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Gold, platinum and the predictability of bond risk premia

Bouri, Elie; Demirer, Rıza; Gupta, Rangan; Wohar, Mark E. - In: Finance research letters 38 (2021), pp. 1-7

Persistent link: https://www.econbiz.de/10012487757

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

The role of an aligned investor sentiment index in predicting bond risk premia of the U.S

Çepni, Oğuzhan; Güney, Ethem; Gupta, Rangan; Wohar, … - In: Journal of financial markets 51 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10013536291

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

Identifying an index of financial conditions for South Africa

Thompson, Kirsten; Van Eyden, Reneé; Gupta, Rangan - In: Studies in economics and finance 32 (2015) 2, pp. 256-274

Persistent link: https://www.econbiz.de/10011380882

Stock Market Bubbles and the Forecastability of Goldreturns (and Volatility)

Gabauer, David; Gupta, Rangan; Karmakar, Sayar; … - 2023

Firstly, we use the Multi-Scale LPPLS Confidence Indicator approach to detectboth positive and negative bubbles at short-, medium- and long-term horizons forthe stock markets of the G7 and the BRICS countries. We were able to detect majorcrashes and rallies in the 12 stock markets over the...

Persistent link: https://www.econbiz.de/10014353907