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The relationship between healthcare expenditure and disposable personal income in the US states : a fractional integration and cointegration analysis

Caporale, Guglielmo Maria; Cuñado Eizaguirre, Juncal; … - 2015

This study examines the relationship between healthcare expenditure and disposable income in the 50 US states over the period 1966-2009 using fractional integration and cointegration techniques. The degree of integration and nonlinearity of both series are found to vary considerably across...

Persistent link: https://www.econbiz.de/10011280006

The dynamics of US REITs returns to uncertainty shocks : a proxy SVAR approach

Cepni, Oguzhan; Dul, Wiehan; Gupta, Rangan; Wohar, Mark E. - In: Research in international business and finance 58 (2021), pp. 1-22

Persistent link: https://www.econbiz.de/10013286183

The impact of jumps and leverage in forecasting the co-volatility of oil and gold futures

Asai, Manabu; Gupta, Rangan; McAleer, Michael - 2019

Persistent link: https://www.econbiz.de/10011986953

Has the correlation of inflation and stock prices changed in the United States over the last two centuries?

Antonakakis, Nikolaos; Gupta, Rangan; Tiwari, Aviral Kumar - In: Research in international business and finance 42 (2017), pp. 1-8

Persistent link: https://www.econbiz.de/10011747216

Forecasting state- and MSA-level housing returns of the US : the role of mortgage default risks

Bouras, Christos; Christou, Christina; Gupta, Rangan; … - In: Research in international business and finance 65 (2023), pp. 1-22

Persistent link: https://www.econbiz.de/10014433839