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Time-varying rare disaster risks, oil returns and volatility
Demirer, Rıza; Gupta, Rangan; Suleman, Tahir; Wohar, … - In: Energy economics 75 (2018), pp. 239-248
Persistent link: https://www.econbiz.de/10011974013
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Exchange rate returns and volatility : the role of time-varying rare disaster risks
Gupta, Rangan; Suleman, Tahir; Wohar, Mark E. - In: The European journal of finance 25 (2019) 2, pp. 190-203
Persistent link: https://www.econbiz.de/10012206968
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Do climate risks predict US housing returns and volatility? : evidence from a quantiles-based approach
Bouri, Elie; Gupta, Rangan; Marfatia, Hardik A.; Nel, … - 2022
Persistent link: https://www.econbiz.de/10013366537
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Macroeconomic uncertainty, growth and inflation in the Eurozone : a causal approach
Plakandaras, Vasilios; Gupta, Rangan; Gkonkas, Periklēs; … - In: Applied economics letters 25 (2018) 14, pp. 1029-1033
Persistent link: https://www.econbiz.de/10012131682
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The causal relationship between economic policy uncertainty and stock returns in China and India : evidence from a bootstrap rolling window approach
Li, Xiao-Lin; Balcilar, Mehmet; Gupta, Rangan; Chang, … - In: Emerging markets finance & trade : a journal of the … 52 (2016) 1/3, pp. 674-689
Persistent link: https://www.econbiz.de/10011562548
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Is there a role for uncertainty in forecasting output growth in OECD countries? : evidence from a time-varying parameter-panel vector autoregressive model
Aye, Goodness C.; Gupta, Rangan; Lau, Chi Keung; Sheng, Xin - In: Applied economics 51 (2019) 33, pp. 3624-3631
Persistent link: https://www.econbiz.de/10012196883
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Predictability of economic slowdowns in advanced countries over eight centuries : the role of climate risks
Gupta, Rangan; Nel, Jacobus; Salisu, Afees A.; Ji, Qiang - In: Finance research letters 54 (2023), pp. 1-5
Persistent link: https://www.econbiz.de/10014472761
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The macroeconomic effects of uncertainty shocks in India
Bonga-Bonga, Lumengo; Gupta, Rangan; Jooste, Charl - In: Economia internazionale 68 (2015) 3, pp. 373-383
Persistent link: https://www.econbiz.de/10011348844
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A note on uncertainty due to infectious diseases and output growth of the United States : a mixed-frequency forecasting experiment
Salisu, Afees A.; Gupta, Rangan; Demirer, Rıza - In: Annals of financial economics 17 (2022) 2, pp. 1-9
Persistent link: https://www.econbiz.de/10013262971
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The effect of oil uncertainty shock on real GDP of 33 countries : a global VAR approach
Salisu, Afees A.; Gupta, Rangan; Olaniran, Abeeb - In: Applied economics letters 30 (2023) 3, pp. 269-274
Persistent link: https://www.econbiz.de/10013553138