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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

Uncertainty in the financial regulation policy and the boom of cryptocurrencies

Raza, Syed Ali; Khan, Komal Akram; Guesmi, Khaled; … - In: Finance research letters 52 (2023), pp. 1-6

Persistent link: https://www.econbiz.de/10014471905

COVID-19 pandemic and investor herding in international stock markets

Bouri, Elie; Demirer, Rıza; Gupta, Rangan; Nel, Jacobus - In: Risks : open access journal 9 (2021) 9, pp. 1-11

The aim of this study is to understand the effect of the recent novel coronavirus pandemic on investor herding behavior in global stock markets. Utilizing a daily newspaper-based index of financial uncertainty associated with infectious diseases, we examine the association between...

Persistent link: https://www.econbiz.de/10012632020

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

How does COVID-19 influence dynamic spillover connectedness between cryptocurrencies? : evidence from non-parametric causality-in-quantiles techniques

Raza, Syed Ali; Shah, Nida; Guesmi, Khaled; Msolli, … - In: Finance research letters 47 (2022) 1, pp. 1-9

Persistent link: https://www.econbiz.de/10013457434

Banking crises in developing countries : what crucial role of exchange rate stability and external liabilities?

Gaies, Brahim; Goutte, Stéphane; Guesmi, Khaled - In: Finance research letters 31 (2019), pp. 436-447

Persistent link: https://www.econbiz.de/10012421761

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

The effects of disaggregate oil shocks on the aggregate expected skewness of the United States

Sheng, Xin; Gupta, Rangan; Ji, Qiang - In: Risks : open access journal 11 (2023) 11, pp. 1-9

We examine the impact of the global economic activity, oil supply, oil-specific consumption demand, and oil inventory demand shocks on the expected aggregate skewness of the United States (US) economy, obtained based on a data-rich environment involving 211 macroeconomic and financial variables...

Persistent link: https://www.econbiz.de/10014435601