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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
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Global risk aversion and emerging market return comovements
Demirer, Rıza; Omay, Tolga; Yüksel, Aslı; Yüksel, Aydın - In: Economics letters 173 (2018), pp. 118-121
Persistent link: https://www.econbiz.de/10012022952
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Energy-related uncertainty and international stock market volatility
Salisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Gupta, Rangan - 2023
Persistent link: https://www.econbiz.de/10014443108
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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
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Forecasting stock returns volatility of the G7 over centuries : the role of climate risks
Bouri, Elie; Gupta, Rangan; Liphadzi, Asingamaanda; … - 2024
Persistent link: https://www.econbiz.de/10014553267
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The spillover of macroeconomic uncertainty between the U.S. and China
Huang, Zhuo; Tong, Chen; Qiu, Han; Shen, Yan - In: Economics letters 171 (2018), pp. 123-127
Persistent link: https://www.econbiz.de/10012021901
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Climate uncertainty and carbon emissions prices : the relative roles of transition and physical climate risks
Ozturk, Serda Selin; Demirer, Rıza; Gupta, Rangan - 2022
Persistent link: https://www.econbiz.de/10012939919
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Do climate risks predict US housing returns and volatility? : evidence from a quantiles-based approach
Bouri, Elie; Gupta, Rangan; Marfatia, Hardik A.; Nel, … - 2022
Persistent link: https://www.econbiz.de/10013366537
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Return volatility, correlation, and hedging of green and brown stocks : is there a role for climate risk factors?
Li, Haohua; Bouri, Elie; Gupta, Rangan; Fang, Libing - 2023
Persistent link: https://www.econbiz.de/10013482253
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Climate uncertainty and carbon emissions prices : the relative roles of transition and physical climate risks
Ozturk, Serda Selin; Demirer, Rıza; Gupta, Rangan - In: Economics letters 217 (2022), pp. 1-6
Persistent link: https://www.econbiz.de/10013465491