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Does partisan conflict predict a reduction in US stock market (realized) volatility? : evidence from a quantile-on-quantile regression model
Gupta, Rangan; Pierdzioch, Christian; Selmi, Refk; … - In: The North American journal of economics and finance : a … 43 (2018), pp. 87-96
Persistent link: https://www.econbiz.de/10012036263
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Central banks’ interest rate projections and forecast coordination
Pierdzioch, Christian; Ruelke, Jan-Christoph - In: The North American journal of economics and finance : a … 28 (2014), pp. 130-137
Persistent link: https://www.econbiz.de/10010460996
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Time-varying risk aversion and realized gold volatility
Demirer, Rıza; Gillas, Konstantinos Gkillas; Gupta, Rangan - In: The North American journal of economics and finance : a … 50 (2019) 101048, pp. 1-16
Persistent link: https://www.econbiz.de/10012204443
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Do terror attacks affect the dollar-pound exchange rate? : a nonparametric causality-in-quantiles analysis
Balcilar, Mehmet; Gupta, Rangan; Pierdzioch, Christian; … - In: The North American journal of economics and finance : a … 41 (2017), pp. 44-56
Persistent link: https://www.econbiz.de/10011878932
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Climate risks and state-level stock market realized volatility
Bonato, Matteo; Cepni, Oguzhan; Gupta, Rangan; … - In: Journal of financial markets 66 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014473150
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A quantile-boosting approach to forecasting gold returns
Pierdzioch, Christian; Risse, Marian - In: The North American journal of economics and finance : a … 35 (2016), pp. 38-55
Persistent link: https://www.econbiz.de/10011672283
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Are precious metals a hedge against exchange-rate movements? : an empirical exploration using bayesian additive regression trees
Pierdzioch, Christian; Risse, Marian; Rohloff, Sebastian - In: The North American journal of economics and finance : a … 38 (2016), pp. 27-38
Persistent link: https://www.econbiz.de/10011673292
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Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.; Gupta, Rangan; Pierdzioch, Christian - In: The North American journal of economics and finance : a … 59 (2022), pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
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Climate risks and realized volatility of major commodity currency exchange rates
Bonato, Matteo; Cepni, Oguzhan; Gupta, Rangan; … - In: Journal of financial markets 62 (2023), pp. 1-19
Persistent link: https://www.econbiz.de/10014226734