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Monetary policy reaction to uncertainty in Japan : Evidence from a <scp>quantile‐on‐quantile</scp> interest rate rule
Christou, Christina; Naraidoo, Ruthira; Gupta, Rangan; … - In: International Journal of Finance & Economics 27 (2020) 2, pp. 2041-2053
Persistent link: https://www.econbiz.de/10012407071
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How does monetary policy respond to the dynamics of the shadow banking sector?
Agnello, Luca; Castro, Vitor; Jawadi, Fredj; Sousa, … - In: International Journal of Finance & Economics 25 (2020) 2, pp. 228-247
Persistent link: https://www.econbiz.de/10012189237
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A latent‐factor‐driven endogenous <scp>regime‐switching non‐Gaussian</scp> model : Evidence from simulation and application
Bu, Ruijun; Cheng, Jie; Jawadi, Fredj - In: International Journal of Finance & Economics 27 (2020) 4, pp. 3881-3896
Persistent link: https://www.econbiz.de/10012273394
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On the effect of oil price in the context of Covid‐19
Jawadi, Fredj; Sellami, Mohamed - In: International Journal of Finance & Economics 27 (2021) 4, pp. 3924-3933
Persistent link: https://www.econbiz.de/10012535339
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A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market : Evidence from over a century of data
Salisu, Afees A.; Gupta, Rangan; Ogbonna, Ahamuefula E. - In: International Journal of Finance & Economics 27 (2020) 1, pp. 384-400
Persistent link: https://www.econbiz.de/10012273378
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On the transmission mechanism of Asia‐Pacific yield curve characteristics
Gabauer, David; Subramaniam, Sowmya; Gupta, Rangan - In: International Journal of Finance & Economics 27 (2020) 1, pp. 473-488
Persistent link: https://www.econbiz.de/10012273382
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Nonlinear contagion between stock and real estate markets : International evidence from a local Gaussian correlation approach
Bouri, Elie; Gupta, Rangan; Wang, Shixuan - In: International Journal of Finance & Economics 27 (2020) 2, pp. 2089-2109
Persistent link: https://www.econbiz.de/10012407074
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Forecasting stock market (realized) volatility in the United Kingdom : Is there a role of inequality?
Hassani, Hossein; Yeganegi, Mohammad Reza; Gupta, Rangan; … - In: International Journal of Finance & Economics 27 (2020) 2, pp. 2146-2152
Persistent link: https://www.econbiz.de/10012407077
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The role of oil and risk shocks in the <scp>high‐frequency</scp> movements of the term structure of interest rates : Evidence from the U.S. Treasury market...
Gupta, Rangan; Shahzad, Syed Jawad Hussain; Sheng, Xin; … - In: International Journal of Finance & Economics (2021)
Persistent link: https://www.econbiz.de/10012535428
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<scp>Time‐varying</scp> causality between bond and oil markets of the United States : Evidence from over one and half centuries of data
Coronado, Semei; Gupta, Rangan; Nazlioglu, Saban; … - In: International Journal of Finance & Economics (2021)
Persistent link: https://www.econbiz.de/10012535451