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Time-varying impact of uncertainty shocks on the US housing market

Christou, Christina; Gupta, Rangan; Nyakabawo, Wendy - In: Economics letters 180 (2019), pp. 15-20

Persistent link: https://www.econbiz.de/10012121736

Effects of economic policy uncertainty shocks on the long-run US-UK stock market correlation

Asgharian, Hossein; Christiansen, Charlotte; Gupta, Rangan - 2016

Persistent link: https://www.econbiz.de/10011541711

The depreciation of the pound post-Brexit : could it have been predicted?

Plakandaras, Vasilios; Gupta, Rangan; Wohar, Mark E. - In: Finance research letters 21 (2017), pp. 206-213

Persistent link: https://www.econbiz.de/10011807781

The time-varying impact of uncertainty shocks on the comovement of regional housing prices of the United Kingdom

Cepni, Oguzhan; Marfatia, Hardik A.; Gupta, Rangan - 2021

Persistent link: https://www.econbiz.de/10012661143

Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation

Asgharian, Hossein - 2020

We study the impact of economic policy uncertainty (EPU) shocks on the long-run stock market variances and correlations, primarily for the US and the UK. We find that US EPU shocks affect both US and UK stock market long-run variances and correlation, but UK EPU shocks only affect its own...

Persistent link: https://www.econbiz.de/10012855094

Dynamic effects of monetary policy shocks on macroeconomic volatility in the United Kingdom

Salisu, Afees A.; Gupta, Rangan - In: Applied economics letters 28 (2021) 18, pp. 1594-1599

Persistent link: https://www.econbiz.de/10012626718

UK macroeconomic volatility : historical evidence over seven centuries

Plakandaras, Vasilios; Gupta, Rangan; Wohar, Mark E. - In: Journal of policy modeling : JPMOD ; a social science … 40 (2018) 4, pp. 767-789

Persistent link: https://www.econbiz.de/10012053527

Time-varying impact of uncertainty shocks on macroeconomic variables of the United Kingdom : evidence from over 150 years of monthly data

Christou, Christina; Gabauer, David; Gupta, Rangan - In: Finance research letters 37 (2020), pp. 1-11

Persistent link: https://www.econbiz.de/10012484913

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

The out-of-sample forecasting performance of nonlinear models of regional housing prices in the US

Balcilar, Mehmet; Gupta, Rangan; Miller, Stephen M. - In: Applied economics 47 (2015) 22/24, pp. 2259-2277

Persistent link: https://www.econbiz.de/10010516653