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Historical volatility of advanced equity markets : the role of local and global crises

Goswami, Samrat; Gupta, Rangan; Wohar, Mark E. - In: Finance research letters 34 (2020), pp. 1-7

Persistent link: https://www.econbiz.de/10012436967

Time-varying impact of pandemics on global output growth

Gupta, Rangan; Sheng, Xin; Balcilar, Mehmet; Ji, Qiang - In: Finance research letters 41 (2021), pp. 1-6

Persistent link: https://www.econbiz.de/10013336108

Global evidence of the COVID-19 shock on real equity prices and real exchange rates : a counterfactual analysis with a threshold-augmented GVAR model

Salisu, Afees A.; Ayinde, Taofeek Olusola; Gupta, Rangan; … - In: Finance research letters 47 (2022) 1, pp. 1-10

Persistent link: https://www.econbiz.de/10013455599

Dynamic impact of unconventional monetary policy on international REITs

Marfatia, Hardik A.; Gupta, Rangan; Lesame, Keagile - In: Journal of risk and financial management : JRFM 14 (2021) 9, pp. 1-18

In this paper, we estimate the dynamic impact of unconventional monetary policy in the US on international REITs. Unlike existing studies which are limited to conventional policy tools and undertake a static approach, we use an event study approach and estimate a time-varying parameter model to...

Persistent link: https://www.econbiz.de/10012628426

Time-varying impact of uncertainty shocks on macroeconomic variables of the United Kingdom : evidence from over 150 years of monthly data

Christou, Christina; Gabauer, David; Gupta, Rangan - In: Finance research letters 37 (2020), pp. 1-11

Persistent link: https://www.econbiz.de/10012484913

The depreciation of the pound post-Brexit : could it have been predicted?

Plakandaras, Vasilios; Gupta, Rangan; Wohar, Mark E. - In: Finance research letters 21 (2017), pp. 206-213

Persistent link: https://www.econbiz.de/10011807781

A note on investor happiness and the predictability of realized volatility of gold

Bonato, Matteo; Gillas, Konstantinos Gkillas; Gupta, Rangan - In: Finance research letters 39 (2021), pp. 1-6

Persistent link: https://www.econbiz.de/10012805333

Predictability of the realised volatility of international stock markets amid uncertainty related to infectious diseases

Shiba, Sisa; Cuñado Eizaguirre, Juncal; Gupta, Rangan - In: Journal of risk and financial management : JRFM 15 (2022) 1, pp. 1-18

In the context of the great turmoil in the financial markets caused by the COVID-19 pandemic, the predictability of daily infectious diseases-related uncertainty (EMVID) for international stock markets volatilities is examined using heterogeneous autoregressive realised variance (HAR-RV) models....

Persistent link: https://www.econbiz.de/10012813501

Forecasting realized gold volatility : is there a role of geopolitical risks?

Gillas, Konstantinos Gkillas; Gupta, Rangan; … - In: Finance research letters 35 (2020), pp. 1-6

Persistent link: https://www.econbiz.de/10012438328

Does Bitcoin hedge global uncertainty? : evidence from wavelet-based quantile-in-quantile regressions

Bouri, Elie; Gupta, Rangan; Tiwari, Aviral Kumar; … - In: Finance research letters 23 (2017), pp. 87-95

Persistent link: https://www.econbiz.de/10011808369