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The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom : evidence from a nonparametric causality-in-quantiles test using over...
Gupta, Rangan; Risse, Marian; Volkman, David A.; Wohar, … - In: The North American journal of economics and finance : a … 47 (2019), pp. 391-405
Persistent link: https://www.econbiz.de/10012117890
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A Re-Evaluation of the Term Spread as a Leading Indicator
Plakandaras, Vasilios - 2019
Forecasting the evolution path of macroeconomic variables has always been of keen interest to policy makers and market participants. A common tool used in the relevant forecasting literature is the term spread of Treasury bond yields. In this paper, we decompose the term spread into an...
Persistent link: https://www.econbiz.de/10012863425
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On the transmission mechanism of Asia-Pacific yield curve characteristics
Gabauer, David; Subramaniam, Sowmya; Gupta, Rangan - In: International journal of finance & economics : IJFE 27 (2022) 1, pp. 473-488
Persistent link: https://www.econbiz.de/10012814607
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Local currency bond risk premia of emerging markets : the role of local and global factors
Cepni, Oguzhan; Gul, Selcuk; Gupta, Rangan - In: Finance research letters 33 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012430838
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A re-evaluation of the term spread as a leading indicator
Plakandaras, Vasilios; Gkonkas, Periklēs; … - In: International review of economics & finance : IREF 64 (2019), pp. 476-492
Persistent link: https://www.econbiz.de/10012372831
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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
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The role of oil and risk shocks in the high-frequency movements of the term structure of interest rates : evidence from the U.S. Treasury market
Gupta, Rangan; Shahzad, Syed Jawad Hussain; Sheng, Xin; … - In: International journal of finance & economics : IJFE 28 (2023) 2, pp. 1845-1857
Persistent link: https://www.econbiz.de/10014253453
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The predictive power of the term spread on inequality in the United Kingdom : an empirical analysis
Balcilar, Mehmet; Berisha, Edmond; Çepni, Oğuzhan; … - In: International journal of finance & economics : IJFE 27 (2022) 2, pp. 1979-1988
Persistent link: https://www.econbiz.de/10013184598
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Do stock prices impact consumption and interest rate in South Africa? : evidence from a time-varying vector autoregressive model
Aye, Goodness C.; Gupta, Rangan; Modise, Mampho P. - In: Journal of emerging market finance 14 (2015) 2, pp. 176-196
Persistent link: https://www.econbiz.de/10011378505
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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