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Common cycles and common trends in the stock and oil markets : evidence from more than 150 years of data
Balcilar, Mehmet; Gupta, Rangan; Wohar, Mark E. - In: Energy economics 61 (2017), pp. 72-86
Persistent link: https://www.econbiz.de/10011737672
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Effects of economic policy uncertainty shocks on the long-run US-UK stock market correlation
Asgharian, Hossein; Christiansen, Charlotte; Gupta, Rangan - 2016
Persistent link: https://www.econbiz.de/10011541711
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Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation
Asgharian, Hossein - 2020
correlation, but UK EPU shocks only affect its own long-run variance. The results are consistent when we include more countries in … correlation, even after accounting for a number of alternative uncertainty measures, and that it performs better out …
Persistent link: https://www.econbiz.de/10012855094
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The impacts of structural oil shocks on macroeconomic uncertainty : evidence from a large panel of 45 countries
Sheng, Xin; Gupta, Rangan; Ji, Qiang - In: Energy economics 91 (2020), pp. 1-9
Persistent link: https://www.econbiz.de/10012518658
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UK macroeconomic volatility : historical evidence over seven centuries
Plakandaras, Vasilios; Gupta, Rangan; Wohar, Mark E. - In: Journal of policy modeling : JPMOD ; a social science … 40 (2018) 4, pp. 767-789
Persistent link: https://www.econbiz.de/10012053527
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Time-varying impact of uncertainty shocks on the US housing market
Christou, Christina; Gupta, Rangan; Nyakabawo, Wendy - In: Economics letters 180 (2019), pp. 15-20
Persistent link: https://www.econbiz.de/10012121736
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The financial US uncertainty spillover multiplier : evidence from a GVAR model
Salisu, Afees A.; Gupta, Rangan; Demirer, Rıza - In: International finance : the only journal bridging the … 25 (2022) 3, pp. 313-340
Persistent link: https://www.econbiz.de/10013472786
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The time-varying impact of uncertainty shocks on the comovement of regional housing prices of the United Kingdom
Cepni, Oguzhan; Marfatia, Hardik A.; Gupta, Rangan - 2021
Persistent link: https://www.econbiz.de/10012661143
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Dynamic effects of monetary policy shocks on macroeconomic volatility in the United Kingdom
Salisu, Afees A.; Gupta, Rangan - In: Applied economics letters 28 (2021) 18, pp. 1594-1599
Persistent link: https://www.econbiz.de/10012626718
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The impacts of oil price volatility on financial stress : is the COVID-19 period different?
Sheng, Xin; Kim, Woo Joong; Gupta, Rangan - 2021
Persistent link: https://www.econbiz.de/10012695792