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How are VIX and stock index ETF related?
Chang, Chia-Lin; Hsieh, Tai-Lin; McAleer, Michael - 2016
Persistent link: https://www.econbiz.de/10011447222
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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
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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
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Connecting VIX and stock index ETF with VAR and diagonal BEKK
Chang, Chia-Lin; Hsieh, Tai-Lin; McAleer, Michael - 2018 - Revised: September 2018
Persistent link: https://www.econbiz.de/10011920700
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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
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Connecting VIX and stock index ETF
Chang, Chia-Lin; Hsieh, Tai-Lin; McAleer, Michael - 2017 - Revised: January 2017
Persistent link: https://www.econbiz.de/10011823316
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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