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South African stock return predictability in the context data mining : the role of financial variables and international stock returns
Gupta, Rangan; Modise, Mampho P. - In: Economic modelling 29 (2012) 3, pp. 908-916
Persistent link: https://www.econbiz.de/10009545495
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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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Macroeconomic surprises and stock returns in South Africa
Gupta, Rangan; Reid, Monique - In: Studies in economics and finance 30 (2013) 3, pp. 266-282
Persistent link: https://www.econbiz.de/10009772954
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Fiscal policy shocks and the dynamics of asset prices : the South African experience
Aye, Goodness C.; Balcilar, Mehmet; Gupta, Rangan; … - 2012
Persistent link: https://www.econbiz.de/10009660761
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Valuation ratios and stock return predictability in South Africa : is it there?
Gupta, Rangan; Modise, Mampho P. - In: Emerging markets finance & trade : a journal of the … 48 (2012) 1, pp. 70-82
Persistent link: https://www.econbiz.de/10009620175
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The long-run relationship between inflation and real stock prices : empirical evidence from South Africa
Arjoon, Riona; Botes, Mariëtte; Chesang, Laban K.; … - In: Journal of business economics and management 13 (2012) 4, pp. 600-613
Persistent link: https://www.econbiz.de/10009625686
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Macroeconomic variables and South African stock return predictability
Gupta, Rangan; Modise, Mampho P. - In: Economic modelling 30 (2013), pp. 612-622
Persistent link: https://www.econbiz.de/10009708826
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The role of asset prices in forecasting inflation and output in South Africa
Gupta, Rangan; Hartley, Faaiqa - In: Journal of emerging market finance 12 (2013) 3, pp. 239-291
Persistent link: https://www.econbiz.de/10010360591
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Fiscal policy shocks and the dynamics of asset prices : the South African experience
Aye, Goodness C.; Balcilar, Mehmet; Gupta, Rangan; … - In: Public finance review : PFR 42 (2014) 4, pp. 511-531
Persistent link: https://www.econbiz.de/10010387143
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A time-varying approach to analysing fiscal policy and asset prices in South Africa
Gupta, Rangan; Jooste, Charl; Matlou, Kanyane - In: Journal of financial economic policy 6 (2014) 1, pp. 46-63
Persistent link: https://www.econbiz.de/10010490625