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Market efficiency of oil spot and futures : a stochastic dominance approach
Hooi Hooi Lean; McAleer, Michael; Wong, Wing Keung - 2010
Persistent link: https://www.econbiz.de/10003987327
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Investor preferences for oil spot and futures based on mean-variance and stochastic dominance
Hooi Hooi Lean; McAleer, Michael; Wong, Wing Keung - 2010
Persistent link: https://www.econbiz.de/10003987669
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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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Theory and application of an economic performance measure of risk
Niu, Cuizhen; Guo, Xu; McAleer, Michael; Wong, Wing Keung - 2017
Persistent link: https://www.econbiz.de/10011668139
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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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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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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