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

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Climate risks and realized volatility of major commodity currency exchange rates

Bonato, Matteo; Çepni, Oğuzhan; Gupta, Rangan; … - 2022

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

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

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Forecasting international REITs volatility : the role of oil-price uncertainty

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

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

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Do climate risks predict US housing returns and volatility? : evidence from a quantiles-based approach

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Climate risks and predictability of the trading volume of gold : evidence from an INGARCH model

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Climate risks and predictability of commodity returns and volatility : evidence from over 750 years of data

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The effect of US uncertainty shock on international equity markets : the role of the global financial cycle

Salisu, Afees A.; Gupta, Rangan; Adediran, Idris A. - In: Review of Economic Analysis : REA 15 (2023) 2, pp. 139-159

We contribute to the literature on the international propagation of uncertainty shocks with a Global Vector Autoregressive (GVAR) model that quantifies the spillover effects of uncertainty shocks in the US on to real equity prices of 32 advanced and emerging countries (besides the US). In this...

Persistent link: https://www.econbiz.de/10014310354