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Long-span multi-layer spillovers between moments of advanced equity markets : the role of climate risks

Foglia, Matteo; Plakandaras, Vasilios; Gupta, Rangan; … - 2024

Persistent link: https://www.econbiz.de/10014515694

Oil-price uncertainty and international stock returns : dissecting quantile-based predictability and spillover effects using more than a century of data

Balcilar, Mehmet; Gupta, Rangan; Pierdzioch, Christian - 2022

Persistent link: https://www.econbiz.de/10013166706

Stock market bubbles and the forecastability of gold returns (and volatility)

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Stock market bubbles and the realized volatility of oil price returns

Gupta, Rangan; Nielsen, Joshua; Pierdzioch, Christian - 2023

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Comparing risk profiles of international stock markets as functional data : COVID-19 versus the global financial crisis

Shackleton, Ryan; Das, Sonali; Gupta, Rangan - 2023

Persistent link: https://www.econbiz.de/10014364821

Salisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Gupta, Rangan - 2023

Persistent link: https://www.econbiz.de/10014443108

Multi-layer spillovers between volatility and skewness in international stock markets over a century of data : the role of disaster risks

Foglia, Matteo; Plakandaras, Vasilios; Gupta, Rangan; … - 2023

Persistent link: https://www.econbiz.de/10014443110

Oil price returns skewness and forecastability of international stock returns over one century of data

Salisu, Afees A.; Gupta, Rangan - 2023

Persistent link: https://www.econbiz.de/10014443111

LPPLS bubble indicators over two centuries of the S&P 500 index

Zhang, Qunzhi; Sornette, Didier; Balcilar, Mehmet; … - 2016

The aim of this paper is to present novel tests for the early causal diagnostic of positive and negative bubbles in the S&P 500 index and the detection of End-of-Bubble signals with their corresponding confidence levels. We use monthly S&P 500 data covering the period from August 1791 to August...

Persistent link: https://www.econbiz.de/10011514490

Policy uncertainty and stock market volatility revisited : the predictive role of signal quality

Salisu, Afees A.; Demirer, Rıza; Gupta, Rangan - 2022

Persistent link: https://www.econbiz.de/10013270178