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~person:"Gupta, Rangan"
~subject:"Volatility"
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Volatility
South Africa
142
Südafrika
116
Forecasting model
51
Prognoseverfahren
51
Estimation
37
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37
Einkommensverteilung
33
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17
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16
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16
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16
Capital income
15
Kapitaleinkommen
15
Bayes-Statistik
12
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12
Volatilität
12
Frühindikator
10
Inequality
10
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10
forecasting
10
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9
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12
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Gupta, Rangan
Aye, Goodness C.
8
Gorodnichenko, Yuriy
8
Stolyarov, Dmitriy
8
Sabirianova Peter, Klara
7
Égert, Balázs
7
Bonga-Bonga, Lumengo
6
Bönke, Timm
6
Giesecke, Matthias
6
Lüthen, Holger
6
Miller, Stephen M.
5
Muzindutsi, Paul-Francois
5
Raferzeder, Thomas
5
Thupayagale, Pako
5
Whalley, John
5
Winter-Ebmer, Rudolf
5
Yue, Ximing
5
Aizenman, Joshua
4
Arezki, Rabah
4
Cowell, Frank A.
4
Diaz de Astarloa, Bernardo
4
Diffenbaugh, Noah S.
4
Drenik, Andres
4
Ekanayake, E. M.
4
Foellmi, Reto
4
Guvenen, Fatih
4
Habanabakize, Thomas
4
Hertel, Thomas W.
4
Lobell, David B.
4
Martínez, Isabel
4
McCullough, Kerry
4
Moser, Christian
4
Ramankutty, Navin
4
Agénor, Pierre-Richard
3
Ahmed, Syud Amer
3
Ali, Abdilahi
3
Bandyopadhyay, Sanghamitra
3
Blanco, Andres
3
Burger, Philippe
3
Dickason Koekemoer, Zandri
3
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Economic modelling
2
Department of Economics working paper series
1
Economics, management and financial markets
1
Emerging markets, finance and trade : EMFT
1
International journal of finance & economics : IJFE
1
Journal of economic studies
1
Journal of emerging market finance
1
Journal of international commerce, economics and policy
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ECONIS (ZBW)
12
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1
Growth volatility and inequality in the U.S. : a wavelet analysis
Chang, Shinhye
;
Gupta, Rangan
;
Miller, Stephen M.
; …
-
2018
Persistent link: https://www.econbiz.de/10011881494
Saved in:
2
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
Saved in:
3
South Africa's economic response to monetary policy uncertainty
Balcilar, Mehmet
;
Gupta, Rangan
;
Jooste, Charl
- In:
Journal of economic studies
44
(
2017
)
2
,
pp. 282-293
Persistent link: https://www.econbiz.de/10011757456
Saved in:
4
The impact of exchange rate uncertainty on exports in South Africa
Aye, Goodness C.
;
Gupta, Rangan
;
Moyo, Prudence S.
; …
- In:
Journal of international commerce, economics and policy
6
(
2015
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011306011
Saved in:
5
Comparing South African inflation volatility across monetary policy regimes : an application of Saphe cracking
Gupta, Rangan
;
Uwilingiye, Josine
- In:
The journal of developing areas
46
(
2012
)
1
,
pp. 45-54
Persistent link: https://www.econbiz.de/10009664533
Saved in:
6
Do house prices impact consumption and interest rate in South Africa? : evidence from a time-varying vector autogressive model
Peretti, Vittorio
;
Gupta, Rangan
;
Inglesi-Lotz, Roula
- In:
Economics, management and financial markets
7
(
2012
)
4
,
pp. 101-120
Persistent link: https://www.econbiz.de/10009740972
Saved in:
7
Is the relationship between monetary policy and house prices asymmetric across bull and bear markets in South Africa? : evidence from a Markov-switching vector autoregressive model
Simo-Kengne, Beatrice D.
;
Balcilar, Mehmet
;
Gupta, Rangan
; …
- In:
Economic modelling
32
(
2013
),
pp. 161-171
Persistent link: https://www.econbiz.de/10009760669
Saved in:
8
Structural breaks and GARCH models of stock return volatility : the case of South Africa
Babikir, Ali
;
Gupta, Rangan
;
Mwabutwa, Chance
; …
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2435-2443
Persistent link: https://www.econbiz.de/10009673703
Saved in:
9
Climate risks and stock market volatility over a century in an emerging market economy : the case of South Africa
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
;
Pierdzioch, …
-
2023
Persistent link: https://www.econbiz.de/10014336437
Saved in:
10
Commodity prices and forecastability of international stock returns over a century : sentiments versus fundamentals with focus on South Africa
Salisu, Afees A.
;
Gupta, Rangan
- In:
Emerging markets, finance and trade : EMFT
58
(
2022
)
9
,
pp. 2620-2636
Persistent link: https://www.econbiz.de/10013354984
Saved in:
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