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Testing the monetary model for exchange rate determination in South Africa : evidence from 101 years of data

De Bruyn, Riané; Gupta, Rangan; Stander, Lardo - In: Contemporary economics 7 (2013) 1, pp. 19-32

Evidence in favor of the monetary model of exchange rate determination for the South African Rand is, at best, mixed. A co-integrating relationship between the nominal exchange rate and monetary fundamentals forms the basis of the monetary model. With the econometric literature suggesting that...

Persistent link: https://www.econbiz.de/10009770376

Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS : evidence from a nonparametric causality-in-quantiles approach

Balcilar, Mehmet; Bathia, Deven; Demirer, Rıza; Gupta, … - In: The quarterly review of economics and finance : journal … 79 (2021), pp. 290-302

Persistent link: https://www.econbiz.de/10012655054

The role of monetary policy uncertainty in predicting equity market volatility of the United Kingdom : evidence from over 150 years of data

Gupta, Rangan; Wohar, Mark E. - In: Economics and Business Letters : EBL 8 (2019) 3, pp. 138-146

Persistent link: https://www.econbiz.de/10012156567

Conventional and unconventional monetary policy rate uncertainty and stock market volatility : a forecasting perspective

Liu, Ruipeng; Gupta, Rangan - 2021

Persistent link: https://www.econbiz.de/10012665261

International stock return predictability : is the role of U.S. time-varying?

Aye, Goodness C.; Balcilar, Mehmet; Gupta, Rangan - In: Empirica : journal of european economics 44 (2017) 1, pp. 121-146

Persistent link: https://www.econbiz.de/10011741339

Predicting international equity returns: evidence from time-varying parameter vector autoregressive models

Gupta, Rangan; Huber, Florian; Piribauer, Philipp - In: International review of financial analysis 68 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012300967

A note on investor happiness and the predictability of realized volatility of gold

Bonato, Matteo; Gillas, Konstantinos Gkillas; Gupta, Rangan - In: Finance research letters 39 (2021), pp. 1-6

Persistent link: https://www.econbiz.de/10012805333

Interest rate uncertainty and the predictability of bank revenues

Cepni, Oguzhan; Demirer, Rıza; Gupta, Rangan; Sensoy, Ahmet - In: Journal of forecasting 41 (2022) 8, pp. 1559-1569

Persistent link: https://www.econbiz.de/10013465714

Interest rate uncertainty and the predictability of bank revenues

Cepni, Oguzhan; Demirer, Rıza; Gupta, Rangan; Sensoy, Ahmet - 2021

Persistent link: https://www.econbiz.de/10013041373

Climate risks and predictability of financial risks in the US banking sector

Caraiani, Petre; Polat, Onur; Gupta, Rangan; Bouri, Elie - 2025

Persistent link: https://www.econbiz.de/10015326241

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