Similar Search Results

Intertemporal portfolio allocationn and hedging demand : an application to South Africa

Van Wyk de Vries, Esti; Gupta, Rangan; Van Eyden, Reneé - In: Journal of business economics and management 15 (2014) 4, pp. 744-775

Persistent link: https://www.econbiz.de/10010415874

Can the Sharia-based Islamic stock market returns be forecasted using large number of predictors and models?

Gupta, Rangan; Hammoudeh, Shawkat; Simo-Kengne, Beatrice D. - In: Applied financial economics 24 (2014) 16/18, pp. 1147-1157

Persistent link: https://www.econbiz.de/10010418941

Is real per capita state personal income stationary? : new nonlinear, asymmetric panel-data evidence

Emirmahmutoglu, Furkan; Gupta, Rangan; Miller, Stephen M.; … - 2015

Persistent link: https://www.econbiz.de/10010504609

Tax evasion, financial development and inflation : theory and empirical evidence

Bittencourt, Manuel Fernando; Gupta, Rangan; Stander, Lardo - In: Journal of banking & finance 41 (2014), pp. 194-208

Persistent link: https://www.econbiz.de/10010408475

Openness, technological spillovers in the R&D sector and economic growth

Chen, Pei-pei; Gupta, Rangan - In: South African journal of economic and management sciences 13 (2010) 1, pp. 1-7

Persistent link: https://www.econbiz.de/10009126334

Growth-effects of inflation targeting : the role of financial sector development

Gupta, Rangan - In: Annals of economics and finance 12 (2011) 1, pp. 65-87

Persistent link: https://www.econbiz.de/10009235562

Time-frequency relationship between US output with commodity and asset prices

Tiwari, Aviral Kumar; Albulescu, Claudiu Tiberiu; … - In: Applied economics 48 (2016) 1/3, pp. 227-242

Persistent link: https://www.econbiz.de/10011412694

US inflation dynamics on long-range data

Plakandaras, Vasilios; Gkonkas, Periklēs; Gupta, Rangan; … - In: Applied economics 47 (2015) 34/36, pp. 3874-3890

Persistent link: https://www.econbiz.de/10011294308

Modeling and forecasting carbon dioxide emission allowance spot price volatility : multifractal vs. GARCH-type volatility models

Segnon, Mawuli; Lux, Thomas; Gupta, Rangan - 2015

This paper applies Markov-switching multifractal (MSM) processes to model and forecast carbon dioxide (CO2) emission price volatility, and compares their forecasting performance to the standard GARCH, fractionally integrated GARCH (FIGARCH) and the two-state Markov-switching GARCH (MS-GARCH)...

Persistent link: https://www.econbiz.de/10011296114

A generic model of financial repression

Gupta, Rangan (contributor) - 2005

Persistent link: https://www.econbiz.de/10003251043