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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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Common business cycles and volatilities in US states and MSAs : the role of economic uncertainty
Gupta, Rangan; Ma, Jun; Risse, Marian; Wohar, Mark E. - In: Journal of macroeconomics 57 (2018), pp. 317-337
Persistent link: https://www.econbiz.de/10012127992
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Time-varying predictability of oil market movements over a century of data : The role of US financial stress
Gupta, Rangan; Kanda, Patrick; Tiwari, Aviral Kumar; … - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-11
Persistent link: https://www.econbiz.de/10012201357
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Low-frequency movements in stock prices : a state-space decomposition
Balke, Nathan S.; Wohar, Mark E. - In: The review of economics and statistics 84 (2002) 4, pp. 649-667
Persistent link: https://www.econbiz.de/10001711215
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Determinants of endogenous price risk in corn and wheat futures markets
Goodwin, Barry K.; Schnepf, Randall D. - In: The journal of futures markets 20 (2000) 8, pp. 753-774
Persistent link: https://www.econbiz.de/10001523756
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Changes in the oil price-inflation pass-through
Valcarcel, Victory J.; Wohar, Mark E. - In: Journal of economics & business 68 (2013), pp. 24-42
Persistent link: https://www.econbiz.de/10009773805
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Linking U.S. state-level housing market returns, and the consumption-(dis)aggregate wealth ratio
Balcilar, Mehmet; Gupta, Rangan; Sousa, Ricardo M.; … - In: International review of economics & finance : IREF 71 (2021), pp. 779-810
Persistent link: https://www.econbiz.de/10012630699
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Fed's unconventional monetary policy and risk spillover in the US financial markets
Balcilar, Mehmet; Ozdemir, Zeynel Abidin; Ozdemir, Huseyin - In: The quarterly review of economics and finance : journal … 78 (2020), pp. 42-52
Persistent link: https://www.econbiz.de/10012431140
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Oil price uncertainty and movements in the US government bond risk premia
Balcilar, Mehmet; Gupta, Rangan; Wang, Shixuan; Wohar, … - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012654789
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News implied volatility and the stock-bond nexus : evidence from historical data for the USA and the UK markets
Gupta, Rangan; Kollias, Chrēstos; Papadamou, Stephanos; … - In: Journal of multinational financial management 47/48 (2018), pp. 76-90
Persistent link: https://www.econbiz.de/10012055815