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Analyzing the impact of Brexit on global uncertainty using functional linear regression with point of impact : the role of currency and equity markets

Mangisa, Siphumlile; Das, Sonali; Gupta, Rangan - In: The Singapore economic review 67 (2022) 4, pp. 1377-1388

Persistent link: https://www.econbiz.de/10014235382

Geopolitical risk and inflation spillovers across European and North American economies

Bouri, Elie; Gabauer, David; Gupta, Rangan; Kinateder, … - 2023

Persistent link: https://www.econbiz.de/10014240039

Global geopolitical risk and inflation spillovers across European and North American economies

Bouri, Elie; Gabauer, David; Gupta, Rangan; Kinateder, … - In: Research in international business and finance 66 (2023), pp. 1-12

Persistent link: https://www.econbiz.de/10014463355

Costly state monitoring and reserve requirements

Gupta, Rangan - In: Annals of economics and finance 6 (2005) 2, pp. 263-288

Persistent link: https://www.econbiz.de/10003314992

Evolution of monetary policy in the US : the role of asset prices

Simo-Kengne, Beatrice D.; Miller, Stephen M.; Gupta, Rangan - 2013

Persistent link: https://www.econbiz.de/10010195622

Convergence of greenhouse gas emissions among G7 countries

El Montasser, Ghassen; Inglesi-Lotz, Roula; Gupta, Rangan - In: Applied economics 47 (2015) 58/60, pp. 6543-6552

Persistent link: https://www.econbiz.de/10011412074

Modeling and forecasting carbon dioxide emission allowance spot price volatility : multifractal vs. GARCH-type volatility models

Segnon, Mawuli; Lux, Thomas; Gupta, Rangan - 2015

This paper applies Markov-switching multifractal (MSM) processes to model and forecast carbon dioxide (CO2) emission price volatility, and compares their forecasting performance to the standard GARCH, fractionally integrated GARCH (FIGARCH) and the two-state Markov-switching GARCH (MS-GARCH)...

Persistent link: https://www.econbiz.de/10011296114

Asymmetric information, tax evasion and alternative instruments of government return

Gupta, Rangan (contributor) - 2005

Persistent link: https://www.econbiz.de/10003254529

Costly state monitoring and reserve requirements : a quantitative study in the context of Southern European countries

Gupta, Rangan (contributor) - 2004

Persistent link: https://www.econbiz.de/10002756261

The Effects of Brexit on the Pound : Towards a Currency Crisis?

Plakandaras, Vasilios - 2017

The decision of the United Kingdom to leave the European Union (Brexit) after 43 years caused turmoil in exchange rate and global stock markets. More specifically, the pound relative to the dollar has lost close to 15 percent of its value in the weeks after the decision for Brexit. In this paper...

Persistent link: https://www.econbiz.de/10012951472