Similar Search Results

Geopolitical risks, returns, and volatility in emerging stock markets : evidence from a panel GARCH model

Bouras, Christos; Christou, Christina; Gupta, Rangan; … - In: Emerging markets, finance & trade : a journal of the … 55 (2019) 8, pp. 1841-1856

Persistent link: https://www.econbiz.de/10012210912

Does economic policy uncertainty predict exchange rate returns and volatility? : evidence from a nonparametric causality-in-quantiles test

Balcilar, Mehmet; Gupta, Rangan; Kyei, Clement; Wohar, … - In: Open economies review 27 (2016) 2, pp. 229-250

Persistent link: https://www.econbiz.de/10011591762

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

Forecasting macroeconomic data for an emerging market with a nonlinear DSGE model

Balcilar, Mehmet; Gupta, Rangan; Kotzé, Kevin - In: Economic modelling 44 (2015), pp. 215-228

Persistent link: https://www.econbiz.de/10011326254

The impact of US uncertainty shocks on a panel of advanced and emerging market economies

Gupta, Rangan; Olasehinde-Williams, Godwin; Wohar, Mark E. - In: Journal of international trade & economic development : … 29 (2020) 6, pp. 711-721

Persistent link: https://www.econbiz.de/10012264106

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

Monetary policy reaction functions of the TICKs : a quantile regression approach

Christou, Christina; Naraidoo, Ruthira; Gupta, Rangan; … - In: Emerging markets finance & trade : a journal of the … 54 (2018) 13/14/15, pp. 3552-3565

Persistent link: https://www.econbiz.de/10012125897

Oil-price uncertainty and international stock returns : dissecting quantile-based predictability and spillover effects using more than a century of data

Balcilar, Mehmet; Gupta, Rangan; Pierdzioch, Christian - 2022

Persistent link: https://www.econbiz.de/10013166706

Does inequality help in forecasting equity premium in a panel of G7 countries?

Christou, Christina; Gupta, Rangan; Jawadi, Fredj - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-10

Persistent link: https://www.econbiz.de/10012822273

Growth Volatility and Inequality in the U.S : A Wavelet Analysis

Chang, Shinhye - 2020

This study applies wavelet coherency analysis to explore the relationship between the U.S. economic growth volatility, and income and wealth inequality measures over the period 1917 to 2015 and 1962 to 2014. We consider the relationship between output volatility during positive and negative...

Persistent link: https://www.econbiz.de/10012852254