasury, Bitcoin, and Dollar/CHF against the FAANA companies and S&P 500

Yousaf, Imran; Plakandaras, Vasilios; Bouri, Elie; … - 2022

Persistent link: https://www.econbiz.de/10013253752

The heterogeneous impact of temperature growth on real house price returns across the US states

Van Eyden, Reneé; Ngene, Geoffrey; Çepni, Oğuzhan; … - 2022

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Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models

Ҫepni, Oğuzhan; Christou, Christina; Gupta, Rangan - 2022

Persistent link: https://www.econbiz.de/10013435218

The pricing of climate transition risk in Europe's equity market

Loyson, Philippe; Luijendijk, Rianne; Wijnbergen, Sweder van - 2023

We assess whether climate transition risk is priced in Europe's equity market by analysing relative equity returns of high versus low CO2-emitting firms. We use a panel data set covering firm-specific carbon emissions of 1,555 European companies over the period 2005-2019. We add to the existing...

Persistent link: https://www.econbiz.de/10014317319

Effect of temperature on the spread of contagious diseases : evidence from over 2000 years of data

Balcilar, Mehmet; Mukherjee, Zinnia; Gupta, Rangan; … - 2023

Persistent link: https://www.econbiz.de/10014317448