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Does US news impact Asian emerging markets? : evidence from nonparametric causality-in-quantiles test
Balcilar, Mehmet; Cakan, Esin; Gupta, Rangan - In: The North American journal of economics and finance : a … 41 (2017), pp. 32-43
Persistent link: https://www.econbiz.de/10011878928
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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
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Causal effects of the United States and Japan on Pacific-Rim stock markets : nonparametric quantile causality approach
Balcilar, Mehmet; Gupta, Rangan; Nguyen, Duc Khuong; … - In: Applied economics 50 (2018) 53, pp. 5712-5727
Persistent link: https://www.econbiz.de/10012062898
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Differences of opinion and stock market volatility : evidence from a nonparametric causality-in-quantiles approach
Balcilar, Mehmet; Demirer, Rıza; Gupta, Rangan; Wohar, … - In: Journal of economics and finance 42 (2018) 2, pp. 339-351
Persistent link: https://www.econbiz.de/10012031009
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Can volume predict Bitcoin returns and volatility? : a quantiles-based approach
Balcilar, Mehmet; Bouri, Elie; Gupta, Rangan; Roubaud, David - In: Economic modelling 64 (2017), pp. 74-81
Persistent link: https://www.econbiz.de/10011756479
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Do cay and cayMS predict stock and housing returns? : evidence from a nonparametric causality test
Balcilar, Mehmet; Gupta, Rangan; Sousa, Ricardo M.; … - In: International review of economics & finance : IREF 48 (2017), pp. 269-279
Persistent link: https://www.econbiz.de/10011747274
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Does geopolitical risks predict stock returns and volatility of leading defense companies? : evidence from a nonparametric approach
Apergēs, Nikolaos; Bonato, Matteo; Gupta, Rangan; … - In: Defence and peace economics 29 (2018) 6, pp. 684-696
Persistent link: https://www.econbiz.de/10011957107
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Causal link between oil price and uncertainty in India
El Montasser, Ghassen; Aggad, Kenza; Clark, Louise; … - In: Economia internazionale 68 (2015) 4, pp. 437-450
Persistent link: https://www.econbiz.de/10011428266
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The causal relationship between economic policy uncertainty and stock returns in China and India : evidence from a bootstrap rolling window approach
Li, Xiao-Lin; Balcilar, Mehmet; Gupta, Rangan; Chang, … - In: Emerging markets finance & trade : a journal of the … 52 (2016) 1/3, pp. 674-689
Persistent link: https://www.econbiz.de/10011562548
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Exchange rate returns and volatility : the role of time-varying rare disaster risks
Gupta, Rangan; Suleman, Tahir; Wohar, Mark E. - In: The European journal of finance 25 (2019) 2, pp. 190-203
Persistent link: https://www.econbiz.de/10012206968